diff --git a/docs/strategy-callbacks.md b/docs/strategy-callbacks.md
index 7242e9c90..2292b7ed0 100644
--- a/docs/strategy-callbacks.md
+++ b/docs/strategy-callbacks.md
@@ -767,6 +767,7 @@ This callback is **not** called when there is an open order (either buy or sell)
 `adjust_trade_position()` is called very frequently for the duration of a trade, so you must keep your implementation as performant as possible.
 
 Position adjustments will always be applied in the direction of the trade, so a positive value will always increase your position (negative values will decrease your position), no matter if it's a long or short trade.
+Adjustment orders can be assigned with a tag by returning a 2 element Tuple, with the first element being the adjustment amount, and the 2nd element the tag (e.g. `return 250, 'increase_favorable_conditions'`).
 
 Modifications to leverage are not possible, and the stake-amount returned is assumed to be before applying leverage.
 
@@ -833,7 +834,8 @@ class DigDeeperStrategy(IStrategy):
                               min_stake: Optional[float], max_stake: float,
                               current_entry_rate: float, current_exit_rate: float,
                               current_entry_profit: float, current_exit_profit: float,
-                              **kwargs) -> Optional[float]:
+                              **kwargs
+                              ) -> Union[Optional[float], Tuple[Optional[float], Optional[str]]]:
         """
         Custom trade adjustment logic, returning the stake amount that a trade should be
         increased or decreased.
@@ -859,11 +861,12 @@ class DigDeeperStrategy(IStrategy):
         :return float: Stake amount to adjust your trade,
                        Positive values to increase position, Negative values to decrease position.
                        Return None for no action.
+                       Optionally, return a tuple with a 2nd element with an order reason
         """
 
         if current_profit > 0.05 and trade.nr_of_successful_exits == 0:
             # Take half of the profit at +5%
-            return -(trade.stake_amount / 2)
+            return -(trade.stake_amount / 2), 'half_profit_5%'
 
         if current_profit > -0.05:
             return None
@@ -891,7 +894,7 @@ class DigDeeperStrategy(IStrategy):
             stake_amount = filled_entries[0].stake_amount
             # This then calculates current safety order size
             stake_amount = stake_amount * (1 + (count_of_entries * 0.25))
-            return stake_amount
+            return stake_amount, '1/3rd_increase'
         except Exception as exception:
             return None
 
diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index 0d7cef827..0eb1c608a 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -645,8 +645,7 @@ class FreqtradeBot(LoggingMixin):
         max_entry_stake = self.exchange.get_max_pair_stake_amount(trade.pair, current_entry_rate)
         stake_available = self.wallets.get_available_stake_amount()
         logger.debug(f"Calling adjust_trade_position for pair {trade.pair}")
-        stake_amount = strategy_safe_wrapper(self.strategy.adjust_trade_position,
-                                             default_retval=None, supress_error=True)(
+        stake_amount, order_tag = self.strategy._adjust_trade_position_internal(
             trade=trade,
             current_time=datetime.now(timezone.utc), current_rate=current_entry_rate,
             current_profit=current_entry_profit, min_stake=min_entry_stake,
@@ -665,7 +664,8 @@ class FreqtradeBot(LoggingMixin):
                 else:
                     logger.debug("Max adjustment entries is set to unlimited.")
             self.execute_entry(trade.pair, stake_amount, price=current_entry_rate,
-                               trade=trade, is_short=trade.is_short, mode='pos_adjust')
+                               trade=trade, is_short=trade.is_short, mode='pos_adjust',
+                               enter_tag=order_tag)
 
         if stake_amount is not None and stake_amount < 0.0:
             # We should decrease our position
@@ -684,7 +684,7 @@ class FreqtradeBot(LoggingMixin):
                 return
 
             self.execute_trade_exit(trade, current_exit_rate, exit_check=ExitCheckTuple(
-                exit_type=ExitType.PARTIAL_EXIT), sub_trade_amt=amount)
+                exit_type=ExitType.PARTIAL_EXIT), sub_trade_amt=amount, exit_tag=order_tag)
 
     def _check_depth_of_market(self, pair: str, conf: Dict, side: SignalDirection) -> bool:
         """
@@ -782,6 +782,7 @@ class FreqtradeBot(LoggingMixin):
             leverage=leverage
         )
         order_obj = Order.parse_from_ccxt_object(order, pair, side, amount, enter_limit_requested)
+        order_obj.ft_order_tag = enter_tag
         order_id = order['id']
         order_status = order.get('status')
         logger.info(f"Order {order_id} was created for {pair} and status is {order_status}.")
@@ -1753,6 +1754,7 @@ class FreqtradeBot(LoggingMixin):
             return False
 
         order_obj = Order.parse_from_ccxt_object(order, trade.pair, trade.exit_side, amount, limit)
+        order_obj.ft_order_tag = exit_reason
         trade.orders.append(order_obj)
 
         trade.exit_order_status = ''
diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py
index 2aa8a23d6..21e9c75cc 100644
--- a/freqtrade/optimize/backtesting.py
+++ b/freqtrade/optimize/backtesting.py
@@ -537,14 +537,14 @@ class Backtesting:
         min_stake = self.exchange.get_min_pair_stake_amount(trade.pair, current_rate, -0.1)
         max_stake = self.exchange.get_max_pair_stake_amount(trade.pair, current_rate)
         stake_available = self.wallets.get_available_stake_amount()
-        stake_amount = strategy_safe_wrapper(self.strategy.adjust_trade_position,
-                                             default_retval=None, supress_error=True)(
+        stake_amount, order_tag = self.strategy._adjust_trade_position_internal(
             trade=trade,  # type: ignore[arg-type]
             current_time=current_time, current_rate=current_rate,
             current_profit=current_profit, min_stake=min_stake,
             max_stake=min(max_stake, stake_available),
             current_entry_rate=current_rate, current_exit_rate=current_rate,
-            current_entry_profit=current_profit, current_exit_profit=current_profit)
+            current_entry_profit=current_profit, current_exit_profit=current_profit
+        )
 
         # Check if we should increase our position
         if stake_amount is not None and stake_amount > 0.0:
@@ -554,7 +554,8 @@ class Backtesting:
                 check_adjust_entry = (entry_count <= self.strategy.max_entry_position_adjustment)
             if check_adjust_entry:
                 pos_trade = self._enter_trade(
-                    trade.pair, row, 'short' if trade.is_short else 'long', stake_amount, trade)
+                    trade.pair, row, 'short' if trade.is_short else 'long', stake_amount, trade,
+                    entry_tag1=order_tag)
                 if pos_trade is not None:
                     self.wallets.update()
                     return pos_trade
@@ -569,7 +570,7 @@ class Backtesting:
             if min_stake and remaining != 0 and remaining < min_stake:
                 # Remaining stake is too low to be sold.
                 return trade
-            exit_ = ExitCheckTuple(ExitType.PARTIAL_EXIT)
+            exit_ = ExitCheckTuple(ExitType.PARTIAL_EXIT, order_tag)
             pos_trade = self._get_exit_for_signal(trade, row, exit_, current_time, amount)
             if pos_trade is not None:
                 order = pos_trade.orders[-1]
@@ -681,11 +682,11 @@ class Backtesting:
 
             trade.exit_reason = exit_reason
 
-            return self._exit_trade(trade, row, close_rate, amount_)
+            return self._exit_trade(trade, row, close_rate, amount_, exit_reason)
         return None
 
-    def _exit_trade(self, trade: LocalTrade, sell_row: Tuple,
-                    close_rate: float, amount: Optional[float] = None) -> Optional[LocalTrade]:
+    def _exit_trade(self, trade: LocalTrade, sell_row: Tuple, close_rate: float,
+                    amount: float, exit_reason: Optional[str]) -> Optional[LocalTrade]:
         self.order_id_counter += 1
         exit_candle_time = sell_row[DATE_IDX].to_pydatetime()
         order_type = self.strategy.order_types['exit']
@@ -712,6 +713,7 @@ class Backtesting:
             filled=0,
             remaining=amount,
             cost=amount * close_rate,
+            ft_order_tag=exit_reason,
         )
         order._trade_bt = trade
         trade.orders.append(order)
@@ -835,7 +837,9 @@ class Backtesting:
                      stake_amount: Optional[float] = None,
                      trade: Optional[LocalTrade] = None,
                      requested_rate: Optional[float] = None,
-                     requested_stake: Optional[float] = None) -> Optional[LocalTrade]:
+                     requested_stake: Optional[float] = None,
+                     entry_tag1: Optional[str] = None
+                     ) -> Optional[LocalTrade]:
         """
         :param trade: Trade to adjust - initial entry if None
         :param requested_rate: Adjusted entry rate
@@ -843,7 +847,7 @@ class Backtesting:
         """
 
         current_time = row[DATE_IDX].to_pydatetime()
-        entry_tag = row[ENTER_TAG_IDX] if len(row) >= ENTER_TAG_IDX + 1 else None
+        entry_tag = entry_tag1 or (row[ENTER_TAG_IDX] if len(row) >= ENTER_TAG_IDX + 1 else None)
         # let's call the custom entry price, using the open price as default price
         order_type = self.strategy.order_types['entry']
         pos_adjust = trade is not None and requested_rate is None
@@ -944,6 +948,7 @@ class Backtesting:
                 filled=0,
                 remaining=amount,
                 cost=amount * propose_rate + trade.fee_open,
+                ft_order_tag=entry_tag,
             )
             order._trade_bt = trade
             trade.orders.append(order)
@@ -963,7 +968,8 @@ class Backtesting:
                     # Ignore trade if entry-order did not fill yet
                     continue
                 exit_row = data[pair][-1]
-                self._exit_trade(trade, exit_row, exit_row[OPEN_IDX], trade.amount)
+                self._exit_trade(trade, exit_row, exit_row[OPEN_IDX], trade.amount,
+                                 ExitType.FORCE_EXIT.value)
                 trade.orders[-1].close_bt_order(exit_row[DATE_IDX].to_pydatetime(), trade)
 
                 trade.close_date = exit_row[DATE_IDX].to_pydatetime()
diff --git a/freqtrade/persistence/migrations.py b/freqtrade/persistence/migrations.py
index bb6c04922..f4d5a7174 100644
--- a/freqtrade/persistence/migrations.py
+++ b/freqtrade/persistence/migrations.py
@@ -223,6 +223,7 @@ def migrate_orders_table(engine, table_back_name: str, cols_order: List):
     ft_amount = get_column_def(cols_order, 'ft_amount', 'coalesce(amount, 0.0)')
     ft_price = get_column_def(cols_order, 'ft_price', 'coalesce(price, 0.0)')
     ft_cancel_reason = get_column_def(cols_order, 'ft_cancel_reason', 'null')
+    ft_order_tag = get_column_def(cols_order, 'ft_order_tag', 'null')
 
     # sqlite does not support literals for booleans
     with engine.begin() as connection:
@@ -230,13 +231,14 @@ def migrate_orders_table(engine, table_back_name: str, cols_order: List):
             insert into orders (id, ft_trade_id, ft_order_side, ft_pair, ft_is_open, order_id,
             status, symbol, order_type, side, price, amount, filled, average, remaining, cost,
             stop_price, order_date, order_filled_date, order_update_date, ft_fee_base, funding_fee,
-            ft_amount, ft_price, ft_cancel_reason
+            ft_amount, ft_price, ft_cancel_reason, ft_order_tag
             )
             select id, ft_trade_id, ft_order_side, ft_pair, ft_is_open, order_id,
             status, symbol, order_type, side, price, amount, filled, {average} average, remaining,
             cost, {stop_price} stop_price, order_date, order_filled_date,
             order_update_date, {ft_fee_base} ft_fee_base, {funding_fee} funding_fee,
-            {ft_amount} ft_amount, {ft_price} ft_price, {ft_cancel_reason} ft_cancel_reason
+            {ft_amount} ft_amount, {ft_price} ft_price, {ft_cancel_reason} ft_cancel_reason,
+            {ft_order_tag} ft_order_tag
             from {table_back_name}
             """))
 
@@ -331,8 +333,8 @@ def check_migrate(engine, decl_base, previous_tables) -> None:
     # if ('orders' not in previous_tables
     # or not has_column(cols_orders, 'funding_fee')):
     migrating = False
-    # if not has_column(cols_orders, 'ft_cancel_reason'):
-    if not has_column(cols_trades, 'funding_fee_running'):
+    # if not has_column(cols_trades, 'funding_fee_running'):
+    if not has_column(cols_orders, 'ft_order_tag'):
         migrating = True
         logger.info(f"Running database migration for trades - "
                     f"backup: {table_back_name}, {order_table_bak_name}")
diff --git a/freqtrade/persistence/trade_model.py b/freqtrade/persistence/trade_model.py
index 856a33abf..7e3cf970f 100644
--- a/freqtrade/persistence/trade_model.py
+++ b/freqtrade/persistence/trade_model.py
@@ -89,6 +89,8 @@ class Order(ModelBase):
     funding_fee: Mapped[Optional[float]] = mapped_column(Float(), nullable=True)
 
     ft_fee_base: Mapped[Optional[float]] = mapped_column(Float(), nullable=True)
+    ft_order_tag: Mapped[Optional[str]] = mapped_column(String(CUSTOM_TAG_MAX_LENGTH),
+                                                        nullable=True)
 
     @property
     def order_date_utc(self) -> datetime:
@@ -212,6 +214,10 @@ class Order(ModelBase):
         return order
 
     def to_json(self, entry_side: str, minified: bool = False) -> Dict[str, Any]:
+        """
+        :param minified: If True, only return a subset of the data is returned.
+                         Only used for backtesting.
+        """
         resp = {
             'amount': self.safe_amount,
             'safe_price': self.safe_price,
@@ -219,6 +225,7 @@ class Order(ModelBase):
             'order_filled_timestamp': int(self.order_filled_date.replace(
                 tzinfo=timezone.utc).timestamp() * 1000) if self.order_filled_date else None,
             'ft_is_entry': self.ft_order_side == entry_side,
+            'ft_order_tag': self.ft_order_tag,
         }
         if not minified:
             resp.update({
@@ -1405,6 +1412,7 @@ class LocalTrade:
                 ft_price=order["price"],
                 remaining=order["remaining"],
                 funding_fee=order.get("funding_fee", None),
+                ft_order_tag=order.get("ft_order_tag", None),
             )
             trade.orders.append(order_obj)
 
diff --git a/freqtrade/rpc/api_server/api_schemas.py b/freqtrade/rpc/api_server/api_schemas.py
index 20a614798..791f70fa0 100644
--- a/freqtrade/rpc/api_server/api_schemas.py
+++ b/freqtrade/rpc/api_server/api_schemas.py
@@ -261,6 +261,7 @@ class OrderSchema(BaseModel):
     order_timestamp: Optional[int] = None
     order_filled_timestamp: Optional[int] = None
     ft_fee_base: Optional[float] = None
+    ft_order_tag: Optional[str] = None
 
 
 class TradeSchema(BaseModel):
diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py
index 7f10c2ea2..2630c3547 100644
--- a/freqtrade/strategy/interface.py
+++ b/freqtrade/strategy/interface.py
@@ -511,7 +511,8 @@ class IStrategy(ABC, HyperStrategyMixin):
                               min_stake: Optional[float], max_stake: float,
                               current_entry_rate: float, current_exit_rate: float,
                               current_entry_profit: float, current_exit_profit: float,
-                              **kwargs) -> Optional[float]:
+                              **kwargs
+                              ) -> Union[Optional[float], Tuple[Optional[float], Optional[str]]]:
         """
         Custom trade adjustment logic, returning the stake amount that a trade should be
         increased or decreased.
@@ -537,6 +538,7 @@ class IStrategy(ABC, HyperStrategyMixin):
         :return float: Stake amount to adjust your trade,
                        Positive values to increase position, Negative values to decrease position.
                        Return None for no action.
+                       Optionally, return a tuple with a 2nd element with an order reason
         """
         return None
 
@@ -725,6 +727,36 @@ class IStrategy(ABC, HyperStrategyMixin):
 
     _ft_stop_uses_after_fill = False
 
+    def _adjust_trade_position_internal(
+            self, trade: Trade, current_time: datetime,
+            current_rate: float, current_profit: float,
+            min_stake: Optional[float], max_stake: float,
+            current_entry_rate: float, current_exit_rate: float,
+            current_entry_profit: float, current_exit_profit: float,
+            **kwargs
+    ) -> Tuple[Optional[float], str]:
+        """
+        wrapper around adjust_trade_position to handle the return value
+        """
+        resp = strategy_safe_wrapper(self.adjust_trade_position,
+                                     default_retval=(None, ''), supress_error=True)(
+            trade=trade, current_time=current_time,
+            current_rate=current_rate, current_profit=current_profit,
+            min_stake=min_stake, max_stake=max_stake,
+            current_entry_rate=current_entry_rate, current_exit_rate=current_exit_rate,
+            current_entry_profit=current_entry_profit, current_exit_profit=current_exit_profit,
+            **kwargs
+        )
+        order_tag = ''
+        if isinstance(resp, tuple):
+            if len(resp) >= 1:
+                stake_amount = resp[0]
+            if len(resp) > 1:
+                order_tag = resp[1] or ''
+        else:
+            stake_amount = resp
+        return stake_amount, order_tag
+
     def __informative_pairs_freqai(self) -> ListPairsWithTimeframes:
         """
         Create informative-pairs needed for FreqAI
diff --git a/tests/optimize/test_backtesting.py b/tests/optimize/test_backtesting.py
index 87e92071f..603fcc310 100644
--- a/tests/optimize/test_backtesting.py
+++ b/tests/optimize/test_backtesting.py
@@ -742,14 +742,18 @@ def test_backtest_one(default_conf, fee, mocker, testdatadir) -> None:
          'orders': [
             [
                 {'amount': 0.00957442, 'safe_price': 0.104445, 'ft_order_side': 'buy',
-                 'order_filled_timestamp': 1517251200000, 'ft_is_entry': True},
+                 'order_filled_timestamp': 1517251200000, 'ft_is_entry': True,
+                 'ft_order_tag': ''},
                 {'amount': 0.00957442, 'safe_price': 0.10496853383458644, 'ft_order_side': 'sell',
-                 'order_filled_timestamp': 1517265300000, 'ft_is_entry': False}
+                 'order_filled_timestamp': 1517265300000, 'ft_is_entry': False,
+                 'ft_order_tag': 'roi'}
             ], [
                 {'amount': 0.0097064, 'safe_price': 0.10302485, 'ft_order_side': 'buy',
-                 'order_filled_timestamp': 1517283000000, 'ft_is_entry': True},
+                 'order_filled_timestamp': 1517283000000, 'ft_is_entry': True,
+                 'ft_order_tag': ''},
                 {'amount': 0.0097064, 'safe_price': 0.10354126528822055, 'ft_order_side': 'sell',
-                 'order_filled_timestamp': 1517285400000, 'ft_is_entry': False}
+                 'order_filled_timestamp': 1517285400000, 'ft_is_entry': False,
+                 'ft_order_tag': 'roi'}
             ]
          ]
          })
diff --git a/tests/optimize/test_backtesting_adjust_position.py b/tests/optimize/test_backtesting_adjust_position.py
index 56b04b3fd..7f7bbb29f 100644
--- a/tests/optimize/test_backtesting_adjust_position.py
+++ b/tests/optimize/test_backtesting_adjust_position.py
@@ -148,7 +148,7 @@ def test_backtest_position_adjustment_detailed(default_conf, fee, mocker, levera
     assert pytest.approx(trade.amount) == 47.61904762 * leverage
     assert len(trade.orders) == 1
     # Increase position by 100
-    backtesting.strategy.adjust_trade_position = MagicMock(return_value=100)
+    backtesting.strategy.adjust_trade_position = MagicMock(return_value=(100, 'PartIncrease'))
 
     trade = backtesting._get_adjust_trade_entry_for_candle(trade, row, current_time)
 
@@ -156,6 +156,7 @@ def test_backtest_position_adjustment_detailed(default_conf, fee, mocker, levera
     assert pytest.approx(trade.stake_amount) == 200.0
     assert pytest.approx(trade.amount) == 95.23809524 * leverage
     assert len(trade.orders) == 2
+    assert trade.orders[-1].ft_order_tag == 'PartIncrease'
     assert pytest.approx(trade.liquidation_price) == (0.1038916 if leverage == 1 else 1.2127791)
 
     # Reduce by more than amount - no change to trade.
@@ -171,13 +172,14 @@ def test_backtest_position_adjustment_detailed(default_conf, fee, mocker, levera
     assert pytest.approx(trade.liquidation_price) == (0.1038916 if leverage == 1 else 1.2127791)
 
     # Reduce position by 50
-    backtesting.strategy.adjust_trade_position = MagicMock(return_value=-100)
+    backtesting.strategy.adjust_trade_position = MagicMock(return_value=(-100, 'partDecrease'))
     trade = backtesting._get_adjust_trade_entry_for_candle(trade, row, current_time)
 
     assert trade
     assert pytest.approx(trade.stake_amount) == 100.0
     assert pytest.approx(trade.amount) == 47.61904762 * leverage
     assert len(trade.orders) == 3
+    assert trade.orders[-1].ft_order_tag == 'partDecrease'
     assert trade.nr_of_successful_entries == 2
     assert trade.nr_of_successful_exits == 1
     assert pytest.approx(trade.liquidation_price) == (0.1038916 if leverage == 1 else 1.2127791)
diff --git a/tests/rpc/test_rpc.py b/tests/rpc/test_rpc.py
index 785efc522..ca81ea0e6 100644
--- a/tests/rpc/test_rpc.py
+++ b/tests/rpc/test_rpc.py
@@ -99,7 +99,7 @@ def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None:
             'order_filled_timestamp': ANY, 'order_type': 'limit', 'price': 1.098e-05,
             'is_open': False, 'pair': 'ETH/BTC', 'order_id': ANY,
             'remaining': ANY, 'status': ANY, 'ft_is_entry': True, 'ft_fee_base': None,
-            'funding_fee': ANY,
+            'funding_fee': ANY, 'ft_order_tag': None,
         }],
     }
     mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index e61d5804d..8e17604ab 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -6725,11 +6725,15 @@ def test_check_and_call_adjust_trade_position(mocker, default_conf_usdt, fee, ca
     )
     create_mock_trades(fee)
     caplog.set_level(logging.DEBUG)
-    freqtrade.strategy.adjust_trade_position = MagicMock(return_value=10)
+    freqtrade.strategy.adjust_trade_position = MagicMock(return_value=(10, 'aaaa'))
     freqtrade.process_open_trade_positions()
     assert log_has_re(r"Max adjustment entries for .* has been reached\.", caplog)
+    assert freqtrade.strategy.adjust_trade_position.call_count == 1
 
     caplog.clear()
-    freqtrade.strategy.adjust_trade_position = MagicMock(return_value=-10)
+    freqtrade.strategy.adjust_trade_position = MagicMock(return_value=(-10, 'partial_exit_c'))
     freqtrade.process_open_trade_positions()
     assert log_has_re(r"LIMIT_SELL has been fulfilled.*", caplog)
+    assert freqtrade.strategy.adjust_trade_position.call_count == 1
+    trade = Trade.get_trades(trade_filter=[Trade.id == 5]).first()
+    assert trade.orders[-1].ft_order_tag == 'partial_exit_c'
diff --git a/tests/test_integration.py b/tests/test_integration.py
index 2e7f38fc8..94253dffb 100644
--- a/tests/test_integration.py
+++ b/tests/test_integration.py
@@ -536,7 +536,7 @@ def test_dca_order_adjust_entry_replace_fails(
     # Create DCA order for 2nd trade (so we have 2 open orders on 2 trades)
     # this 2nd order won't fill.
 
-    freqtrade.strategy.adjust_trade_position = MagicMock(return_value=20)
+    freqtrade.strategy.adjust_trade_position = MagicMock(return_value=(20, 'PeNF'))
 
     freqtrade.process()
 
@@ -627,12 +627,13 @@ def test_dca_exiting(default_conf_usdt, ticker_usdt, fee, mocker, caplog, levera
     assert log_has_re(
         r"Remaining amount of \d\.\d+.* would be smaller than the minimum of 10.", caplog)
 
-    freqtrade.strategy.adjust_trade_position = MagicMock(return_value=-20)
+    freqtrade.strategy.adjust_trade_position = MagicMock(return_value=(-20, 'PES'))
 
     freqtrade.process()
     trade = Trade.get_trades().first()
     assert len(trade.orders) == 2
     assert trade.orders[-1].ft_order_side == 'sell'
+    assert trade.orders[-1].ft_order_tag == 'PES'
     assert pytest.approx(trade.stake_amount) == 40.198
     assert pytest.approx(trade.amount) == 20.099 * leverage
     assert trade.open_rate == 2.0