chore: clarify --export-filename Deprecation messages

part of #12846

freqtrade/configuration/configuration.py

@@ -221,14 +221,21 @@ class Configuration:
                 config, argname="exportfilename", logstring="Storing backtest results to {} ..."
             )
             config["exportfilename"] = Path(config["exportfilename"])
-            if config.get("exportdirectory") and Path(config["exportdirectory"]).is_dir():
-                logger.warning(
-                    "DEPRECATED: Using `--export-filename` with directories is deprecated, "
-                    "use `--backtest-directory` instead."
-                )
-                if config.get("exportdirectory") is None:
-                    # Fallback - assign export-directory directly.
-                    config["exportdirectory"] = config["exportfilename"]
+            if config.get("exportfilename"):
+                if Path(config["exportfilename"]).is_dir():
+                    logger.warning(
+                        "DEPRECATED: Using `--export-filename` with directories is deprecated, "
+                        "use `--backtest-directory` instead."
+                    )
+                    if config.get("exportdirectory") is None:
+                        # Fallback - assign export-directory directly.
+                        config["exportdirectory"] = config["exportfilename"]
+                elif config.get("runmode") == RunMode.BACKTEST:
+                    logger.warning(
+                        "DEPRECATED: Using `--export-filename` has no impact when backtesting. "
+                        "Please use `--notes` to annotate backtest results and "
+                        "`--backtest-directory` to specify the output directory. "
+                    )
         if not config.get("exportdirectory"):
             config["exportdirectory"] = config["user_data_dir"] / "backtest_results"
         if not config.get("exportfilename"):

tests/optimize/test_backtesting.py

@@ -221,6 +221,9 @@ def test_setup_bt_configuration_with_arguments(mocker, default_conf, caplog) ->
     assert "exportfilename" in config
     assert isinstance(config["exportfilename"], Path)
     assert log_has("Storing backtest results to {} ...".format(config["exportfilename"]), caplog)
+    assert log_has_re(
+        "DEPRECATED: Using `--export-filename` has no impact when backtesting.*", caplog
+    )
 
     assert "fee" in config
     assert log_has("Parameter --fee detected, setting fee to: {} ...".format(config["fee"]), caplog)