diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py
index 71e244b39..c1a132586 100644
--- a/freqtrade/optimize/backtesting.py
+++ b/freqtrade/optimize/backtesting.py
@@ -495,6 +495,7 @@ class Backtesting:
     def _get_adjust_trade_entry_for_candle(self, trade: LocalTrade, row: Tuple
                                            ) -> LocalTrade:
         current_rate = row[OPEN_IDX]
+        current_date = row[DATE_IDX].to_pydatetime()
         current_profit = trade.calc_profit_ratio(current_rate)
         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)
@@ -502,7 +503,7 @@ class Backtesting:
         stake_amount = strategy_safe_wrapper(self.strategy.adjust_trade_position,
                                              default_retval=None)(
             trade=trade,  # type: ignore[arg-type]
-            current_time=row[DATE_IDX].to_pydatetime(), current_rate=current_rate,
+            current_time=current_date, 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,
@@ -528,6 +529,11 @@ class Backtesting:
                 return trade
             pos_trade = self._exit_trade(trade, row, current_rate, amount)
             if pos_trade is not None:
+                order = pos_trade.orders[-1]
+                if self._get_order_filled(order.price, row):
+                    order.close_bt_order(current_date, trade)
+                    trade.process_exit_sub_trade(order)
+                    trade.recalc_trade_from_orders()
                 self.wallets.update()
                 return pos_trade
 
diff --git a/tests/optimize/test_backtesting_adjust_position.py b/tests/optimize/test_backtesting_adjust_position.py
index 94505e3ce..cf233e1a3 100644
--- a/tests/optimize/test_backtesting_adjust_position.py
+++ b/tests/optimize/test_backtesting_adjust_position.py
@@ -1,8 +1,10 @@
 # pragma pylint: disable=missing-docstring, W0212, line-too-long, C0103, unused-argument
 
 from copy import deepcopy
+from unittest.mock import MagicMock
 
 import pandas as pd
+import pytest
 from arrow import Arrow
 
 from freqtrade.configuration import TimeRange
@@ -82,3 +84,87 @@ def test_backtest_position_adjustment(default_conf, fee, mocker, testdatadir) ->
         assert (round(ln.iloc[0]["open"], 6) == round(t["close_rate"], 6) or
                 round(ln.iloc[0]["low"], 6) < round(
                 t["close_rate"], 6) < round(ln.iloc[0]["high"], 6))
+
+
+def test_backtest_position_adjustment_detailed(default_conf, fee, mocker) -> None:
+    default_conf['use_exit_signal'] = False
+    mocker.patch('freqtrade.exchange.Exchange.get_fee', fee)
+    mocker.patch("freqtrade.exchange.Exchange.get_min_pair_stake_amount", return_value=10)
+    mocker.patch("freqtrade.exchange.Exchange.get_max_pair_stake_amount", return_value=float('inf'))
+    patch_exchange(mocker)
+    default_conf.update({
+        "stake_amount": 100.0,
+        "dry_run_wallet": 1000.0,
+        "strategy": "StrategyTestV3"
+    })
+    backtesting = Backtesting(default_conf)
+    backtesting._set_strategy(backtesting.strategylist[0])
+    pair = 'XRP/USDT'
+    row = [
+            pd.Timestamp(year=2020, month=1, day=1, hour=5, minute=0),
+            2.1,  # Open
+            2.2,  # High
+            1.9,  # Low
+            2.1,  # Close
+            1,  # enter_long
+            0,  # exit_long
+            0,  # enter_short
+            0,  # exit_short
+            '',  # enter_tag
+            '',  # exit_tag
+            ]
+    trade = backtesting._enter_trade(pair, row=row, direction='long')
+    trade.orders[0].close_bt_order(row[0], trade)
+    assert trade
+    assert pytest.approx(trade.stake_amount) == 100.0
+    assert pytest.approx(trade.amount) == 47.61904762
+    assert len(trade.orders) == 1
+    backtesting.strategy.adjust_trade_position = MagicMock(return_value=None)
+
+    trade = backtesting._get_adjust_trade_entry_for_candle(trade, row)
+    assert trade
+    assert pytest.approx(trade.stake_amount) == 100.0
+    assert pytest.approx(trade.amount) == 47.61904762
+    assert len(trade.orders) == 1
+    # Increase position by 100
+    backtesting.strategy.adjust_trade_position = MagicMock(return_value=100)
+
+    trade = backtesting._get_adjust_trade_entry_for_candle(trade, row)
+
+    assert trade
+    assert pytest.approx(trade.stake_amount) == 200.0
+    assert pytest.approx(trade.amount) == 95.23809524
+    assert len(trade.orders) == 2
+
+    # Reduce by more than amount - no change to trade.
+    backtesting.strategy.adjust_trade_position = MagicMock(return_value=-500)
+
+    trade = backtesting._get_adjust_trade_entry_for_candle(trade, row)
+
+    assert trade
+    assert pytest.approx(trade.stake_amount) == 200.0
+    assert pytest.approx(trade.amount) == 95.23809524
+    assert len(trade.orders) == 2
+    assert trade.nr_of_successful_entries == 2
+
+    # Reduce position by 50
+    backtesting.strategy.adjust_trade_position = MagicMock(return_value=-100)
+    trade = backtesting._get_adjust_trade_entry_for_candle(trade, row)
+
+    assert trade
+    assert pytest.approx(trade.stake_amount) == 100.0
+    assert pytest.approx(trade.amount) == 47.61904762
+    assert len(trade.orders) == 3
+    assert trade.nr_of_successful_entries == 2
+    assert trade.nr_of_successful_exits == 1
+
+    # Adjust below minimum
+    backtesting.strategy.adjust_trade_position = MagicMock(return_value=-99)
+    trade = backtesting._get_adjust_trade_entry_for_candle(trade, row)
+
+    assert trade
+    assert pytest.approx(trade.stake_amount) == 100.0
+    assert pytest.approx(trade.amount) == 47.61904762
+    assert len(trade.orders) == 3
+    assert trade.nr_of_successful_entries == 2
+    assert trade.nr_of_successful_exits == 1