Merge branch 'develop' into pr/mkavinkumar1/6545

2022-06-14 06:36:16 +02:00 · 2022-06-14 06:36:16 +02:00 · 060f12572e
commit 060f12572e
parent fe5d74cbc4 01a68e1060
52 changed files with 1053 additions and 1028 deletions
--- a/.github/workflows/ci.yml
+++ b/.github/workflows/ci.yml
@ -13,6 +13,10 @@ on:
  schedule:
    - cron:  '0 5 * * 4'

+concurrency:
+  group: ${{ github.workflow }}-${{ github.ref }}
+  cancel-in-progress: true
+
 jobs:
  build_linux:

@ -26,7 +30,7 @@ jobs:
    - uses: actions/checkout@v3

    - name: Set up Python
-      uses: actions/setup-python@v3
+      uses: actions/setup-python@v4
      with:
        python-version: ${{ matrix.python-version }}

@ -123,7 +127,7 @@ jobs:
    - uses: actions/checkout@v3

    - name: Set up Python
-      uses: actions/setup-python@v3
+      uses: actions/setup-python@v4
      with:
        python-version: ${{ matrix.python-version }}

@ -207,7 +211,7 @@ jobs:
    - uses: actions/checkout@v3

    - name: Set up Python
-      uses: actions/setup-python@v3
+      uses: actions/setup-python@v4
      with:
        python-version: ${{ matrix.python-version }}

@ -259,7 +263,7 @@ jobs:
    - uses: actions/checkout@v3

    - name: Set up Python
-      uses: actions/setup-python@v3
+      uses: actions/setup-python@v4
      with:
        python-version: "3.10"

@ -278,7 +282,7 @@ jobs:
        ./tests/test_docs.sh

    - name: Set up Python
-      uses: actions/setup-python@v3
+      uses: actions/setup-python@v4
      with:
        python-version: "3.10"

@ -296,18 +300,6 @@ jobs:
          details: Freqtrade doc test failed!
          webhookUrl: ${{ secrets.DISCORD_WEBHOOK }}

-  cleanup-prior-runs:
-    permissions:
-      actions: write  # for rokroskar/workflow-run-cleanup-action to obtain workflow name & cancel it
-      contents: read  # for rokroskar/workflow-run-cleanup-action to obtain branch
-    runs-on: ubuntu-20.04
-    steps:
-    - name: Cleanup previous runs on this branch
-      uses: rokroskar/workflow-run-cleanup-action@v0.3.3
-      if: "!startsWith(github.ref, 'refs/tags/') && github.ref != 'refs/heads/stable' && github.repository == 'freqtrade/freqtrade'"
-      env:
-        GITHUB_TOKEN: "${{ secrets.GITHUB_TOKEN }}"
-
  # Notify only once - when CI completes (and after deploy) in case it's successfull
  notify-complete:
    needs: [ build_linux, build_macos, build_windows, docs_check, mypy_version_check ]
@ -344,7 +336,7 @@ jobs:
    - uses: actions/checkout@v3

    - name: Set up Python
-      uses: actions/setup-python@v3
+      uses: actions/setup-python@v4
      with:
        python-version: "3.9"

--- a/.pre-commit-config.yaml
+++ b/.pre-commit-config.yaml
@ -14,10 +14,10 @@ repos:
        exclude: build_helpers
        additional_dependencies:
          - types-cachetools==5.0.1
-          - types-filelock==3.2.6
-          - types-requests==2.27.27
+          - types-filelock==3.2.7
+          - types-requests==2.27.30
          - types-tabulate==0.8.9
-          - types-python-dateutil==2.8.16
+          - types-python-dateutil==2.8.17
        # stages: [push]

  - repo: https://github.com/pycqa/isort
--- a/2
+++ b/2
@ -1,4 +1,4 @@
-FROM python:3.10.4-slim-bullseye as base
+FROM python:3.10.5-slim-bullseye as base

 # Setup env
 ENV LANG C.UTF-8
--- a/docs/advanced-hyperopt.md
+++ b/docs/advanced-hyperopt.md
@ -98,6 +98,23 @@ class MyAwesomeStrategy(IStrategy):
 !!! Note
    All overrides are optional and can be mixed/matched as necessary.

+### Dynamic parameters
+
+Parameters can also be defined dynamically, but must be available to the instance once the * [`bot_start()` callback](strategy-callbacks.md#bot-start) has been called.
+
+``` python
+
+class MyAwesomeStrategy(IStrategy):
+
+    def bot_start(self, **kwargs) -> None:
+        self.buy_adx = IntParameter(20, 30, default=30, optimize=True)
+
+    # ...
+```
+
+!!! Warning
+    Parameters created this way will not show up in the `list-strategies` parameter count.
+
 ### Overriding Base estimator

 You can define your own estimator for Hyperopt by implementing `generate_estimator()` in the Hyperopt subclass.
--- a/docs/assets/discord_notification.png
+++ b/docs/assets/discord_notification.png
--- a/docs/hyperopt.md
+++ b/docs/hyperopt.md
@ -680,7 +680,7 @@ class MyAwesomeStrategy(IStrategy):

 !!! Note
    Values in the configuration file will overwrite Parameter-file level parameters - and both will overwrite parameters within the strategy.
-    The prevalence is therefore: config > parameter file > strategy
+    The prevalence is therefore: config > parameter file > strategy `*_params` > parameter default

 ### Understand Hyperopt ROI results

--- a/docs/requirements-docs.txt
+++ b/docs/requirements-docs.txt
@ -1,5 +1,5 @@
 mkdocs==1.3.0
-mkdocs-material==8.2.15
+mkdocs-material==8.3.4
 mdx_truly_sane_lists==1.2
-pymdown-extensions==9.4
+pymdown-extensions==9.5
 jinja2==3.1.2
--- a/docs/sql_cheatsheet.md
+++ b/docs/sql_cheatsheet.md
@ -89,11 +89,12 @@ WHERE id=31;

 If you'd still like to remove a trade from the database directly, you can use the below query.

-```sql
-DELETE FROM trades WHERE id = <tradeid>;
-```
+!!! Danger
+    Some systems (Ubuntu) disable foreign keys in their sqlite3 packaging. When using sqlite - please ensure that foreign keys are on by running `PRAGMA foreign_keys = ON` before the above query.

 ```sql
+DELETE FROM trades WHERE id = <tradeid>;
+
 DELETE FROM trades WHERE id = 31;
 ```

@ -102,13 +103,20 @@ DELETE FROM trades WHERE id = 31;

 ## Use a different database system

+Freqtrade is using SQLAlchemy, which supports multiple different database systems. As such, a multitude of database systems should be supported.
+Freqtrade does not depend or install any additional database driver. Please refer to the [SQLAlchemy docs](https://docs.sqlalchemy.org/en/14/core/engines.html#database-urls) on installation instructions for the respective database systems.
+
+The following systems have been tested and are known to work with freqtrade:
+
+* sqlite (default)
+* PostgreSQL)
+* MariaDB
+
 !!! Warning
-    By using one of the below database systems, you acknowledge that you know how to manage such a system. Freqtrade will not provide any support with setup or maintenance (or backups) of the below database systems.
+    By using one of the below database systems, you acknowledge that you know how to manage such a system. The freqtrade team will not provide any support with setup or maintenance (or backups) of the below database systems.

 ### PostgreSQL

-Freqtrade supports PostgreSQL by using SQLAlchemy, which supports multiple different database systems.
-
 Installation:
 `pip install psycopg2-binary`

--- a/docs/strategy-callbacks.md
+++ b/docs/strategy-callbacks.md
@ -46,6 +46,9 @@ class AwesomeStrategy(IStrategy):
            self.cust_remote_data = requests.get('https://some_remote_source.example.com')

 ```
+
+During hyperopt, this runs only once at startup.
+
 ## Bot loop start

 A simple callback which is called once at the start of every bot throttling iteration (roughly every 5 seconds, unless configured differently).
@ -546,10 +549,12 @@ class AwesomeStrategy(IStrategy):

        :param pair: Pair that's about to be bought/shorted.
        :param order_type: Order type (as configured in order_types). usually limit or market.
-        :param amount: Amount in target (quote) currency that's going to be traded.
+        :param amount: Amount in target (base) currency that's going to be traded.
        :param rate: Rate that's going to be used when using limit orders 
+                     or current rate for market orders.
        :param time_in_force: Time in force. Defaults to GTC (Good-til-cancelled).
        :param current_time: datetime object, containing the current datetime
+        :param entry_tag: Optional entry_tag (buy_tag) if provided with the buy signal.
        :param side: 'long' or 'short' - indicating the direction of the proposed trade
        :param **kwargs: Ensure to keep this here so updates to this won't break your strategy.
        :return bool: When True is returned, then the buy-order is placed on the exchange.
@ -583,7 +588,7 @@ class AwesomeStrategy(IStrategy):
                           rate: float, time_in_force: str, exit_reason: str,
                           current_time: datetime, **kwargs) -> bool:
        """
-        Called right before placing a regular sell order.
+        Called right before placing a regular exit order.
        Timing for this function is critical, so avoid doing heavy computations or
        network requests in this method.

@ -591,17 +596,19 @@ class AwesomeStrategy(IStrategy):

        When not implemented by a strategy, returns True (always confirming).

-        :param pair: Pair that's about to be sold.
+        :param pair: Pair for trade that's about to be exited.
+        :param trade: trade object.
        :param order_type: Order type (as configured in order_types). usually limit or market.
-        :param amount: Amount in quote currency.
+        :param amount: Amount in base currency.
        :param rate: Rate that's going to be used when using limit orders
+                     or current rate for market orders.
        :param time_in_force: Time in force. Defaults to GTC (Good-til-cancelled).
        :param exit_reason: Exit reason.
            Can be any of ['roi', 'stop_loss', 'stoploss_on_exchange', 'trailing_stop_loss',
                           'exit_signal', 'force_exit', 'emergency_exit']
        :param current_time: datetime object, containing the current datetime
        :param **kwargs: Ensure to keep this here so updates to this won't break your strategy.
-        :return bool: When True is returned, then the exit-order is placed on the exchange.
+        :return bool: When True, then the exit-order is placed on the exchange.
            False aborts the process
        """
        if exit_reason == 'force_exit' and trade.calc_profit_ratio(rate) < 0:
@ -817,17 +824,18 @@ For markets / exchanges that don't support leverage, this method is ignored.

 ``` python
 class AwesomeStrategy(IStrategy):
-    def leverage(self, pair: str, current_time: 'datetime', current_rate: float,
-                 proposed_leverage: float, max_leverage: float, side: str,
+    def leverage(self, pair: str, current_time: datetime, current_rate: float,
+                 proposed_leverage: float, max_leverage: float, entry_tag: Optional[str], side: str,
                 **kwargs) -> float:
        """
-        Customize leverage for each new trade.
+        Customize leverage for each new trade. This method is only called in futures mode.

        :param pair: Pair that's currently analyzed
        :param current_time: datetime object, containing the current datetime
        :param current_rate: Rate, calculated based on pricing settings in exit_pricing.
        :param proposed_leverage: A leverage proposed by the bot.
        :param max_leverage: Max leverage allowed on this pair
+        :param entry_tag: Optional entry_tag (buy_tag) if provided with the buy signal.
        :param side: 'long' or 'short' - indicating the direction of the proposed trade
        :return: A leverage amount, which is between 1.0 and max_leverage.
        """
--- a/docs/telegram-usage.md
+++ b/docs/telegram-usage.md
@ -328,11 +328,11 @@ Per default `/daily` will return the 7 last days. The example below if for `/dai

 > **Daily Profit over the last 3 days:**
 ```
-Day         Profit BTC      Profit USD
----------  --------------  ------------
-2018-01-03  0.00224175 BTC  29,142 USD
-2018-01-02  0.00033131 BTC   4,307 USD
-2018-01-01  0.00269130 BTC  34.986 USD
+Day (count)     USDT          USD         Profit %
+--------------  ------------  ----------  ----------
+2022-06-11 (1)  -0.746 USDT   -0.75 USD   -0.08%
+2022-06-10 (0)  0 USDT        0.00 USD    0.00%
+2022-06-09 (5)  20 USDT       20.10 USD   5.00%
 ```

 ### /weekly <n>
@ -342,11 +342,11 @@ from Monday. The example below if for `/weekly 3`:

 > **Weekly Profit over the last 3 weeks (starting from Monday):**
 ```
-Monday         Profit BTC      Profit USD
----------  --------------  ------------
-2018-01-03  0.00224175 BTC  29,142 USD
-2017-12-27  0.00033131 BTC   4,307 USD
-2017-12-20  0.00269130 BTC  34.986 USD
+Monday (count)  Profit BTC      Profit USD   Profit %
+-------------  --------------  ------------    ----------
+2018-01-03 (5)  0.00224175 BTC  29,142 USD   4.98%
+2017-12-27 (1)  0.00033131 BTC   4,307 USD   0.00%
+2017-12-20 (4)  0.00269130 BTC  34.986 USD   5.12%
 ```

 ### /monthly <n>
@ -356,11 +356,11 @@ if for `/monthly 3`:

 > **Monthly Profit over the last 3 months:**
 ```
-Month         Profit BTC      Profit USD
----------  --------------  ------------
-2018-01     0.00224175 BTC  29,142 USD
-2017-12     0.00033131 BTC   4,307 USD
-2017-11     0.00269130 BTC  34.986 USD
+Month (count)  Profit BTC      Profit USD    Profit %
+-------------  --------------  ------------    ----------
+2018-01 (20)    0.00224175 BTC  29,142 USD  4.98%
+2017-12 (5)    0.00033131 BTC   4,307 USD   0.00%
+2017-11 (10)    0.00269130 BTC  34.986 USD  5.10%
 ```

 ### /whitelist
--- a/docs/updating.md
+++ b/docs/updating.md
@ -32,4 +32,8 @@ Please ensure that you're also updating dependencies - otherwise things might br
 ``` bash
 git pull
 pip install -U -r requirements.txt
+pip install -e .
+
+# Ensure freqUI is at the latest version
+freqtrade install-ui 
 ```
--- a/docs/webhook-config.md
+++ b/docs/webhook-config.md
@ -239,3 +239,52 @@ Possible parameters are:
 The fields in `webhook.webhookstatus` are used for regular status messages (Started / Stopped / ...). Parameters are filled using string.format.

 The only possible value here is `{status}`.
+
+## Discord
+
+A special form of webhooks is available for discord.
+You can configure this as follows:
+
+```json
+"discord": {
+    "enabled": true,
+    "webhook_url": "https://discord.com/api/webhooks/<Your webhook URL ...>",
+    "exit_fill": [
+        {"Trade ID": "{trade_id}"},
+        {"Exchange": "{exchange}"},
+        {"Pair": "{pair}"},
+        {"Direction": "{direction}"},
+        {"Open rate": "{open_rate}"},
+        {"Close rate": "{close_rate}"},
+        {"Amount": "{amount}"},
+        {"Open date": "{open_date:%Y-%m-%d %H:%M:%S}"},
+        {"Close date": "{close_date:%Y-%m-%d %H:%M:%S}"},
+        {"Profit": "{profit_amount} {stake_currency}"},
+        {"Profitability": "{profit_ratio:.2%}"},
+        {"Enter tag": "{enter_tag}"},
+        {"Exit Reason": "{exit_reason}"},
+        {"Strategy": "{strategy}"},
+        {"Timeframe": "{timeframe}"},
+    ],
+    "entry_fill": [
+        {"Trade ID": "{trade_id}"},
+        {"Exchange": "{exchange}"},
+        {"Pair": "{pair}"},
+        {"Direction": "{direction}"},
+        {"Open rate": "{open_rate}"},
+        {"Amount": "{amount}"},
+        {"Open date": "{open_date:%Y-%m-%d %H:%M:%S}"},
+        {"Enter tag": "{enter_tag}"},
+        {"Strategy": "{strategy} {timeframe}"},
+    ]
+}
+```
+
+
+The above represents the default (`exit_fill` and `entry_fill` are optional and will default to the above configuration) - modifications are obviously possible.
+
+Available fields correspond to the fields for webhooks and are documented in the corresponding webhook sections.
+
+The notifications will look as follows by default.
+
+![discord-notification](assets/discord_notification.png)
--- a/freqtrade/constants.py
+++ b/freqtrade/constants.py
@ -336,6 +336,47 @@ CONF_SCHEMA = {
                'webhookstatus': {'type': 'object'},
            },
        },
+        'discord': {
+            'type': 'object',
+            'properties': {
+                'enabled': {'type': 'boolean'},
+                'webhook_url': {'type': 'string'},
+                "exit_fill": {
+                    'type': 'array', 'items': {'type': 'object'},
+                    'default': [
+                        {"Trade ID": "{trade_id}"},
+                        {"Exchange": "{exchange}"},
+                        {"Pair": "{pair}"},
+                        {"Direction": "{direction}"},
+                        {"Open rate": "{open_rate}"},
+                        {"Close rate": "{close_rate}"},
+                        {"Amount": "{amount}"},
+                        {"Open date": "{open_date:%Y-%m-%d %H:%M:%S}"},
+                        {"Close date": "{close_date:%Y-%m-%d %H:%M:%S}"},
+                        {"Profit": "{profit_amount} {stake_currency}"},
+                        {"Profitability": "{profit_ratio:.2%}"},
+                        {"Enter tag": "{enter_tag}"},
+                        {"Exit Reason": "{exit_reason}"},
+                        {"Strategy": "{strategy}"},
+                        {"Timeframe": "{timeframe}"},
+                    ]
+                },
+                "entry_fill": {
+                    'type': 'array', 'items': {'type': 'object'},
+                    'default': [
+                        {"Trade ID": "{trade_id}"},
+                        {"Exchange": "{exchange}"},
+                        {"Pair": "{pair}"},
+                        {"Direction": "{direction}"},
+                        {"Open rate": "{open_rate}"},
+                        {"Amount": "{amount}"},
+                        {"Open date": "{open_date:%Y-%m-%d %H:%M:%S}"},
+                        {"Enter tag": "{enter_tag}"},
+                        {"Strategy": "{strategy} {timeframe}"},
+                    ]
+                },
+            }
+        },
        'api_server': {
            'type': 'object',
            'properties': {
--- a/freqtrade/data/btanalysis.py
+++ b/freqtrade/data/btanalysis.py
@ -26,7 +26,7 @@ BT_DATA_COLUMNS = ['pair', 'stake_amount', 'amount', 'open_date', 'close_date',
                   'profit_ratio', 'profit_abs', 'exit_reason',
                   'initial_stop_loss_abs', 'initial_stop_loss_ratio', 'stop_loss_abs',
                   'stop_loss_ratio', 'min_rate', 'max_rate', 'is_open', 'enter_tag',
-                   'is_short'
+                   'is_short', 'open_timestamp', 'close_timestamp', 'orders'
                   ]


@ -283,6 +283,8 @@ def load_backtest_data(filename: Union[Path, str], strategy: Optional[str] = Non
            if 'enter_tag' not in df.columns:
                df['enter_tag'] = df['buy_tag']
                df = df.drop(['buy_tag'], axis=1)
+            if 'orders' not in df.columns:
+                df.loc[:, 'orders'] = None

    else:
        # old format - only with lists.
@ -337,7 +339,7 @@ def trade_list_to_dataframe(trades: List[LocalTrade]) -> pd.DataFrame:
    :param trades: List of trade objects
    :return: Dataframe with BT_DATA_COLUMNS
    """
-    df = pd.DataFrame.from_records([t.to_json() for t in trades], columns=BT_DATA_COLUMNS)
+    df = pd.DataFrame.from_records([t.to_json(True) for t in trades], columns=BT_DATA_COLUMNS)
    if len(df) > 0:
        df.loc[:, 'close_date'] = pd.to_datetime(df['close_date'], utc=True)
        df.loc[:, 'open_date'] = pd.to_datetime(df['open_date'], utc=True)
--- a/freqtrade/exchange/binance.py
+++ b/freqtrade/exchange/binance.py
@ -53,8 +53,8 @@ class Binance(Exchange):
        ordertype = 'stop' if self.trading_mode == TradingMode.FUTURES else 'stop_loss_limit'

        return order['type'] == ordertype and (
-            (side == "sell" and stop_loss > float(order['info']['stopPrice'])) or
-            (side == "buy" and stop_loss < float(order['info']['stopPrice']))
+            (side == "sell" and stop_loss > float(order['stopPrice'])) or
+            (side == "buy" and stop_loss < float(order['stopPrice']))
        )

    def get_tickers(self, symbols: Optional[List[str]] = None, cached: bool = False) -> Dict:
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@ -4,7 +4,7 @@ Freqtrade is the main module of this bot. It contains the class Freqtrade()
 import copy
 import logging
 import traceback
-from datetime import datetime, time, timezone
+from datetime import datetime, time, timedelta, timezone
 from decimal import Decimal
 from math import isclose
 from threading import Lock
@ -74,8 +74,6 @@ class FreqtradeBot(LoggingMixin):

        PairLocks.timeframe = self.config['timeframe']

-        self.protections = ProtectionManager(self.config, self.strategy.protections)
-
        # RPC runs in separate threads, can start handling external commands just after
        # initialization, even before Freqtradebot has a chance to start its throttling,
        # so anything in the Freqtradebot instance should be ready (initialized), including
@ -125,6 +123,8 @@ class FreqtradeBot(LoggingMixin):
        self.last_process = datetime(1970, 1, 1, tzinfo=timezone.utc)

        self.strategy.ft_bot_start()
+        # Initialize protections AFTER bot start - otherwise parameters are not loaded.
+        self.protections = ProtectionManager(self.config, self.strategy.protections)

    def notify_status(self, msg: str) -> None:
        """
@ -228,7 +228,7 @@ class FreqtradeBot(LoggingMixin):
        Notify the user when the bot is stopped (not reloaded)
        and there are still open trades active.
        """
-        open_trades = Trade.get_trades([Trade.is_open.is_(True)]).all()
+        open_trades = Trade.get_open_trades()

        if len(open_trades) != 0 and self.state != State.RELOAD_CONFIG:
            msg = {
@ -303,6 +303,15 @@ class FreqtradeBot(LoggingMixin):
                self.update_trade_state(order.trade, order.order_id, fo,
                                        stoploss_order=(order.ft_order_side == 'stoploss'))

+            except InvalidOrderException as e:
+                logger.warning(f"Error updating Order {order.order_id} due to {e}.")
+                if order.order_date_utc - timedelta(days=5) < datetime.now(timezone.utc):
+                    logger.warning(
+                        "Order is older than 5 days. Assuming order was fully cancelled.")
+                    fo = order.to_ccxt_object()
+                    fo['status'] = 'canceled'
+                    self.handle_timedout_order(fo, order.trade)
+
            except ExchangeError as e:

                logger.warning(f"Error updating Order {order.order_id} due to {e}")
@ -803,7 +812,7 @@ class FreqtradeBot(LoggingMixin):
                current_rate=enter_limit_requested,
                proposed_leverage=1.0,
                max_leverage=max_leverage,
-                side=trade_side,
+                side=trade_side, entry_tag=entry_tag,
            ) if self.trading_mode != TradingMode.SPOT else 1.0
            # Cap leverage between 1.0 and max_leverage.
            leverage = min(max(leverage, 1.0), max_leverage)
@ -1229,15 +1238,15 @@ class FreqtradeBot(LoggingMixin):
                current_order_rate=order_obj.price, entry_tag=trade.enter_tag,
                side=trade.entry_side)

-            full_cancel = False
+            replacing = True
            cancel_reason = constants.CANCEL_REASON['REPLACE']
            if not adjusted_entry_price:
-                full_cancel = True if trade.nr_of_successful_entries == 0 else False
+                replacing = False
                cancel_reason = constants.CANCEL_REASON['USER_CANCEL']
            if order_obj.price != adjusted_entry_price:
                # cancel existing order if new price is supplied or None
                self.handle_cancel_enter(trade, order, cancel_reason,
-                                         allow_full_cancel=full_cancel)
+                                         replacing=replacing)
                if adjusted_entry_price:
                    # place new order only if new price is supplied
                    self.execute_entry(
@ -1271,10 +1280,11 @@ class FreqtradeBot(LoggingMixin):

    def handle_cancel_enter(
            self, trade: Trade, order: Dict, reason: str,
-            allow_full_cancel: Optional[bool] = True
+            replacing: Optional[bool] = False
    ) -> bool:
        """
        Buy cancel - cancel order
+        :param replacing: Replacing order - prevent trade deletion.
        :return: True if order was fully cancelled
        """
        was_trade_fully_canceled = False
@ -1312,7 +1322,7 @@ class FreqtradeBot(LoggingMixin):
        if isclose(filled_amount, 0.0, abs_tol=constants.MATH_CLOSE_PREC):
            # if trade is not partially completed and it's the only order, just delete the trade
            open_order_count = len([order for order in trade.orders if order.status == 'open'])
-            if open_order_count <= 1 and allow_full_cancel:
+            if open_order_count <= 1 and trade.nr_of_successful_entries == 0 and not replacing:
                logger.info(f'{side} order fully cancelled. Removing {trade} from database.')
                trade.delete()
                was_trade_fully_canceled = True
@ -1321,7 +1331,7 @@ class FreqtradeBot(LoggingMixin):
                # FIXME TODO: This could possibly reworked to not duplicate the code 15 lines below.
                self.update_trade_state(trade, trade.open_order_id, corder)
                trade.open_order_id = None
-                logger.info(f'Partial {side} order timeout for {trade}.')
+                logger.info(f'{side} Order timeout for {trade}.')
        else:
            # if trade is partially complete, edit the stake details for the trade
            # and close the order
--- a/freqtrade/optimize/backtesting.py
+++ b/freqtrade/optimize/backtesting.py
@ -187,6 +187,7 @@ class Backtesting:
        # since a "perfect" stoploss-exit is assumed anyway
        # And the regular "stoploss" function would not apply to that case
        self.strategy.order_types['stoploss_on_exchange'] = False
+
        self.strategy.ft_bot_start()

    def _load_protections(self, strategy: IStrategy):
@ -732,7 +733,7 @@ class Backtesting:
                current_rate=row[OPEN_IDX],
                proposed_leverage=1.0,
                max_leverage=max_leverage,
-                side=direction,
+                side=direction, entry_tag=entry_tag,
            ) if self._can_short else 1.0
            # Cap leverage between 1.0 and max_leverage.
            leverage = min(max(leverage, 1.0), max_leverage)
@ -923,26 +924,30 @@ class Backtesting:
            self.protections.stop_per_pair(pair, current_time, side)
            self.protections.global_stop(current_time, side)

-    def manage_open_orders(self, trade: LocalTrade, current_time, row: Tuple) -> bool:
+    def manage_open_orders(self, trade: LocalTrade, current_time: datetime, row: Tuple) -> bool:
        """
        Check if any open order needs to be cancelled or replaced.
        Returns True if the trade should be deleted.
        """
        for order in [o for o in trade.orders if o.ft_is_open]:
-            if self.check_order_cancel(trade, order, current_time):
+            oc = self.check_order_cancel(trade, order, current_time)
+            if oc:
                # delete trade due to order timeout
                return True
-            elif self.check_order_replace(trade, order, current_time, row):
+            elif oc is None and self.check_order_replace(trade, order, current_time, row):
                # delete trade due to user request
                self.canceled_trade_entries += 1
                return True
        # default maintain trade
        return False

-    def check_order_cancel(self, trade: LocalTrade, order: Order, current_time) -> bool:
+    def check_order_cancel(
+            self, trade: LocalTrade, order: Order, current_time: datetime) -> Optional[bool]:
        """
        Check if current analyzed order has to be canceled.
-        Returns True if the trade should be Deleted (initial order was canceled).
+        Returns True if the trade should be Deleted (initial order was canceled),
+                False if it's Canceled
+                None if the order is still active.
        """
        timedout = self.strategy.ft_check_timed_out(
            trade,  # type: ignore[arg-type]
@ -956,12 +961,15 @@ class Backtesting:
                else:
                    # Close additional entry order
                    del trade.orders[trade.orders.index(order)]
+                    trade.open_order_id = None
+                    return False
            if order.side == trade.exit_side:
                self.timedout_exit_orders += 1
                # Close exit order and retry exiting on next signal.
                del trade.orders[trade.orders.index(order)]
-
+                trade.open_order_id = None
                return False
+        return None

    def check_order_replace(self, trade: LocalTrade, order: Order, current_time,
                            row: Tuple) -> bool:
@ -987,6 +995,7 @@ class Backtesting:
                return False
            else:
                del trade.orders[trade.orders.index(order)]
+                trade.open_order_id = None
                self.canceled_entry_orders += 1

            # place new order if result was not None
@ -1115,6 +1124,7 @@ class Backtesting:
                    # 5. Process exit orders.
                    order = trade.select_order(trade.exit_side, is_open=True)
                    if order and self._get_order_filled(order.price, row):
+                        order.close_bt_order(current_time, trade)
                        trade.open_order_id = None
                        sub_trade = order.safe_amount_after_fee != trade.amount
                        if sub_trade:
--- a/freqtrade/optimize/hyperopt.py
+++ b/freqtrade/optimize/hyperopt.py
@ -429,7 +429,7 @@ class Hyperopt:
            return new_list
        i = 0
        asked_non_tried: List[List[Any]] = []
-        is_random: List[bool] = []
+        is_random_non_tried: List[bool] = []
        while i < 5 and len(asked_non_tried) < n_points:
            if i < 3:
                self.opt.cache_ = {}
@ -438,7 +438,7 @@ class Hyperopt:
            else:
                asked = unique_list(self.opt.space.rvs(n_samples=n_points * 5))
                is_random = [True for _ in range(len(asked))]
-            is_random += [rand for x, rand in zip(asked, is_random)
+            is_random_non_tried += [rand for x, rand in zip(asked, is_random)
                                    if x not in self.opt.Xi
                                    and x not in asked_non_tried]
            asked_non_tried += [x for x in asked
@ -449,7 +449,7 @@ class Hyperopt:
        if asked_non_tried:
            return (
                asked_non_tried[:min(len(asked_non_tried), n_points)],
-                is_random[:min(len(asked_non_tried), n_points)]
+                is_random_non_tried[:min(len(asked_non_tried), n_points)]
            )
        else:
            return self.opt.ask(n_points=n_points), [False for _ in range(n_points)]
--- a/freqtrade/optimize/optimize_reports.py
+++ b/freqtrade/optimize/optimize_reports.py
@ -4,7 +4,6 @@ from datetime import datetime, timedelta, timezone
 from pathlib import Path
 from typing import Any, Dict, List, Union

-from numpy import int64
 from pandas import DataFrame, to_datetime
 from tabulate import tabulate

@ -417,9 +416,6 @@ def generate_strategy_stats(pairlist: List[str],
                    key=lambda x: x['profit_sum']) if len(pair_results) > 1 else None
    worst_pair = min([pair for pair in pair_results if pair['key'] != 'TOTAL'],
                     key=lambda x: x['profit_sum']) if len(pair_results) > 1 else None
-    if not results.empty:
-        results['open_timestamp'] = results['open_date'].view(int64) // 1e6
-        results['close_timestamp'] = results['close_date'].view(int64) // 1e6

    backtest_days = (max_date - min_date).days or 1
    strat_stats = {
--- a/freqtrade/persistence/migrations.py
+++ b/freqtrade/persistence/migrations.py
@ -248,6 +248,35 @@ def set_sqlite_to_wal(engine):
            connection.execute(text("PRAGMA journal_mode=wal"))


+def fix_old_dry_orders(engine):
+    with engine.begin() as connection:
+        connection.execute(
+            text(
+                """
+                update orders
+                set ft_is_open = 0
+                where ft_is_open = 1 and (ft_trade_id, order_id) not in (
+                    select id, stoploss_order_id from trades where stoploss_order_id is not null
+                ) and ft_order_side = 'stoploss'
+                and order_id like 'dry_%'
+                """
+            )
+        )
+        connection.execute(
+            text(
+                """
+                update orders
+                set ft_is_open = 0
+                where ft_is_open = 1
+                and (ft_trade_id, order_id) not in (
+                    select id, open_order_id from trades where open_order_id is not null
+                ) and ft_order_side != 'stoploss'
+                and order_id like 'dry_%'
+                """
+            )
+        )
+
+
 def check_migrate(engine, decl_base, previous_tables) -> None:
    """
    Checks if migration is necessary and migrates if necessary
@ -289,3 +318,4 @@ def check_migrate(engine, decl_base, previous_tables) -> None:
            "start with a fresh database.")

    set_sqlite_to_wal(engine)
+    fix_old_dry_orders(engine)
--- a/freqtrade/persistence/trade_model.py
+++ b/freqtrade/persistence/trade_model.py
@ -76,7 +76,7 @@ class Order(_DECL_BASE):

    @property
    def safe_filled(self) -> float:
-        return self.filled or self.amount or 0.0
+        return self.filled if self.filled is not None else self.amount or 0.0

    @property
    def safe_fee_base(self) -> float:
@ -139,17 +139,23 @@ class Order(_DECL_BASE):
            'info': {},
        }

-    def to_json(self, entry_side: str) -> Dict[str, Any]:
-        return {
+    def to_json(self, entry_side: str, minified: bool = False) -> Dict[str, Any]:
+        resp = {
+            'amount': self.amount,
+            'safe_price': self.safe_price,
+            'ft_order_side': self.ft_order_side,
+            '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,
+        }
+        if not minified:
+            resp.update({
                'pair': self.ft_pair,
                'order_id': self.order_id,
                'status': self.status,
-            'amount': self.amount,
                'average': round(self.average, 8) if self.average else 0,
-            'safe_price': self.safe_price,
                'cost': self.cost if self.cost else 0,
                'filled': self.filled,
-            'ft_order_side': self.ft_order_side,
                'is_open': self.ft_is_open,
                'order_date': self.order_date.strftime(DATETIME_PRINT_FORMAT)
                if self.order_date else None,
@ -157,17 +163,16 @@ class Order(_DECL_BASE):
                    tzinfo=timezone.utc).timestamp() * 1000) if self.order_date else None,
                'order_filled_date': self.order_filled_date.strftime(DATETIME_PRINT_FORMAT)
                if self.order_filled_date else None,
-            'order_filled_timestamp': int(self.order_filled_date.replace(
-                tzinfo=timezone.utc).timestamp() * 1000) if self.order_filled_date else None,
                'order_type': self.order_type,
                'price': self.price,
-            'ft_is_entry': self.ft_order_side == entry_side,
                'remaining': self.remaining,
-        }
+            })
+        return resp

    def close_bt_order(self, close_date: datetime, trade: 'LocalTrade'):
        self.order_filled_date = close_date
        self.filled = self.amount
+        self.remaining = 0
        self.status = 'closed'
        self.ft_is_open = False
        if (self.ft_order_side == trade.entry_side
@ -396,9 +401,9 @@ class LocalTrade():
            f'open_rate={self.open_rate:.8f}, open_since={open_since})'
        )

-    def to_json(self) -> Dict[str, Any]:
-        filled_orders = self.select_filled_orders()
-        orders = [order.to_json(self.entry_side) for order in filled_orders]
+    def to_json(self, minified: bool = False) -> Dict[str, Any]:
+        filled_orders = self.select_filled_or_open_orders()
+        orders = [order.to_json(self.entry_side, minified) for order in filled_orders]

        return {
            'trade_id': self.id,
@ -871,14 +876,6 @@ class LocalTrade():
        return float(f"{profit_ratio:.8f}")

    def recalc_trade_from_orders(self):
-        # We need at least 2 entry orders for averaging amounts and rates.
-        # TODO: this condition could probably be removed
-        if len(self.select_filled_orders(self.entry_side)) < 2:
-            self.stake_amount = self.amount * self.open_rate / self.leverage
-
-            # Just in case, still recalc open trade value
-            self.recalc_open_trade_value()
-            return

        total_amount = 0.0
        total_stake = 0.0
@ -948,6 +945,21 @@ class LocalTrade():
                and o.filled
                and o.status in NON_OPEN_EXCHANGE_STATES]

+    def select_filled_or_open_orders(self) -> List['Order']:
+        """
+        Finds filled or open orders
+        :param order_side: Side of the order (either 'buy', 'sell', or None)
+        :return: array of Order objects
+        """
+        return [o for o in self.orders if
+                (
+                    o.ft_is_open is False
+                    and (o.filled or 0) > 0
+                    and o.status in NON_OPEN_EXCHANGE_STATES
+                    )
+                or (o.ft_is_open is True and o.status is not None)
+                ]
+
    @property
    def nr_of_successful_entries(self) -> int:
        """
--- a/freqtrade/resolvers/strategy_resolver.py
+++ b/freqtrade/resolvers/strategy_resolver.py
@ -47,26 +47,7 @@ class StrategyResolver(IResolver):
        strategy: IStrategy = StrategyResolver._load_strategy(
            strategy_name, config=config,
            extra_dir=config.get('strategy_path'))
-
-        if strategy._ft_params_from_file:
-            # Set parameters from Hyperopt results file
-            params = strategy._ft_params_from_file
-            strategy.minimal_roi = params.get('roi', getattr(strategy, 'minimal_roi', {}))
-
-            strategy.stoploss = params.get('stoploss', {}).get(
-                'stoploss', getattr(strategy, 'stoploss', -0.1))
-            trailing = params.get('trailing', {})
-            strategy.trailing_stop = trailing.get(
-                'trailing_stop', getattr(strategy, 'trailing_stop', False))
-            strategy.trailing_stop_positive = trailing.get(
-                'trailing_stop_positive', getattr(strategy, 'trailing_stop_positive', None))
-            strategy.trailing_stop_positive_offset = trailing.get(
-                'trailing_stop_positive_offset',
-                getattr(strategy, 'trailing_stop_positive_offset', 0))
-            strategy.trailing_only_offset_is_reached = trailing.get(
-                'trailing_only_offset_is_reached',
-                getattr(strategy, 'trailing_only_offset_is_reached', 0.0))
-
+        strategy.ft_load_params_from_file()
        # Set attributes
        # Check if we need to override configuration
        #             (Attribute name,                    default,     subkey)
--- a/freqtrade/rpc/api_server/api_schemas.py
+++ b/freqtrade/rpc/api_server/api_schemas.py
@ -120,6 +120,8 @@ class Stats(BaseModel):
 class DailyRecord(BaseModel):
    date: date
    abs_profit: float
+    rel_profit: float
+    starting_balance: float
    fiat_value: float
    trade_count: int

@ -166,7 +168,7 @@ class ShowConfig(BaseModel):
    trailing_stop_positive: Optional[float]
    trailing_stop_positive_offset: Optional[float]
    trailing_only_offset_is_reached: Optional[bool]
-    unfilledtimeout: UnfilledTimeout
+    unfilledtimeout: Optional[UnfilledTimeout]  # Empty in webserver mode
    order_types: Optional[OrderTypes]
    use_custom_stoploss: Optional[bool]
    timeframe: Optional[str]
--- a/freqtrade/rpc/api_server/api_v1.py
+++ b/freqtrade/rpc/api_server/api_v1.py
@ -36,7 +36,8 @@ logger = logging.getLogger(__name__)
 # versions 2.xx -> futures/short branch
 # 2.14: Add entry/exit orders to trade response
 # 2.15: Add backtest history endpoints
-API_VERSION = 2.15
+# 2.16: Additional daily metrics
+API_VERSION = 2.16

 # Public API, requires no auth.
 router_public = APIRouter()
@ -86,7 +87,7 @@ def stats(rpc: RPC = Depends(get_rpc)):

@router.get('/daily', response_model=Daily, tags=['info'])
 def daily(timescale: int = 7, rpc: RPC = Depends(get_rpc), config=Depends(get_config)):
-    return rpc._rpc_daily_profit(timescale, config['stake_currency'],
+    return rpc._rpc_timeunit_profit(timescale, config['stake_currency'],
                                    config.get('fiat_display_currency', ''))


--- a/freqtrade/rpc/discord.py
+++ b/freqtrade/rpc/discord.py
@ -0,0 +1,59 @@
+import logging
+from typing import Any, Dict
+
+from freqtrade.enums.rpcmessagetype import RPCMessageType
+from freqtrade.rpc import RPC
+from freqtrade.rpc.webhook import Webhook
+
+
+logger = logging.getLogger(__name__)
+
+
+class Discord(Webhook):
+    def __init__(self, rpc: 'RPC', config: Dict[str, Any]):
+        # super().__init__(rpc, config)
+        self.rpc = rpc
+        self.config = config
+        self.strategy = config.get('strategy', '')
+        self.timeframe = config.get('timeframe', '')
+
+        self._url = self.config['discord']['webhook_url']
+        self._format = 'json'
+        self._retries = 1
+        self._retry_delay = 0.1
+
+    def cleanup(self) -> None:
+        """
+        Cleanup pending module resources.
+        This will do nothing for webhooks, they will simply not be called anymore
+        """
+        pass
+
+    def send_msg(self, msg) -> None:
+        logger.info(f"Sending discord message: {msg}")
+
+        if msg['type'].value in self.config['discord']:
+
+            msg['strategy'] = self.strategy
+            msg['timeframe'] = self.timeframe
+            fields = self.config['discord'].get(msg['type'].value)
+            color = 0x0000FF
+            if msg['type'] in (RPCMessageType.EXIT, RPCMessageType.EXIT_FILL):
+                profit_ratio = msg.get('profit_ratio')
+                color = (0x00FF00 if profit_ratio > 0 else 0xFF0000)
+
+            embeds = [{
+                'title': f"Trade: {msg['pair']} {msg['type'].value}",
+                'color': color,
+                'fields': [],
+
+            }]
+            for f in fields:
+                for k, v in f.items():
+                    v = v.format(**msg)
+                    embeds[0]['fields'].append(  # type: ignore
+                        {'name': k, 'value': v, 'inline': True})
+
+            # Send the message to discord channel
+            payload = {'embeds': embeds}
+            self._send_msg(payload)
--- a/freqtrade/rpc/rpc.py
+++ b/freqtrade/rpc/rpc.py
@ -283,33 +283,57 @@ class RPC:
                columns.append('# Entries')
            return trades_list, columns, fiat_profit_sum

-    def _rpc_daily_profit(
+    def _rpc_timeunit_profit(
            self, timescale: int,
-            stake_currency: str, fiat_display_currency: str) -> Dict[str, Any]:
-        today = datetime.now(timezone.utc).date()
-        profit_days: Dict[date, Dict] = {}
+            stake_currency: str, fiat_display_currency: str,
+            timeunit: str = 'days') -> Dict[str, Any]:
+        """
+        :param timeunit: Valid entries are 'days', 'weeks', 'months'
+        """
+        start_date = datetime.now(timezone.utc).date()
+        if timeunit == 'weeks':
+            # weekly
+            start_date = start_date - timedelta(days=start_date.weekday())  # Monday
+        if timeunit == 'months':
+            start_date = start_date.replace(day=1)
+
+        def time_offset(step: int):
+            if timeunit == 'months':
+                return relativedelta(months=step)
+            return timedelta(**{timeunit: step})

        if not (isinstance(timescale, int) and timescale > 0):
            raise RPCException('timescale must be an integer greater than 0')

+        profit_units: Dict[date, Dict] = {}
+        daily_stake = self._freqtrade.wallets.get_total_stake_amount()
+
        for day in range(0, timescale):
-            profitday = today - timedelta(days=day)
-            trades = Trade.get_trades(trade_filter=[
+            profitday = start_date - time_offset(day)
+            # Only query for necessary columns for performance reasons.
+            trades = Trade.query.session.query(Trade.close_profit_abs).filter(
                Trade.is_open.is_(False),
                Trade.close_date >= profitday,
-                Trade.close_date < (profitday + timedelta(days=1))
-            ]).order_by(Trade.close_date).all()
+                Trade.close_date < (profitday + time_offset(1))
+            ).order_by(Trade.close_date).all()
+
            curdayprofit = sum(
                trade.close_profit_abs for trade in trades if trade.close_profit_abs is not None)
-            profit_days[profitday] = {
+            # Calculate this periods starting balance
+            daily_stake = daily_stake - curdayprofit
+            profit_units[profitday] = {
                'amount': curdayprofit,
-                'trades': len(trades)
+                'daily_stake': daily_stake,
+                'rel_profit': round(curdayprofit / daily_stake, 8) if daily_stake > 0 else 0,
+                'trades': len(trades),
            }

        data = [
            {
-                'date': key,
+                'date': f"{key.year}-{key.month:02d}" if timeunit == 'months' else key,
                'abs_profit': value["amount"],
+                'starting_balance': value["daily_stake"],
+                'rel_profit': value["rel_profit"],
                'fiat_value': self._fiat_converter.convert_amount(
                    value['amount'],
                    stake_currency,
@ -317,92 +341,7 @@ class RPC:
                ) if self._fiat_converter else 0,
                'trade_count': value["trades"],
            }
-            for key, value in profit_days.items()
-        ]
-        return {
-            'stake_currency': stake_currency,
-            'fiat_display_currency': fiat_display_currency,
-            'data': data
-        }
-
-    def _rpc_weekly_profit(
-            self, timescale: int,
-            stake_currency: str, fiat_display_currency: str) -> Dict[str, Any]:
-        today = datetime.now(timezone.utc).date()
-        first_iso_day_of_week = today - timedelta(days=today.weekday())  # Monday
-        profit_weeks: Dict[date, Dict] = {}
-
-        if not (isinstance(timescale, int) and timescale > 0):
-            raise RPCException('timescale must be an integer greater than 0')
-
-        for week in range(0, timescale):
-            profitweek = first_iso_day_of_week - timedelta(weeks=week)
-            trades = Trade.get_trades(trade_filter=[
-                Trade.is_open.is_(False),
-                Trade.close_date >= profitweek,
-                Trade.close_date < (profitweek + timedelta(weeks=1))
-            ]).order_by(Trade.close_date).all()
-            curweekprofit = sum(
-                trade.close_profit_abs for trade in trades if trade.close_profit_abs is not None)
-            profit_weeks[profitweek] = {
-                'amount': curweekprofit,
-                'trades': len(trades)
-            }
-
-        data = [
-            {
-                'date': key,
-                'abs_profit': value["amount"],
-                'fiat_value': self._fiat_converter.convert_amount(
-                    value['amount'],
-                    stake_currency,
-                    fiat_display_currency
-                ) if self._fiat_converter else 0,
-                'trade_count': value["trades"],
-            }
-            for key, value in profit_weeks.items()
-        ]
-        return {
-            'stake_currency': stake_currency,
-            'fiat_display_currency': fiat_display_currency,
-            'data': data
-        }
-
-    def _rpc_monthly_profit(
-            self, timescale: int,
-            stake_currency: str, fiat_display_currency: str) -> Dict[str, Any]:
-        first_day_of_month = datetime.now(timezone.utc).date().replace(day=1)
-        profit_months: Dict[date, Dict] = {}
-
-        if not (isinstance(timescale, int) and timescale > 0):
-            raise RPCException('timescale must be an integer greater than 0')
-
-        for month in range(0, timescale):
-            profitmonth = first_day_of_month - relativedelta(months=month)
-            trades = Trade.get_trades(trade_filter=[
-                Trade.is_open.is_(False),
-                Trade.close_date >= profitmonth,
-                Trade.close_date < (profitmonth + relativedelta(months=1))
-            ]).order_by(Trade.close_date).all()
-            curmonthprofit = sum(
-                trade.close_profit_abs for trade in trades if trade.close_profit_abs is not None)
-            profit_months[profitmonth] = {
-                'amount': curmonthprofit,
-                'trades': len(trades)
-            }
-
-        data = [
-            {
-                'date': f"{key.year}-{key.month:02d}",
-                'abs_profit': value["amount"],
-                'fiat_value': self._fiat_converter.convert_amount(
-                    value['amount'],
-                    stake_currency,
-                    fiat_display_currency
-                ) if self._fiat_converter else 0,
-                'trade_count': value["trades"],
-            }
-            for key, value in profit_months.items()
+            for key, value in profit_units.items()
        ]
        return {
            'stake_currency': stake_currency,
--- a/freqtrade/rpc/rpc_manager.py
+++ b/freqtrade/rpc/rpc_manager.py
@ -27,6 +27,12 @@ class RPCManager:
            from freqtrade.rpc.telegram import Telegram
            self.registered_modules.append(Telegram(self._rpc, config))

+        # Enable discord
+        if config.get('discord', {}).get('enabled', False):
+            logger.info('Enabling rpc.discord ...')
+            from freqtrade.rpc.discord import Discord
+            self.registered_modules.append(Discord(self._rpc, config))
+
        # Enable Webhook
        if config.get('webhook', {}).get('enabled', False):
            logger.info('Enabling rpc.webhook ...')
--- a/freqtrade/rpc/telegram.py
+++ b/freqtrade/rpc/telegram.py
@ -6,6 +6,7 @@ This module manage Telegram communication
 import json
 import logging
 import re
+from dataclasses import dataclass
 from datetime import date, datetime, timedelta
 from functools import partial
 from html import escape
@ -37,6 +38,15 @@ logger.debug('Included module rpc.telegram ...')
 MAX_TELEGRAM_MESSAGE_LENGTH = 4096


+@dataclass
+class TimeunitMappings:
+    header: str
+    message: str
+    message2: str
+    callback: str
+    default: int
+
+
 def authorized_only(command_handler: Callable[..., None]) -> Callable[..., Any]:
    """
    Decorator to check if the message comes from the correct chat_id
@ -427,7 +437,10 @@ class Telegram(RPCHandler):
            first_avg = filled_orders[0]["safe_price"]

        for x, order in enumerate(filled_orders):
+            if order['is_open'] is True:
+                continue
            wording = 'Entry' if order['ft_is_entry'] else 'Exit'
+
            cur_entry_datetime = arrow.get(order["order_filled_date"])
            cur_entry_amount = order["filled"] or order["amount"]
            cur_entry_average = order["safe_price"]
@ -605,6 +618,60 @@ class Telegram(RPCHandler):
        except RPCException as e:
            self._send_msg(str(e))

+    @authorized_only
+    def _timeunit_stats(self, update: Update, context: CallbackContext, unit: str) -> None:
+        """
+        Handler for /daily <n>
+        Returns a daily profit (in BTC) over the last n days.
+        :param bot: telegram bot
+        :param update: message update
+        :return: None
+        """
+
+        vals = {
+            'days': TimeunitMappings('Day', 'Daily', 'days', 'update_daily', 7),
+            'weeks': TimeunitMappings('Monday', 'Weekly', 'weeks (starting from Monday)',
+                                      'update_weekly', 8),
+            'months': TimeunitMappings('Month', 'Monthly', 'months', 'update_monthly', 6),
+        }
+        val = vals[unit]
+
+        stake_cur = self._config['stake_currency']
+        fiat_disp_cur = self._config.get('fiat_display_currency', '')
+        try:
+            timescale = int(context.args[0]) if context.args else val.default
+        except (TypeError, ValueError, IndexError):
+            timescale = val.default
+        try:
+            stats = self._rpc._rpc_timeunit_profit(
+                timescale,
+                stake_cur,
+                fiat_disp_cur,
+                unit
+            )
+            stats_tab = tabulate(
+                [[f"{period['date']} ({period['trade_count']})",
+                  f"{round_coin_value(period['abs_profit'], stats['stake_currency'])}",
+                  f"{period['fiat_value']:.2f} {stats['fiat_display_currency']}",
+                  f"{period['rel_profit']:.2%}",
+                  ] for period in stats['data']],
+                headers=[
+                    f"{val.header} (count)",
+                    f'{stake_cur}',
+                    f'{fiat_disp_cur}',
+                    'Profit %',
+                    'Trades',
+                ],
+                tablefmt='simple')
+            message = (
+                f'<b>{val.message} Profit over the last {timescale} {val.message2}</b>:\n'
+                f'<pre>{stats_tab}</pre>'
+            )
+            self._send_msg(message, parse_mode=ParseMode.HTML, reload_able=True,
+                           callback_path=val.callback, query=update.callback_query)
+        except RPCException as e:
+            self._send_msg(str(e))
+
    @authorized_only
    def _daily(self, update: Update, context: CallbackContext) -> None:
        """
@ -614,35 +681,7 @@ class Telegram(RPCHandler):
        :param update: message update
        :return: None
        """
-        stake_cur = self._config['stake_currency']
-        fiat_disp_cur = self._config.get('fiat_display_currency', '')
-        try:
-            timescale = int(context.args[0]) if context.args else 7
-        except (TypeError, ValueError, IndexError):
-            timescale = 7
-        try:
-            stats = self._rpc._rpc_daily_profit(
-                timescale,
-                stake_cur,
-                fiat_disp_cur
-            )
-            stats_tab = tabulate(
-                [[day['date'],
-                  f"{round_coin_value(day['abs_profit'], stats['stake_currency'])}",
-                  f"{day['fiat_value']:.3f} {stats['fiat_display_currency']}",
-                  f"{day['trade_count']} trades"] for day in stats['data']],
-                headers=[
-                    'Day',
-                    f'Profit {stake_cur}',
-                    f'Profit {fiat_disp_cur}',
-                    'Trades',
-                ],
-                tablefmt='simple')
-            message = f'<b>Daily Profit over the last {timescale} days</b>:\n<pre>{stats_tab}</pre>'
-            self._send_msg(message, parse_mode=ParseMode.HTML, reload_able=True,
-                           callback_path="update_daily", query=update.callback_query)
-        except RPCException as e:
-            self._send_msg(str(e))
+        self._timeunit_stats(update, context, 'days')

    @authorized_only
    def _weekly(self, update: Update, context: CallbackContext) -> None:
@ -653,36 +692,7 @@ class Telegram(RPCHandler):
        :param update: message update
        :return: None
        """
-        stake_cur = self._config['stake_currency']
-        fiat_disp_cur = self._config.get('fiat_display_currency', '')
-        try:
-            timescale = int(context.args[0]) if context.args else 8
-        except (TypeError, ValueError, IndexError):
-            timescale = 8
-        try:
-            stats = self._rpc._rpc_weekly_profit(
-                timescale,
-                stake_cur,
-                fiat_disp_cur
-            )
-            stats_tab = tabulate(
-                [[week['date'],
-                  f"{round_coin_value(week['abs_profit'], stats['stake_currency'])}",
-                  f"{week['fiat_value']:.3f} {stats['fiat_display_currency']}",
-                  f"{week['trade_count']} trades"] for week in stats['data']],
-                headers=[
-                    'Monday',
-                    f'Profit {stake_cur}',
-                    f'Profit {fiat_disp_cur}',
-                    'Trades',
-                ],
-                tablefmt='simple')
-            message = f'<b>Weekly Profit over the last {timescale} weeks ' \
-                      f'(starting from Monday)</b>:\n<pre>{stats_tab}</pre> '
-            self._send_msg(message, parse_mode=ParseMode.HTML, reload_able=True,
-                           callback_path="update_weekly", query=update.callback_query)
-        except RPCException as e:
-            self._send_msg(str(e))
+        self._timeunit_stats(update, context, 'weeks')

    @authorized_only
    def _monthly(self, update: Update, context: CallbackContext) -> None:
@ -693,36 +703,7 @@ class Telegram(RPCHandler):
        :param update: message update
        :return: None
        """
-        stake_cur = self._config['stake_currency']
-        fiat_disp_cur = self._config.get('fiat_display_currency', '')
-        try:
-            timescale = int(context.args[0]) if context.args else 6
-        except (TypeError, ValueError, IndexError):
-            timescale = 6
-        try:
-            stats = self._rpc._rpc_monthly_profit(
-                timescale,
-                stake_cur,
-                fiat_disp_cur
-            )
-            stats_tab = tabulate(
-                [[month['date'],
-                  f"{round_coin_value(month['abs_profit'], stats['stake_currency'])}",
-                  f"{month['fiat_value']:.3f} {stats['fiat_display_currency']}",
-                  f"{month['trade_count']} trades"] for month in stats['data']],
-                headers=[
-                    'Month',
-                    f'Profit {stake_cur}',
-                    f'Profit {fiat_disp_cur}',
-                    'Trades',
-                ],
-                tablefmt='simple')
-            message = f'<b>Monthly Profit over the last {timescale} months' \
-                      f'</b>:\n<pre>{stats_tab}</pre> '
-            self._send_msg(message, parse_mode=ParseMode.HTML, reload_able=True,
-                           callback_path="update_monthly", query=update.callback_query)
-        except RPCException as e:
-            self._send_msg(str(e))
+        self._timeunit_stats(update, context, 'months')

    @authorized_only
    def _profit(self, update: Update, context: CallbackContext) -> None:
@ -827,7 +808,7 @@ class Telegram(RPCHandler):
                headers=['Exit Reason', 'Exits', 'Wins', 'Losses']
            )
            if len(exit_reasons_tabulate) > 25:
-                self._send_msg(exit_reasons_msg, ParseMode.MARKDOWN)
+                self._send_msg(f"```\n{exit_reasons_msg}```", ParseMode.MARKDOWN)
                exit_reasons_msg = ''

        durations = stats['durations']
--- a/freqtrade/strategy/hyper.py
+++ b/freqtrade/strategy/hyper.py
@ -4,9 +4,8 @@ This module defines a base class for auto-hyperoptable strategies.
 """
 import logging
 from pathlib import Path
-from typing import Any, Dict, Iterator, List, Tuple
+from typing import Any, Dict, Iterator, List, Tuple, Type, Union

-from freqtrade.enums import RunMode
 from freqtrade.exceptions import OperationalException
 from freqtrade.misc import deep_merge_dicts, json_load
 from freqtrade.optimize.hyperopt_tools import HyperoptTools
@ -31,7 +30,10 @@ class HyperStrategyMixin:
        self.ft_sell_params: List[BaseParameter] = []
        self.ft_protection_params: List[BaseParameter] = []

-        self._load_hyper_params(config.get('runmode') == RunMode.HYPEROPT)
+        params = self.load_params_from_file()
+        params = params.get('params', {})
+        self._ft_params_from_file = params
+        # Init/loading of parameters is done as part of ft_bot_start().

    def enumerate_parameters(self, category: str = None) -> Iterator[Tuple[str, BaseParameter]]:
        """
@ -51,28 +53,13 @@ class HyperStrategyMixin:
        for par in params:
            yield par.name, par

-    @classmethod
-    def detect_parameters(cls, category: str) -> Iterator[Tuple[str, BaseParameter]]:
-        """ Detect all parameters for 'category' """
-        for attr_name in dir(cls):
-            if not attr_name.startswith('__'):  # Ignore internals, not strictly necessary.
-                attr = getattr(cls, attr_name)
-                if issubclass(attr.__class__, BaseParameter):
-                    if (attr_name.startswith(category + '_')
-                            and attr.category is not None and attr.category != category):
-                        raise OperationalException(
-                            f'Inconclusive parameter name {attr_name}, category: {attr.category}.')
-                    if (category == attr.category or
-                            (attr_name.startswith(category + '_') and attr.category is None)):
-                        yield attr_name, attr
-
    @classmethod
    def detect_all_parameters(cls) -> Dict:
        """ Detect all parameters and return them as a list"""
        params: Dict[str, Any] = {
-            'buy': list(cls.detect_parameters('buy')),
-            'sell': list(cls.detect_parameters('sell')),
-            'protection': list(cls.detect_parameters('protection')),
+            'buy': list(detect_parameters(cls, 'buy')),
+            'sell': list(detect_parameters(cls, 'sell')),
+            'protection': list(detect_parameters(cls, 'protection')),
        }
        params.update({
            'count': len(params['buy'] + params['sell'] + params['protection'])
@ -80,21 +67,49 @@ class HyperStrategyMixin:

        return params

-    def _load_hyper_params(self, hyperopt: bool = False) -> None:
+    def ft_load_params_from_file(self) -> None:
+        """
+        Load Parameters from parameter file
+        Should/must run before config values are loaded in strategy_resolver.
+        """
+        if self._ft_params_from_file:
+            # Set parameters from Hyperopt results file
+            params = self._ft_params_from_file
+            self.minimal_roi = params.get('roi', getattr(self, 'minimal_roi', {}))
+
+            self.stoploss = params.get('stoploss', {}).get(
+                'stoploss', getattr(self, 'stoploss', -0.1))
+            trailing = params.get('trailing', {})
+            self.trailing_stop = trailing.get(
+                'trailing_stop', getattr(self, 'trailing_stop', False))
+            self.trailing_stop_positive = trailing.get(
+                'trailing_stop_positive', getattr(self, 'trailing_stop_positive', None))
+            self.trailing_stop_positive_offset = trailing.get(
+                'trailing_stop_positive_offset',
+                getattr(self, 'trailing_stop_positive_offset', 0))
+            self.trailing_only_offset_is_reached = trailing.get(
+                'trailing_only_offset_is_reached',
+                getattr(self, 'trailing_only_offset_is_reached', 0.0))
+
+    def ft_load_hyper_params(self, hyperopt: bool = False) -> None:
        """
        Load Hyperoptable parameters
+        Prevalence:
+        * Parameters from parameter file
+        * Parameters defined in parameters objects (buy_params, sell_params, ...)
+        * Parameter defaults
        """
-        params = self.load_params_from_file()
-        params = params.get('params', {})
-        self._ft_params_from_file = params
-        buy_params = deep_merge_dicts(params.get('buy', {}), getattr(self, 'buy_params', {}))
-        sell_params = deep_merge_dicts(params.get('sell', {}), getattr(self, 'sell_params', {}))
-        protection_params = deep_merge_dicts(params.get('protection', {}),
+
+        buy_params = deep_merge_dicts(self._ft_params_from_file.get('buy', {}),
+                                      getattr(self, 'buy_params', {}))
+        sell_params = deep_merge_dicts(self._ft_params_from_file.get('sell', {}),
+                                       getattr(self, 'sell_params', {}))
+        protection_params = deep_merge_dicts(self._ft_params_from_file.get('protection', {}),
                                             getattr(self, 'protection_params', {}))

-        self._load_params(buy_params, 'buy', hyperopt)
-        self._load_params(sell_params, 'sell', hyperopt)
-        self._load_params(protection_params, 'protection', hyperopt)
+        self._ft_load_params(buy_params, 'buy', hyperopt)
+        self._ft_load_params(sell_params, 'sell', hyperopt)
+        self._ft_load_params(protection_params, 'protection', hyperopt)

    def load_params_from_file(self) -> Dict:
        filename_str = getattr(self, '__file__', '')
@ -117,7 +132,7 @@ class HyperStrategyMixin:

        return {}

-    def _load_params(self, params: Dict, space: str, hyperopt: bool = False) -> None:
+    def _ft_load_params(self, params: Dict, space: str, hyperopt: bool = False) -> None:
        """
        Set optimizable parameter values.
        :param params: Dictionary with new parameter values.
@ -126,7 +141,7 @@ class HyperStrategyMixin:
            logger.info(f"No params for {space} found, using default values.")
        param_container: List[BaseParameter] = getattr(self, f"ft_{space}_params")

-        for attr_name, attr in self.detect_parameters(space):
+        for attr_name, attr in detect_parameters(self, space):
            attr.name = attr_name
            attr.in_space = hyperopt and HyperoptTools.has_space(self.config, space)
            if not attr.category:
@ -157,3 +172,25 @@ class HyperStrategyMixin:
            if not p.optimize or not p.in_space:
                params[p.category][name] = p.value
        return params
+
+
+def detect_parameters(
+        obj: Union[HyperStrategyMixin, Type[HyperStrategyMixin]],
+        category: str
+        ) -> Iterator[Tuple[str, BaseParameter]]:
+    """
+    Detect all parameters for 'category' for "obj"
+    :param obj: Strategy object or class
+    :param category: category - usually `'buy', 'sell', 'protection',...
+    """
+    for attr_name in dir(obj):
+        if not attr_name.startswith('__'):  # Ignore internals, not strictly necessary.
+            attr = getattr(obj, attr_name)
+            if issubclass(attr.__class__, BaseParameter):
+                if (attr_name.startswith(category + '_')
+                        and attr.category is not None and attr.category != category):
+                    raise OperationalException(
+                        f'Inconclusive parameter name {attr_name}, category: {attr.category}.')
+                if (category == attr.category or
+                        (attr_name.startswith(category + '_') and attr.category is None)):
+                    yield attr_name, attr
--- a/freqtrade/strategy/interface.py
+++ b/freqtrade/strategy/interface.py
@ -14,6 +14,7 @@ from freqtrade.constants import ListPairsWithTimeframes
 from freqtrade.data.dataprovider import DataProvider
 from freqtrade.enums import (CandleType, ExitCheckTuple, ExitType, SignalDirection, SignalTagType,
                             SignalType, TradingMode)
+from freqtrade.enums.runmode import RunMode
 from freqtrade.exceptions import OperationalException, StrategyError
 from freqtrade.exchange import timeframe_to_minutes, timeframe_to_next_date, timeframe_to_seconds
 from freqtrade.persistence import Order, PairLocks, Trade
@ -151,6 +152,8 @@ class IStrategy(ABC, HyperStrategyMixin):
        """
        strategy_safe_wrapper(self.bot_start)()

+        self.ft_load_hyper_params(self.config.get('runmode') == RunMode.HYPEROPT)
+
    @abstractmethod
    def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
        """
@ -284,8 +287,9 @@ class IStrategy(ABC, HyperStrategyMixin):

        :param pair: Pair that's about to be bought/shorted.
        :param order_type: Order type (as configured in order_types). usually limit or market.
-        :param amount: Amount in target (quote) currency that's going to be traded.
+        :param amount: Amount in target (base) currency that's going to be traded.
        :param rate: Rate that's going to be used when using limit orders
+                     or current rate for market orders.
        :param time_in_force: Time in force. Defaults to GTC (Good-til-cancelled).
        :param current_time: datetime object, containing the current datetime
        :param entry_tag: Optional entry_tag (buy_tag) if provided with the buy signal.
@ -311,8 +315,9 @@ class IStrategy(ABC, HyperStrategyMixin):
        :param pair: Pair for trade that's about to be exited.
        :param trade: trade object.
        :param order_type: Order type (as configured in order_types). usually limit or market.
-        :param amount: Amount in quote currency.
+        :param amount: Amount in base currency.
        :param rate: Rate that's going to be used when using limit orders
+                     or current rate for market orders.
        :param time_in_force: Time in force. Defaults to GTC (Good-til-cancelled).
        :param exit_reason: Exit reason.
            Can be any of ['roi', 'stop_loss', 'stoploss_on_exchange', 'trailing_stop_loss',
@ -515,8 +520,8 @@ class IStrategy(ABC, HyperStrategyMixin):
        return current_order_rate

    def leverage(self, pair: str, current_time: datetime, current_rate: float,
-                 proposed_leverage: float, max_leverage: float, side: str,
-                 **kwargs) -> float:
+                 proposed_leverage: float, max_leverage: float, entry_tag: Optional[str],
+                 side: str, **kwargs) -> float:
        """
        Customize leverage for each new trade. This method is only called in futures mode.

@ -525,6 +530,7 @@ class IStrategy(ABC, HyperStrategyMixin):
        :param current_rate: Rate, calculated based on pricing settings in exit_pricing.
        :param proposed_leverage: A leverage proposed by the bot.
        :param max_leverage: Max leverage allowed on this pair
+        :param entry_tag: Optional entry_tag (buy_tag) if provided with the buy signal.
        :param side: 'long' or 'short' - indicating the direction of the proposed trade
        :return: A leverage amount, which is between 1.0 and max_leverage.
        """
--- a/freqtrade/templates/subtemplates/strategy_methods_advanced.j2
+++ b/freqtrade/templates/subtemplates/strategy_methods_advanced.j2
@ -159,8 +159,9 @@ def confirm_trade_entry(self, pair: str, order_type: str, amount: float, rate: f

    :param pair: Pair that's about to be bought/shorted.
    :param order_type: Order type (as configured in order_types). usually limit or market.
-    :param amount: Amount in target (quote) currency that's going to be traded.
+    :param amount: Amount in target (base) currency that's going to be traded.
    :param rate: Rate that's going to be used when using limit orders
+                 or current rate for market orders.
    :param time_in_force: Time in force. Defaults to GTC (Good-til-cancelled).
    :param current_time: datetime object, containing the current datetime
    :param entry_tag: Optional entry_tag (buy_tag) if provided with the buy signal.
@ -175,7 +176,7 @@ def confirm_trade_exit(self, pair: str, trade: 'Trade', order_type: str, amount:
                       rate: float, time_in_force: str, exit_reason: str,
                       current_time: 'datetime', **kwargs) -> bool:
    """
-    Called right before placing a regular sell order.
+    Called right before placing a regular exit order.
    Timing for this function is critical, so avoid doing heavy computations or
    network requests in this method.

@ -183,18 +184,19 @@ def confirm_trade_exit(self, pair: str, trade: 'Trade', order_type: str, amount:

    When not implemented by a strategy, returns True (always confirming).

-    :param pair: Pair that's currently analyzed
+    :param pair: Pair for trade that's about to be exited.
    :param trade: trade object.
    :param order_type: Order type (as configured in order_types). usually limit or market.
-    :param amount: Amount in quote currency.
+    :param amount: Amount in base currency.
    :param rate: Rate that's going to be used when using limit orders
+                 or current rate for market orders.
    :param time_in_force: Time in force. Defaults to GTC (Good-til-cancelled).
    :param exit_reason: Exit reason.
        Can be any of ['roi', 'stop_loss', 'stoploss_on_exchange', 'trailing_stop_loss',
                        'exit_signal', 'force_exit', 'emergency_exit']
    :param current_time: datetime object, containing the current datetime
    :param **kwargs: Ensure to keep this here so updates to this won't break your strategy.
-    :return bool: When True is returned, then the exit-order is placed on the exchange.
+    :return bool: When True, then the exit-order is placed on the exchange.
        False aborts the process
    """
    return True
@ -277,8 +279,8 @@ def adjust_trade_position(self, trade: 'Trade', current_time: datetime,
    return None

 def leverage(self, pair: str, current_time: datetime, current_rate: float,
-                proposed_leverage: float, max_leverage: float, side: str,
-                **kwargs) -> float:
+             proposed_leverage: float, max_leverage: float, entry_tag: Optional[str],
+             side: str, **kwargs) -> float:
    """
    Customize leverage for each new trade. This method is only called in futures mode.

@ -287,6 +289,7 @@ def leverage(self, pair: str, current_time: datetime, current_rate: float,
    :param current_rate: Rate, calculated based on pricing settings in exit_pricing.
    :param proposed_leverage: A leverage proposed by the bot.
    :param max_leverage: Max leverage allowed on this pair
+    :param entry_tag: Optional entry_tag (buy_tag) if provided with the buy signal.
    :param side: 'long' or 'short' - indicating the direction of the proposed trade
    :return: A leverage amount, which is between 1.0 and max_leverage.
    """
--- a/requirements-dev.txt
+++ b/requirements-dev.txt
@ -7,7 +7,7 @@
 coveralls==3.3.1
 flake8==4.0.1
 flake8-tidy-imports==4.8.0
-mypy==0.950
+mypy==0.961
 pre-commit==2.19.0
 pytest==7.1.2
 pytest-asyncio==0.18.3
@ -23,7 +23,7 @@ nbconvert==6.5.0

 # mypy types
 types-cachetools==5.0.1
-types-filelock==3.2.6
-types-requests==2.27.27
+types-filelock==3.2.7
+types-requests==2.27.30
 types-tabulate==0.8.9
-types-python-dateutil==2.8.16
+types-python-dateutil==2.8.17
--- a/requirements-hyperopt.txt
+++ b/requirements-hyperopt.txt
@ -5,5 +5,5 @@
 scipy==1.8.1
 scikit-learn==1.1.1
 scikit-optimize==0.9.0
-filelock==3.7.0
+filelock==3.7.1
 progressbar2==4.0.0
--- a/requirements-plot.txt
+++ b/requirements-plot.txt
@ -1,4 +1,4 @@
 # Include all requirements to run the bot.
 -r requirements.txt

-plotly==5.8.0
+plotly==5.8.2
--- a/requirements.txt
+++ b/requirements.txt
@ -2,17 +2,17 @@ numpy==1.22.4
 pandas==1.4.2
 pandas-ta==0.3.14b

-ccxt==1.83.62
+ccxt==1.87.12
 # Pin cryptography for now due to rust build errors with piwheels
 cryptography==37.0.2
 aiohttp==3.8.1
-SQLAlchemy==1.4.36
-python-telegram-bot==13.11
+SQLAlchemy==1.4.37
+python-telegram-bot==13.12
 arrow==1.2.2
 cachetools==4.2.2
-requests==2.27.1
+requests==2.28.0
 urllib3==1.26.9
-jsonschema==4.5.1
+jsonschema==4.6.0
 TA-Lib==0.4.24
 technical==1.3.0
 tabulate==0.8.9
@ -28,7 +28,7 @@ py_find_1st==1.1.5
 # Load ticker files 30% faster
 python-rapidjson==1.6
 # Properly format api responses
-orjson==3.6.8
+orjson==3.7.2

 # Notify systemd
 sdnotify==0.3.2
--- a/scripts/rest_client.py
+++ b/scripts/rest_client.py
@ -261,7 +261,7 @@ class FtRestClient():
                }
        return self._post("forcebuy", data=data)

-    def force_enter(self, pair, side, price=None):
+    def forceenter(self, pair, side, price=None):
        """Force entering a trade

        :param pair: Pair to buy (ETH/BTC)
@ -273,7 +273,7 @@ class FtRestClient():
                "side": side,
                "price": price,
                }
-        return self._post("force_enter", data=data)
+        return self._post("forceenter", data=data)

    def forceexit(self, tradeid):
        """Force-exit a trade.
--- a/setup.sh
+++ b/setup.sh
@ -87,6 +87,10 @@ function updateenv() {
        echo "Failed installing Freqtrade"
        exit 1
    fi
+
+    echo "Installing freqUI"
+    freqtrade install-ui
+
    echo "pip install completed"
    echo
    if [[ $dev =~ ^[Yy]$ ]]; then
--- a/tests/conftest.py
+++ b/tests/conftest.py
@ -325,7 +325,7 @@ def create_mock_trades_with_leverage(fee, use_db: bool = True):
        Trade.query.session.flush()


-def create_mock_trades_usdt(fee, use_db: bool = True):
+def create_mock_trades_usdt(fee, is_short: Optional[bool] = False, use_db: bool = True):
    """
    Create some fake trades ...
    """
@ -335,26 +335,29 @@ def create_mock_trades_usdt(fee, use_db: bool = True):
        else:
            LocalTrade.add_bt_trade(trade)

+    is_short1 = is_short if is_short is not None else True
+    is_short2 = is_short if is_short is not None else False
+
    # Simulate dry_run entries
-    trade = mock_trade_usdt_1(fee)
+    trade = mock_trade_usdt_1(fee, is_short1)
    add_trade(trade)

-    trade = mock_trade_usdt_2(fee)
+    trade = mock_trade_usdt_2(fee, is_short1)
    add_trade(trade)

-    trade = mock_trade_usdt_3(fee)
+    trade = mock_trade_usdt_3(fee, is_short1)
    add_trade(trade)

-    trade = mock_trade_usdt_4(fee)
+    trade = mock_trade_usdt_4(fee, is_short2)
    add_trade(trade)

-    trade = mock_trade_usdt_5(fee)
+    trade = mock_trade_usdt_5(fee, is_short2)
    add_trade(trade)

-    trade = mock_trade_usdt_6(fee)
+    trade = mock_trade_usdt_6(fee, is_short1)
    add_trade(trade)

-    trade = mock_trade_usdt_7(fee)
+    trade = mock_trade_usdt_7(fee, is_short1)
    add_trade(trade)
    if use_db:
        Trade.commit()
--- a/tests/conftest_trades_usdt.py
+++ b/tests/conftest_trades_usdt.py
@ -6,47 +6,84 @@ from freqtrade.persistence.models import Order, Trade
 MOCK_TRADE_COUNT = 6


-def mock_order_usdt_1():
+def entry_side(is_short: bool):
+    return "sell" if is_short else "buy"
+
+
+def exit_side(is_short: bool):
+    return "buy" if is_short else "sell"
+
+
+def direc(is_short: bool):
+    return "short" if is_short else "long"
+
+
+def mock_order_usdt_1(is_short: bool):
    return {
-        'id': '1234',
-        'symbol': 'ADA/USDT',
+        'id': f'prod_entry_1_{direc(is_short)}',
+        'symbol': 'LTC/USDT',
        'status': 'closed',
-        'side': 'buy',
+        'side': entry_side(is_short),
        'type': 'limit',
-        'price': 2.0,
-        'amount': 10.0,
-        'filled': 10.0,
+        'price': 10.0,
+        'amount': 2.0,
+        'filled': 2.0,
        'remaining': 0.0,
    }


-def mock_trade_usdt_1(fee):
+def mock_order_usdt_1_exit(is_short: bool):
+    return {
+        'id': f'prod_exit_1_{direc(is_short)}',
+        'symbol': 'LTC/USDT',
+        'status': 'closed',
+        'side': exit_side(is_short),
+        'type': 'limit',
+        'price': 8.0,
+        'amount': 2.0,
+        'filled': 2.0,
+        'remaining': 0.0,
+    }
+
+
+def mock_trade_usdt_1(fee, is_short: bool):
+    """
+    Simulate prod entry with open sell order
+    """
    trade = Trade(
-        pair='ADA/USDT',
+        pair='LTC/USDT',
        stake_amount=20.0,
-        amount=10.0,
-        amount_requested=10.0,
+        amount=2.0,
+        amount_requested=2.0,
+        open_date=datetime.now(tz=timezone.utc) - timedelta(days=2, minutes=20),
+        close_date=datetime.now(tz=timezone.utc) - timedelta(days=2, minutes=5),
        fee_open=fee.return_value,
        fee_close=fee.return_value,
-        is_open=True,
-        open_date=datetime.now(tz=timezone.utc) - timedelta(minutes=17),
-        open_rate=2.0,
+        is_open=False,
+        open_rate=10.0,
+        close_rate=8.0,
+        close_profit=-0.2,
+        close_profit_abs=-4.0,
        exchange='binance',
-        open_order_id='dry_run_buy_12345',
-        strategy='StrategyTestV2',
+        strategy='SampleStrategy',
+        open_order_id=f'prod_exit_1_{direc(is_short)}',
        timeframe=5,
+        is_short=is_short,
    )
-    o = Order.parse_from_ccxt_object(mock_order_usdt_1(), 'ADA/USDT', 'buy')
+    o = Order.parse_from_ccxt_object(mock_order_usdt_1(is_short), 'LTC/USDT', entry_side(is_short))
+    trade.orders.append(o)
+    o = Order.parse_from_ccxt_object(mock_order_usdt_1_exit(is_short),
+                                     'LTC/USDT', exit_side(is_short))
    trade.orders.append(o)
    return trade


-def mock_order_usdt_2():
+def mock_order_usdt_2(is_short: bool):
    return {
-        'id': '1235',
+        'id': f'1235_{direc(is_short)}',
        'symbol': 'ETC/USDT',
        'status': 'closed',
-        'side': 'buy',
+        'side': entry_side(is_short),
        'type': 'limit',
        'price': 2.0,
        'amount': 100.0,
@ -55,12 +92,12 @@ def mock_order_usdt_2():
    }


-def mock_order_usdt_2_sell():
+def mock_order_usdt_2_exit(is_short: bool):
    return {
-        'id': '12366',
+        'id': f'12366_{direc(is_short)}',
        'symbol': 'ETC/USDT',
        'status': 'closed',
-        'side': 'sell',
+        'side': exit_side(is_short),
        'type': 'limit',
        'price': 2.05,
        'amount': 100.0,
@ -69,7 +106,7 @@ def mock_order_usdt_2_sell():
    }


-def mock_trade_usdt_2(fee):
+def mock_trade_usdt_2(fee, is_short: bool):
    """
    Closed trade...
    """
@ -82,30 +119,33 @@ def mock_trade_usdt_2(fee):
        fee_close=fee.return_value,
        open_rate=2.0,
        close_rate=2.05,
-        close_profit=5.0,
+        close_profit=0.05,
        close_profit_abs=3.9875,
        exchange='binance',
        is_open=False,
-        open_order_id='dry_run_sell_12345',
+        open_order_id=f'12366_{direc(is_short)}',
        strategy='StrategyTestV2',
        timeframe=5,
-        exit_reason='sell_signal',
+        enter_tag='TEST1',
+        exit_reason='exit_signal',
        open_date=datetime.now(tz=timezone.utc) - timedelta(minutes=20),
        close_date=datetime.now(tz=timezone.utc) - timedelta(minutes=2),
+        is_short=is_short,
    )
-    o = Order.parse_from_ccxt_object(mock_order_usdt_2(), 'ETC/USDT', 'buy')
+    o = Order.parse_from_ccxt_object(mock_order_usdt_2(is_short), 'ETC/USDT', entry_side(is_short))
    trade.orders.append(o)
-    o = Order.parse_from_ccxt_object(mock_order_usdt_2_sell(), 'ETC/USDT', 'sell')
+    o = Order.parse_from_ccxt_object(
+        mock_order_usdt_2_exit(is_short), 'ETC/USDT', exit_side(is_short))
    trade.orders.append(o)
    return trade


-def mock_order_usdt_3():
+def mock_order_usdt_3(is_short: bool):
    return {
-        'id': '41231a12a',
+        'id': f'41231a12a_{direc(is_short)}',
        'symbol': 'XRP/USDT',
        'status': 'closed',
-        'side': 'buy',
+        'side': entry_side(is_short),
        'type': 'limit',
        'price': 1.0,
        'amount': 30.0,
@ -114,12 +154,12 @@ def mock_order_usdt_3():
    }


-def mock_order_usdt_3_sell():
+def mock_order_usdt_3_exit(is_short: bool):
    return {
-        'id': '41231a666a',
+        'id': f'41231a666a_{direc(is_short)}',
        'symbol': 'XRP/USDT',
        'status': 'closed',
-        'side': 'sell',
+        'side': exit_side(is_short),
        'type': 'stop_loss_limit',
        'price': 1.1,
        'average': 1.1,
@ -129,7 +169,7 @@ def mock_order_usdt_3_sell():
    }


-def mock_trade_usdt_3(fee):
+def mock_trade_usdt_3(fee, is_short: bool):
    """
    Closed trade
    """
@ -142,29 +182,32 @@ def mock_trade_usdt_3(fee):
        fee_close=fee.return_value,
        open_rate=1.0,
        close_rate=1.1,
-        close_profit=10.0,
+        close_profit=0.1,
        close_profit_abs=9.8425,
        exchange='binance',
        is_open=False,
        strategy='StrategyTestV2',
        timeframe=5,
+        enter_tag='TEST3',
        exit_reason='roi',
        open_date=datetime.now(tz=timezone.utc) - timedelta(minutes=20),
        close_date=datetime.now(tz=timezone.utc),
+        is_short=is_short,
    )
-    o = Order.parse_from_ccxt_object(mock_order_usdt_3(), 'XRP/USDT', 'buy')
+    o = Order.parse_from_ccxt_object(mock_order_usdt_3(is_short), 'XRP/USDT', entry_side(is_short))
    trade.orders.append(o)
-    o = Order.parse_from_ccxt_object(mock_order_usdt_3_sell(), 'XRP/USDT', 'sell')
+    o = Order.parse_from_ccxt_object(mock_order_usdt_3_exit(is_short),
+                                     'XRP/USDT', exit_side(is_short))
    trade.orders.append(o)
    return trade


-def mock_order_usdt_4():
+def mock_order_usdt_4(is_short: bool):
    return {
-        'id': 'prod_buy_12345',
+        'id': f'prod_buy_12345_{direc(is_short)}',
        'symbol': 'ETC/USDT',
        'status': 'open',
-        'side': 'buy',
+        'side': entry_side(is_short),
        'type': 'limit',
        'price': 2.0,
        'amount': 10.0,
@ -173,7 +216,7 @@ def mock_order_usdt_4():
    }


-def mock_trade_usdt_4(fee):
+def mock_trade_usdt_4(fee, is_short: bool):
    """
    Simulate prod entry
    """
@ -188,21 +231,22 @@ def mock_trade_usdt_4(fee):
        is_open=True,
        open_rate=2.0,
        exchange='binance',
-        open_order_id='prod_buy_12345',
+        open_order_id=f'prod_buy_12345_{direc(is_short)}',
        strategy='StrategyTestV2',
        timeframe=5,
+        is_short=is_short,
    )
-    o = Order.parse_from_ccxt_object(mock_order_usdt_4(), 'ETC/USDT', 'buy')
+    o = Order.parse_from_ccxt_object(mock_order_usdt_4(is_short), 'ETC/USDT', entry_side(is_short))
    trade.orders.append(o)
    return trade


-def mock_order_usdt_5():
+def mock_order_usdt_5(is_short: bool):
    return {
-        'id': 'prod_buy_3455',
+        'id': f'prod_buy_3455_{direc(is_short)}',
        'symbol': 'XRP/USDT',
        'status': 'closed',
-        'side': 'buy',
+        'side': entry_side(is_short),
        'type': 'limit',
        'price': 2.0,
        'amount': 10.0,
@ -211,12 +255,12 @@ def mock_order_usdt_5():
    }


-def mock_order_usdt_5_stoploss():
+def mock_order_usdt_5_stoploss(is_short: bool):
    return {
-        'id': 'prod_stoploss_3455',
+        'id': f'prod_stoploss_3455_{direc(is_short)}',
        'symbol': 'XRP/USDT',
        'status': 'open',
-        'side': 'sell',
+        'side': exit_side(is_short),
        'type': 'stop_loss_limit',
        'price': 2.0,
        'amount': 10.0,
@ -225,7 +269,7 @@ def mock_order_usdt_5_stoploss():
    }


-def mock_trade_usdt_5(fee):
+def mock_trade_usdt_5(fee, is_short: bool):
    """
    Simulate prod entry with stoploss
    """
@ -241,22 +285,23 @@ def mock_trade_usdt_5(fee):
        open_rate=2.0,
        exchange='binance',
        strategy='SampleStrategy',
-        stoploss_order_id='prod_stoploss_3455',
+        stoploss_order_id=f'prod_stoploss_3455_{direc(is_short)}',
        timeframe=5,
+        is_short=is_short,
    )
-    o = Order.parse_from_ccxt_object(mock_order_usdt_5(), 'XRP/USDT', 'buy')
+    o = Order.parse_from_ccxt_object(mock_order_usdt_5(is_short), 'XRP/USDT', entry_side(is_short))
    trade.orders.append(o)
-    o = Order.parse_from_ccxt_object(mock_order_usdt_5_stoploss(), 'XRP/USDT', 'stoploss')
+    o = Order.parse_from_ccxt_object(mock_order_usdt_5_stoploss(is_short), 'XRP/USDT', 'stoploss')
    trade.orders.append(o)
    return trade


-def mock_order_usdt_6():
+def mock_order_usdt_6(is_short: bool):
    return {
-        'id': 'prod_buy_6',
+        'id': f'prod_entry_6_{direc(is_short)}',
        'symbol': 'LTC/USDT',
        'status': 'closed',
-        'side': 'buy',
+        'side': entry_side(is_short),
        'type': 'limit',
        'price': 10.0,
        'amount': 2.0,
@ -265,12 +310,12 @@ def mock_order_usdt_6():
    }


-def mock_order_usdt_6_sell():
+def mock_order_usdt_6_exit(is_short: bool):
    return {
-        'id': 'prod_sell_6',
+        'id': f'prod_exit_6_{direc(is_short)}',
        'symbol': 'LTC/USDT',
        'status': 'open',
-        'side': 'sell',
+        'side': exit_side(is_short),
        'type': 'limit',
        'price': 12.0,
        'amount': 2.0,
@ -279,7 +324,7 @@ def mock_order_usdt_6_sell():
    }


-def mock_trade_usdt_6(fee):
+def mock_trade_usdt_6(fee, is_short: bool):
    """
    Simulate prod entry with open sell order
    """
@ -295,69 +340,49 @@ def mock_trade_usdt_6(fee):
        open_rate=10.0,
        exchange='binance',
        strategy='SampleStrategy',
-        open_order_id="prod_sell_6",
+        open_order_id=f'prod_exit_6_{direc(is_short)}',
        timeframe=5,
+        is_short=is_short,
    )
-    o = Order.parse_from_ccxt_object(mock_order_usdt_6(), 'LTC/USDT', 'buy')
+    o = Order.parse_from_ccxt_object(mock_order_usdt_6(is_short), 'LTC/USDT', entry_side(is_short))
    trade.orders.append(o)
-    o = Order.parse_from_ccxt_object(mock_order_usdt_6_sell(), 'LTC/USDT', 'sell')
+    o = Order.parse_from_ccxt_object(mock_order_usdt_6_exit(is_short),
+                                     'LTC/USDT', exit_side(is_short))
    trade.orders.append(o)
    return trade


-def mock_order_usdt_7():
+def mock_order_usdt_7(is_short: bool):
    return {
-        'id': 'prod_buy_7',
-        'symbol': 'LTC/USDT',
+        'id': f'1234_{direc(is_short)}',
+        'symbol': 'ADA/USDT',
        'status': 'closed',
-        'side': 'buy',
+        'side': entry_side(is_short),
        'type': 'limit',
-        'price': 10.0,
-        'amount': 2.0,
-        'filled': 2.0,
+        'price': 2.0,
+        'amount': 10.0,
+        'filled': 10.0,
        'remaining': 0.0,
    }


-def mock_order_usdt_7_sell():
-    return {
-        'id': 'prod_sell_7',
-        'symbol': 'LTC/USDT',
-        'status': 'closed',
-        'side': 'sell',
-        'type': 'limit',
-        'price': 8.0,
-        'amount': 2.0,
-        'filled': 2.0,
-        'remaining': 0.0,
-    }
-
-
-def mock_trade_usdt_7(fee):
-    """
-    Simulate prod entry with open sell order
-    """
+def mock_trade_usdt_7(fee, is_short: bool):
    trade = Trade(
-        pair='LTC/USDT',
+        pair='ADA/USDT',
        stake_amount=20.0,
-        amount=2.0,
-        amount_requested=2.0,
-        open_date=datetime.now(tz=timezone.utc) - timedelta(minutes=20),
-        close_date=datetime.now(tz=timezone.utc) - timedelta(minutes=5),
+        amount=10.0,
+        amount_requested=10.0,
        fee_open=fee.return_value,
        fee_close=fee.return_value,
-        is_open=False,
-        open_rate=10.0,
-        close_rate=8.0,
-        close_profit=-0.2,
-        close_profit_abs=-4.0,
+        is_open=True,
+        open_date=datetime.now(tz=timezone.utc) - timedelta(minutes=17),
+        open_rate=2.0,
        exchange='binance',
-        strategy='SampleStrategy',
-        open_order_id="prod_sell_6",
+        open_order_id=f'1234_{direc(is_short)}',
+        strategy='StrategyTestV2',
        timeframe=5,
+        is_short=is_short,
    )
-    o = Order.parse_from_ccxt_object(mock_order_usdt_7(), 'LTC/USDT', 'buy')
-    trade.orders.append(o)
-    o = Order.parse_from_ccxt_object(mock_order_usdt_7_sell(), 'LTC/USDT', 'sell')
+    o = Order.parse_from_ccxt_object(mock_order_usdt_7(is_short), 'ADA/USDT', entry_side(is_short))
    trade.orders.append(o)
    return trade
--- a/tests/data/test_btanalysis.py
+++ b/tests/data/test_btanalysis.py
@ -85,7 +85,7 @@ def test_load_backtest_data_new_format(testdatadir):
    filename = testdatadir / "backtest_results/backtest-result_new.json"
    bt_data = load_backtest_data(filename)
    assert isinstance(bt_data, DataFrame)
-    assert set(bt_data.columns) == set(BT_DATA_COLUMNS + ['close_timestamp', 'open_timestamp'])
+    assert set(bt_data.columns) == set(BT_DATA_COLUMNS)
    assert len(bt_data) == 179

    # Test loading from string (must yield same result)
@ -110,7 +110,7 @@ def test_load_backtest_data_multi(testdatadir):
        bt_data = load_backtest_data(filename, strategy=strategy)
        assert isinstance(bt_data, DataFrame)
        assert set(bt_data.columns) == set(
-            BT_DATA_COLUMNS + ['close_timestamp', 'open_timestamp'])
+            BT_DATA_COLUMNS)
        assert len(bt_data) == 179

        # Test loading from string (must yield same result)
--- a/tests/exchange/test_binance.py
+++ b/tests/exchange/test_binance.py
@ -154,6 +154,7 @@ def test_stoploss_adjust_binance(mocker, default_conf, sl1, sl2, sl3, side):
    order = {
        'type': 'stop_loss_limit',
        'price': 1500,
+        'stopPrice': 1500,
        'info': {'stopPrice': 1500},
    }
    assert exchange.stoploss_adjust(sl1, order, side=side)
--- a/tests/optimize/test_backtesting.py
+++ b/tests/optimize/test_backtesting.py
@ -795,10 +795,27 @@ def test_backtest_one(default_conf, fee, mocker, testdatadir) -> None:
         'is_open': [False, False],
         'enter_tag': [None, None],
         "is_short": [False, False],
+         'open_timestamp': [1517251200000, 1517283000000],
+         'close_timestamp': [1517265300000, 1517285400000],
+         'orders': [
+            [
+                {'amount': 0.00957442, 'safe_price': 0.104445, 'ft_order_side': 'buy',
+                 'order_filled_timestamp': 1517251200000, 'ft_is_entry': True},
+                {'amount': 0.00957442, 'safe_price': 0.10496853383458644, 'ft_order_side': 'sell',
+                 'order_filled_timestamp': 1517265300000, 'ft_is_entry': False}
+            ], [
+                {'amount': 0.0097064, 'safe_price': 0.10302485, 'ft_order_side': 'buy',
+                 'order_filled_timestamp': 1517283000000, 'ft_is_entry': True},
+                {'amount': 0.0097064, 'safe_price': 0.10354126528822055, 'ft_order_side': 'sell',
+                 'order_filled_timestamp': 1517285400000, 'ft_is_entry': False}
+            ]
+         ]
         })
    pd.testing.assert_frame_equal(results, expected)
+    assert 'orders' in results.columns
    data_pair = processed[pair]
    for _, t in results.iterrows():
+        assert len(t['orders']) == 2
        ln = data_pair.loc[data_pair["date"] == t["open_date"]]
        # Check open trade rate alignes to open rate
        assert ln is not None
--- a/tests/optimize/test_backtesting_adjust_position.py
+++ b/tests/optimize/test_backtesting_adjust_position.py
@ -72,9 +72,14 @@ def test_backtest_position_adjustment(default_conf, fee, mocker, testdatadir) ->
         'is_open': [False, False],
         'enter_tag': [None, None],
         'is_short': [False, False],
+         'open_timestamp': [1517251200000, 1517283000000],
+         'close_timestamp': [1517265300000, 1517285400000],
         })
-    pd.testing.assert_frame_equal(results, expected)
+    pd.testing.assert_frame_equal(results.drop(columns=['orders']), expected)
    data_pair = processed[pair]
+    assert len(results.iloc[0]['orders']) == 6
+    assert len(results.iloc[1]['orders']) == 2
+
    for _, t in results.iterrows():
        ln = data_pair.loc[data_pair["date"] == t["open_date"]]
        # Check open trade rate alignes to open rate
--- a/tests/optimize/test_hyperopt.py
+++ b/tests/optimize/test_hyperopt.py
@ -509,7 +509,6 @@ def test_generate_optimizer(mocker, hyperopt_conf) -> None:
    hyperopt.min_date = Arrow(2017, 12, 10)
    hyperopt.max_date = Arrow(2017, 12, 13)
    hyperopt.init_spaces()
-    hyperopt.dimensions = hyperopt.dimensions
    generate_optimizer_value = hyperopt.generate_optimizer(list(optimizer_param.values()))
    assert generate_optimizer_value == response_expected

--- a/tests/plugins/test_pairlist.py
+++ b/tests/plugins/test_pairlist.py
@ -762,8 +762,8 @@ def test_PerformanceFilter_keep_mid_order(mocker, default_conf_usdt, fee, caplog
    with time_machine.travel("2021-09-01 05:00:00 +00:00") as t:
        create_mock_trades_usdt(fee)
        pm.refresh_pairlist()
-        assert pm.whitelist == ['XRP/USDT', 'ETC/USDT', 'ETH/USDT',
-                                'NEO/USDT', 'TKN/USDT', 'ADA/USDT', 'LTC/USDT']
+        assert pm.whitelist == ['XRP/USDT', 'ETC/USDT', 'ETH/USDT', 'LTC/USDT',
+                                'NEO/USDT', 'TKN/USDT', 'ADA/USDT', ]
        # assert log_has_re(r'Removing pair .* since .* is below .*', caplog)

        # Move to "outside" of lookback window, so original sorting is restored.
--- a/tests/rpc/test_rpc.py
+++ b/tests/rpc/test_rpc.py
@ -11,11 +11,11 @@ from freqtrade.edge import PairInfo
 from freqtrade.enums import SignalDirection, State, TradingMode
 from freqtrade.exceptions import ExchangeError, InvalidOrderException, TemporaryError
 from freqtrade.persistence import Trade
-from freqtrade.persistence.models import Order
 from freqtrade.persistence.pairlock_middleware import PairLocks
 from freqtrade.rpc import RPC, RPCException
 from freqtrade.rpc.fiat_convert import CryptoToFiatConverter
-from tests.conftest import create_mock_trades, get_patched_freqtradebot, patch_get_signal
+from tests.conftest import (create_mock_trades, create_mock_trades_usdt, get_patched_freqtradebot,
+                            patch_get_signal)


 # Functions for recurrent object patching
@ -286,7 +286,7 @@ def test_rpc_status_table(default_conf, ticker, fee, mocker) -> None:
    assert isnan(fiat_profit_sum)


-def test_rpc_daily_profit(default_conf, update, ticker, fee,
+def test__rpc_timeunit_profit(default_conf_usdt, ticker, fee,
                              limit_buy_order, limit_sell_order, markets, mocker) -> None:
    mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
    mocker.patch.multiple(
@ -296,45 +296,35 @@ def test_rpc_daily_profit(default_conf, update, ticker, fee,
        markets=PropertyMock(return_value=markets)
    )

-    freqtradebot = get_patched_freqtradebot(mocker, default_conf)
-    patch_get_signal(freqtradebot)
-    stake_currency = default_conf['stake_currency']
-    fiat_display_currency = default_conf['fiat_display_currency']
+    freqtradebot = get_patched_freqtradebot(mocker, default_conf_usdt)
+    create_mock_trades_usdt(fee)
+
+    stake_currency = default_conf_usdt['stake_currency']
+    fiat_display_currency = default_conf_usdt['fiat_display_currency']

    rpc = RPC(freqtradebot)
    rpc._fiat_converter = CryptoToFiatConverter()
-    # Create some test data
-    freqtradebot.enter_positions()
-    trade = Trade.query.first()
-    assert trade
-
-    # Simulate buy & sell
-    oobj = Order.parse_from_ccxt_object(limit_buy_order, limit_buy_order['symbol'], 'buy')
-    trade.update_trade(oobj)
-    oobj = Order.parse_from_ccxt_object(limit_sell_order, limit_sell_order['symbol'], 'sell')
-    trade.update_trade(oobj)
-    trade.close_date = datetime.utcnow()
-    trade.is_open = False

    # Try valid data
-    update.message.text = '/daily 2'
-    days = rpc._rpc_daily_profit(7, stake_currency, fiat_display_currency)
+    days = rpc._rpc_timeunit_profit(7, stake_currency, fiat_display_currency)
    assert len(days['data']) == 7
-    assert days['stake_currency'] == default_conf['stake_currency']
-    assert days['fiat_display_currency'] == default_conf['fiat_display_currency']
+    assert days['stake_currency'] == default_conf_usdt['stake_currency']
+    assert days['fiat_display_currency'] == default_conf_usdt['fiat_display_currency']
    for day in days['data']:
-        # [datetime.date(2018, 1, 11), '0.00000000 BTC', '0.000 USD']
-        assert (day['abs_profit'] == 0.0 or
-                day['abs_profit'] == 0.00006217)
-
-        assert (day['fiat_value'] == 0.0 or
-                day['fiat_value'] == 0.76748865)
+        # {'date': datetime.date(2022, 6, 11), 'abs_profit': 13.8299999,
+        #  'starting_balance': 1055.37, 'rel_profit': 0.0131044,
+        #  'fiat_value': 0.0, 'trade_count': 2}
+        assert day['abs_profit'] in (0.0, pytest.approx(13.8299999), pytest.approx(-4.0))
+        assert day['rel_profit'] in (0.0, pytest.approx(0.01310441), pytest.approx(-0.00377583))
+        assert day['trade_count'] in (0, 1, 2)
+        assert day['starting_balance'] in (pytest.approx(1059.37), pytest.approx(1055.37))
+        assert day['fiat_value'] in (0.0, )
    # ensure first day is current date
    assert str(days['data'][0]['date']) == str(datetime.utcnow().date())

    # Try invalid data
    with pytest.raises(RPCException, match=r'.*must be an integer greater than 0*'):
-        rpc._rpc_daily_profit(0, stake_currency, fiat_display_currency)
+        rpc._rpc_timeunit_profit(0, stake_currency, fiat_display_currency)


@pytest.mark.parametrize('is_short', [True, False])
@ -418,13 +408,8 @@ def test_rpc_delete_trade(mocker, default_conf, fee, markets, caplog, is_short):
    assert stoploss_mock.call_count == 0


-def test_rpc_trade_statistics(default_conf, ticker, ticker_sell_up, fee,
-                              limit_buy_order, limit_sell_order, mocker) -> None:
-    mocker.patch.multiple(
-        'freqtrade.rpc.fiat_convert.CoinGeckoAPI',
-        get_price=MagicMock(return_value={'bitcoin': {'usd': 15000.0}}),
-    )
-    mocker.patch('freqtrade.rpc.rpc.CryptoToFiatConverter._find_price', return_value=15000.0)
+def test_rpc_trade_statistics(default_conf_usdt, ticker, fee, mocker) -> None:
+    mocker.patch('freqtrade.rpc.rpc.CryptoToFiatConverter._find_price', return_value=1.1)
    mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
    mocker.patch.multiple(
        'freqtrade.exchange.Exchange',
@ -432,10 +417,9 @@ def test_rpc_trade_statistics(default_conf, ticker, ticker_sell_up, fee,
        get_fee=fee,
    )

-    freqtradebot = get_patched_freqtradebot(mocker, default_conf)
-    patch_get_signal(freqtradebot)
-    stake_currency = default_conf['stake_currency']
-    fiat_display_currency = default_conf['fiat_display_currency']
+    freqtradebot = get_patched_freqtradebot(mocker, default_conf_usdt)
+    stake_currency = default_conf_usdt['stake_currency']
+    fiat_display_currency = default_conf_usdt['fiat_display_currency']

    rpc = RPC(freqtradebot)
    rpc._fiat_converter = CryptoToFiatConverter()
@ -448,75 +432,40 @@ def test_rpc_trade_statistics(default_conf, ticker, ticker_sell_up, fee,
    assert res['latest_trade_timestamp'] == 0

    # Create some test data
-    freqtradebot.enter_positions()
-    trade = Trade.query.first()
-    # Simulate fulfilled LIMIT_BUY order for trade
-    oobj = Order.parse_from_ccxt_object(limit_buy_order, limit_buy_order['symbol'], 'buy')
-    trade.update_trade(oobj)
-
-    # Update the ticker with a market going up
-    mocker.patch.multiple(
-        'freqtrade.exchange.Exchange',
-        fetch_ticker=ticker_sell_up
-    )
-    oobj = Order.parse_from_ccxt_object(limit_sell_order, limit_sell_order['symbol'], 'sell')
-    trade.update_trade(oobj)
-    trade.close_date = datetime.utcnow()
-    trade.is_open = False
-
-    freqtradebot.enter_positions()
-    trade = Trade.query.first()
-    # Simulate fulfilled LIMIT_BUY order for trade
-    oobj = Order.parse_from_ccxt_object(limit_buy_order, limit_buy_order['symbol'], 'buy')
-    trade.update_trade(oobj)
-
-    # Update the ticker with a market going up
-    mocker.patch.multiple(
-        'freqtrade.exchange.Exchange',
-        fetch_ticker=ticker_sell_up
-    )
-    oobj = Order.parse_from_ccxt_object(limit_sell_order, limit_sell_order['symbol'], 'sell')
-    trade.update_trade(oobj)
-    trade.close_date = datetime.utcnow()
-    trade.is_open = False
+    create_mock_trades_usdt(fee)

    stats = rpc._rpc_trade_statistics(stake_currency, fiat_display_currency)
-    assert prec_satoshi(stats['profit_closed_coin'], 6.217e-05)
-    assert prec_satoshi(stats['profit_closed_percent_mean'], 6.2)
-    assert prec_satoshi(stats['profit_closed_fiat'], 0.93255)
-    assert prec_satoshi(stats['profit_all_coin'], 5.802e-05)
-    assert prec_satoshi(stats['profit_all_percent_mean'], 2.89)
-    assert prec_satoshi(stats['profit_all_fiat'], 0.8703)
-    assert stats['trade_count'] == 2
-    assert stats['first_trade_date'] == 'just now'
-    assert stats['latest_trade_date'] == 'just now'
-    assert stats['avg_duration'] in ('0:00:00', '0:00:01', '0:00:02')
-    assert stats['best_pair'] == 'ETH/BTC'
-    assert prec_satoshi(stats['best_rate'], 6.2)
+    assert pytest.approx(stats['profit_closed_coin']) == 9.83
+    assert pytest.approx(stats['profit_closed_percent_mean']) == -1.67
+    assert pytest.approx(stats['profit_closed_fiat']) == 10.813
+    assert pytest.approx(stats['profit_all_coin']) == -77.45964918
+    assert pytest.approx(stats['profit_all_percent_mean']) == -57.86
+    assert pytest.approx(stats['profit_all_fiat']) == -85.205614098
+    assert stats['trade_count'] == 7
+    assert stats['first_trade_date'] == '2 days ago'
+    assert stats['latest_trade_date'] == '17 minutes ago'
+    assert stats['avg_duration'] in ('0:17:40')
+    assert stats['best_pair'] == 'XRP/USDT'
+    assert stats['best_rate'] == 10.0

    # Test non-available pair
    mocker.patch('freqtrade.exchange.Exchange.get_rate',
-                 MagicMock(side_effect=ExchangeError("Pair 'ETH/BTC' not available")))
+                 MagicMock(side_effect=ExchangeError("Pair 'XRP/USDT' not available")))
    stats = rpc._rpc_trade_statistics(stake_currency, fiat_display_currency)
-    assert stats['trade_count'] == 2
-    assert stats['first_trade_date'] == 'just now'
-    assert stats['latest_trade_date'] == 'just now'
-    assert stats['avg_duration'] in ('0:00:00', '0:00:01', '0:00:02')
-    assert stats['best_pair'] == 'ETH/BTC'
-    assert prec_satoshi(stats['best_rate'], 6.2)
+    assert stats['trade_count'] == 7
+    assert stats['first_trade_date'] == '2 days ago'
+    assert stats['latest_trade_date'] == '17 minutes ago'
+    assert stats['avg_duration'] in ('0:17:40')
+    assert stats['best_pair'] == 'XRP/USDT'
+    assert stats['best_rate'] == 10.0
    assert isnan(stats['profit_all_coin'])


 # Test that rpc_trade_statistics can handle trades that lacks
 # trade.open_rate (it is set to None)
-def test_rpc_trade_statistics_closed(mocker, default_conf, ticker, fee,
-                                     ticker_sell_up, limit_buy_order, limit_sell_order):
-    mocker.patch.multiple(
-        'freqtrade.rpc.fiat_convert.CoinGeckoAPI',
-        get_price=MagicMock(return_value={'bitcoin': {'usd': 15000.0}}),
-    )
+def test_rpc_trade_statistics_closed(mocker, default_conf_usdt, ticker, fee):
    mocker.patch('freqtrade.rpc.fiat_convert.CryptoToFiatConverter._find_price',
-                 return_value=15000.0)
+                 return_value=1.1)
    mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
    mocker.patch.multiple(
        'freqtrade.exchange.Exchange',
@ -524,46 +473,32 @@ def test_rpc_trade_statistics_closed(mocker, default_conf, ticker, fee,
        get_fee=fee,
    )

-    freqtradebot = get_patched_freqtradebot(mocker, default_conf)
+    freqtradebot = get_patched_freqtradebot(mocker, default_conf_usdt)
    patch_get_signal(freqtradebot)
-    stake_currency = default_conf['stake_currency']
-    fiat_display_currency = default_conf['fiat_display_currency']
+    stake_currency = default_conf_usdt['stake_currency']
+    fiat_display_currency = default_conf_usdt['fiat_display_currency']

    rpc = RPC(freqtradebot)

    # Create some test data
-    freqtradebot.enter_positions()
-    trade = Trade.query.first()
-    # Simulate fulfilled LIMIT_BUY order for trade
-    oobj = Order.parse_from_ccxt_object(limit_buy_order, limit_buy_order['symbol'], 'buy')
-    trade.update_trade(oobj)
-    # Update the ticker with a market going up
-    mocker.patch.multiple(
-        'freqtrade.exchange.Exchange',
-        fetch_ticker=ticker_sell_up,
-        get_fee=fee
-    )
-    oobj = Order.parse_from_ccxt_object(limit_sell_order, limit_sell_order['symbol'], 'sell')
-    trade.update_trade(oobj)
-    trade.close_date = datetime.utcnow()
-    trade.is_open = False
+    create_mock_trades_usdt(fee)

    for trade in Trade.query.order_by(Trade.id).all():
        trade.open_rate = None

    stats = rpc._rpc_trade_statistics(stake_currency, fiat_display_currency)
-    assert prec_satoshi(stats['profit_closed_coin'], 0)
-    assert prec_satoshi(stats['profit_closed_percent_mean'], 0)
-    assert prec_satoshi(stats['profit_closed_fiat'], 0)
-    assert prec_satoshi(stats['profit_all_coin'], 0)
-    assert prec_satoshi(stats['profit_all_percent_mean'], 0)
-    assert prec_satoshi(stats['profit_all_fiat'], 0)
-    assert stats['trade_count'] == 1
-    assert stats['first_trade_date'] == 'just now'
-    assert stats['latest_trade_date'] == 'just now'
+    assert stats['profit_closed_coin'] == 0
+    assert stats['profit_closed_percent_mean'] == 0
+    assert stats['profit_closed_fiat'] == 0
+    assert stats['profit_all_coin'] == 0
+    assert stats['profit_all_percent_mean'] == 0
+    assert stats['profit_all_fiat'] == 0
+    assert stats['trade_count'] == 7
+    assert stats['first_trade_date'] == '2 days ago'
+    assert stats['latest_trade_date'] == '17 minutes ago'
    assert stats['avg_duration'] == '0:00:00'
-    assert stats['best_pair'] == 'ETH/BTC'
-    assert prec_satoshi(stats['best_rate'], 6.2)
+    assert stats['best_pair'] == 'XRP/USDT'
+    assert stats['best_rate'] == 10.0


 def test_rpc_balance_handle_error(default_conf, mocker):
@ -916,8 +851,7 @@ def test_rpc_force_exit(default_conf, ticker, fee, mocker) -> None:
    assert cancel_order_mock.call_count == 3


-def test_performance_handle(default_conf, ticker, limit_buy_order, fee,
-                            limit_sell_order, mocker) -> None:
+def test_performance_handle(default_conf_usdt, ticker, fee, mocker) -> None:
    mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
    mocker.patch.multiple(
        'freqtrade.exchange.Exchange',
@ -926,34 +860,21 @@ def test_performance_handle(default_conf, ticker, limit_buy_order, fee,
        get_fee=fee,
    )

-    freqtradebot = get_patched_freqtradebot(mocker, default_conf)
+    freqtradebot = get_patched_freqtradebot(mocker, default_conf_usdt)
    patch_get_signal(freqtradebot)
    rpc = RPC(freqtradebot)
-
    # Create some test data
-    freqtradebot.enter_positions()
-    trade = Trade.query.first()
-    assert trade
+    create_mock_trades_usdt(fee)

-    # Simulate fulfilled LIMIT_BUY order for trade
-    oobj = Order.parse_from_ccxt_object(limit_buy_order, limit_buy_order['symbol'], 'buy')
-    trade.update_trade(oobj)
-
-    # Simulate fulfilled LIMIT_SELL order for trade
-    oobj = Order.parse_from_ccxt_object(limit_sell_order, limit_sell_order['symbol'], 'sell')
-    trade.update_trade(oobj)
-
-    trade.close_date = datetime.utcnow()
-    trade.is_open = False
    res = rpc._rpc_performance()
-    assert len(res) == 1
-    assert res[0]['pair'] == 'ETH/BTC'
+    assert len(res) == 3
+    assert res[0]['pair'] == 'XRP/USDT'
    assert res[0]['count'] == 1
-    assert prec_satoshi(res[0]['profit_pct'], 6.2)
+    assert res[0]['profit_pct'] == 10.0


-def test_enter_tag_performance_handle(default_conf, ticker, limit_buy_order, fee,
-                                      limit_sell_order, mocker) -> None:
+def test_enter_tag_performance_handle(default_conf, ticker, fee, mocker) -> None:
+
    mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
    mocker.patch.multiple(
        'freqtrade.exchange.Exchange',
@ -967,34 +888,22 @@ def test_enter_tag_performance_handle(default_conf, ticker, limit_buy_order, fee
    rpc = RPC(freqtradebot)

    # Create some test data
+    create_mock_trades_usdt(fee)
    freqtradebot.enter_positions()
-    trade = Trade.query.first()
-    assert trade

-    # Simulate fulfilled LIMIT_BUY order for trade
-    oobj = Order.parse_from_ccxt_object(limit_buy_order, limit_buy_order['symbol'], 'buy')
-    trade.update_trade(oobj)
-
-    # Simulate fulfilled LIMIT_SELL order for trade
-    oobj = Order.parse_from_ccxt_object(limit_sell_order, limit_sell_order['symbol'], 'sell')
-    trade.update_trade(oobj)
-
-    trade.close_date = datetime.utcnow()
-    trade.is_open = False
    res = rpc._rpc_enter_tag_performance(None)

-    assert len(res) == 1
-    assert res[0]['enter_tag'] == 'Other'
+    assert len(res) == 3
+    assert res[0]['enter_tag'] == 'TEST3'
    assert res[0]['count'] == 1
-    assert prec_satoshi(res[0]['profit_pct'], 6.2)
+    assert res[0]['profit_pct'] == 10.0

-    trade.enter_tag = "TEST_TAG"
    res = rpc._rpc_enter_tag_performance(None)

-    assert len(res) == 1
-    assert res[0]['enter_tag'] == 'TEST_TAG'
+    assert len(res) == 3
+    assert res[0]['enter_tag'] == 'TEST3'
    assert res[0]['count'] == 1
-    assert prec_satoshi(res[0]['profit_pct'], 6.2)
+    assert res[0]['profit_pct'] == 10.0


 def test_enter_tag_performance_handle_2(mocker, default_conf, markets, fee):
@ -1026,8 +935,7 @@ def test_enter_tag_performance_handle_2(mocker, default_conf, markets, fee):
    assert prec_satoshi(res[0]['profit_pct'], 0.5)


-def test_exit_reason_performance_handle(default_conf, ticker, limit_buy_order, fee,
-                                        limit_sell_order, mocker) -> None:
+def test_exit_reason_performance_handle(default_conf_usdt, ticker, fee, mocker) -> None:
    mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
    mocker.patch.multiple(
        'freqtrade.exchange.Exchange',
@ -1036,39 +944,22 @@ def test_exit_reason_performance_handle(default_conf, ticker, limit_buy_order, f
        get_fee=fee,
    )

-    freqtradebot = get_patched_freqtradebot(mocker, default_conf)
+    freqtradebot = get_patched_freqtradebot(mocker, default_conf_usdt)
    patch_get_signal(freqtradebot)
    rpc = RPC(freqtradebot)

    # Create some test data
-    freqtradebot.enter_positions()
-    trade = Trade.query.first()
-    assert trade
+    create_mock_trades_usdt(fee)

-    # Simulate fulfilled LIMIT_BUY order for trade
-    oobj = Order.parse_from_ccxt_object(limit_buy_order, limit_buy_order['symbol'], 'buy')
-    trade.update_trade(oobj)
-
-    # Simulate fulfilled LIMIT_SELL order for trade
-    oobj = Order.parse_from_ccxt_object(limit_sell_order, limit_sell_order['symbol'], 'sell')
-    trade.update_trade(oobj)
-
-    trade.close_date = datetime.utcnow()
-    trade.is_open = False
    res = rpc._rpc_exit_reason_performance(None)

-    assert len(res) == 1
-    assert res[0]['exit_reason'] == 'Other'
+    assert len(res) == 3
+    assert res[0]['exit_reason'] == 'roi'
    assert res[0]['count'] == 1
-    assert prec_satoshi(res[0]['profit_pct'], 6.2)
+    assert res[0]['profit_pct'] == 10.0

-    trade.exit_reason = "TEST1"
-    res = rpc._rpc_exit_reason_performance(None)
-
-    assert len(res) == 1
-    assert res[0]['exit_reason'] == 'TEST1'
-    assert res[0]['count'] == 1
-    assert prec_satoshi(res[0]['profit_pct'], 6.2)
+    assert res[1]['exit_reason'] == 'exit_signal'
+    assert res[2]['exit_reason'] == 'Other'


 def test_exit_reason_performance_handle_2(mocker, default_conf, markets, fee):
@ -1100,8 +991,7 @@ def test_exit_reason_performance_handle_2(mocker, default_conf, markets, fee):
    assert prec_satoshi(res[0]['profit_pct'], 0.5)


-def test_mix_tag_performance_handle(default_conf, ticker, limit_buy_order, fee,
-                                    limit_sell_order, mocker) -> None:
+def test_mix_tag_performance_handle(default_conf, ticker, fee, mocker) -> None:
    mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
    mocker.patch.multiple(
        'freqtrade.exchange.Exchange',
@ -1115,35 +1005,14 @@ def test_mix_tag_performance_handle(default_conf, ticker, limit_buy_order, fee,
    rpc = RPC(freqtradebot)

    # Create some test data
-    freqtradebot.enter_positions()
-    trade = Trade.query.first()
-    assert trade
+    create_mock_trades_usdt(fee)

-    # Simulate fulfilled LIMIT_BUY order for trade
-    oobj = Order.parse_from_ccxt_object(limit_buy_order, limit_buy_order['symbol'], 'buy')
-    trade.update_trade(oobj)
-
-    # Simulate fulfilled LIMIT_SELL order for trade
-    oobj = Order.parse_from_ccxt_object(limit_sell_order, limit_sell_order['symbol'], 'sell')
-    trade.update_trade(oobj)
-
-    trade.close_date = datetime.utcnow()
-    trade.is_open = False
    res = rpc._rpc_mix_tag_performance(None)

-    assert len(res) == 1
-    assert res[0]['mix_tag'] == 'Other Other'
+    assert len(res) == 3
+    assert res[0]['mix_tag'] == 'TEST3 roi'
    assert res[0]['count'] == 1
-    assert prec_satoshi(res[0]['profit_pct'], 6.2)
-
-    trade.enter_tag = "TESTBUY"
-    trade.exit_reason = "TESTSELL"
-    res = rpc._rpc_mix_tag_performance(None)
-
-    assert len(res) == 1
-    assert res[0]['mix_tag'] == 'TESTBUY TESTSELL'
-    assert res[0]['count'] == 1
-    assert prec_satoshi(res[0]['profit_pct'], 6.2)
+    assert res[0]['profit_pct'] == 10.0


 def test_mix_tag_performance_handle_2(mocker, default_conf, markets, fee):
--- a/tests/rpc/test_rpc_telegram.py
+++ b/tests/rpc/test_rpc_telegram.py
@ -27,8 +27,9 @@ from freqtrade.persistence.models import Order
 from freqtrade.rpc import RPC
 from freqtrade.rpc.rpc import RPCException
 from freqtrade.rpc.telegram import Telegram, authorized_only
-from tests.conftest import (CURRENT_TEST_STRATEGY, create_mock_trades, get_patched_freqtradebot,
-                            log_has, log_has_re, patch_exchange, patch_get_signal, patch_whitelist)
+from tests.conftest import (CURRENT_TEST_STRATEGY, create_mock_trades, create_mock_trades_usdt,
+                            get_patched_freqtradebot, log_has, log_has_re, patch_exchange,
+                            patch_get_signal, patch_whitelist)


 class DummyCls(Telegram):
@ -404,12 +405,10 @@ def test_status_table_handle(default_conf, update, ticker, fee, mocker) -> None:
    assert msg_mock.call_count == 1


-def test_daily_handle(default_conf, update, ticker, limit_buy_order, fee,
-                      limit_sell_order, mocker) -> None:
-    default_conf['max_open_trades'] = 1
+def test_daily_handle(default_conf_usdt, update, ticker, fee, mocker, time_machine) -> None:
    mocker.patch(
        'freqtrade.rpc.rpc.CryptoToFiatConverter._find_price',
-        return_value=15000.0
+        return_value=1.1
    )
    mocker.patch.multiple(
        'freqtrade.exchange.Exchange',
@ -417,27 +416,12 @@ def test_daily_handle(default_conf, update, ticker, limit_buy_order, fee,
        get_fee=fee,
    )

-    telegram, freqtradebot, msg_mock = get_telegram_testobject(mocker, default_conf)
-
-    patch_get_signal(freqtradebot)
+    telegram, freqtradebot, msg_mock = get_telegram_testobject(mocker, default_conf_usdt)

+    # Move date to within day
+    time_machine.move_to('2022-06-11 08:00:00+00:00')
    # Create some test data
-    freqtradebot.enter_positions()
-    trade = Trade.query.first()
-    assert trade
-
-    # Simulate fulfilled LIMIT_BUY order for trade
-    limit_buy_order['id'] = trade.orders[0].order_id
-    oobj = Order.parse_from_ccxt_object(limit_buy_order, limit_buy_order['symbol'], 'buy')
-    trade.update_order(limit_buy_order)
-    trade.update_trade(oobj)
-
-    # Simulate fulfilled LIMIT_SELL order for trade
-    oobjs = Order.parse_from_ccxt_object(limit_sell_order, limit_sell_order['symbol'], 'sell')
-    trade.update_trade(oobjs)
-
-    trade.close_date = datetime.utcnow()
-    trade.is_open = False
+    create_mock_trades_usdt(fee)

    # Try valid data
    # /daily 2
@ -448,10 +432,11 @@ def test_daily_handle(default_conf, update, ticker, limit_buy_order, fee,
    assert "Daily Profit over the last 2 days</b>:" in msg_mock.call_args_list[0][0][0]
    assert 'Day ' in msg_mock.call_args_list[0][0][0]
    assert str(datetime.utcnow().date()) in msg_mock.call_args_list[0][0][0]
-    assert str('  0.00006217 BTC') in msg_mock.call_args_list[0][0][0]
-    assert str('  0.933 USD') in msg_mock.call_args_list[0][0][0]
-    assert str('  1 trade') in msg_mock.call_args_list[0][0][0]
-    assert str('  0 trade') in msg_mock.call_args_list[0][0][0]
+    assert '  13.83 USDT' in msg_mock.call_args_list[0][0][0]
+    assert '  15.21 USD' in msg_mock.call_args_list[0][0][0]
+    assert '(2)' in msg_mock.call_args_list[0][0][0]
+    assert '(2)  13.83 USDT  15.21 USD  1.31%' in msg_mock.call_args_list[0][0][0]
+    assert '(0)' in msg_mock.call_args_list[0][0][0]

    # Reset msg_mock
    msg_mock.reset_mock()
@ -460,32 +445,23 @@ def test_daily_handle(default_conf, update, ticker, limit_buy_order, fee,
    assert msg_mock.call_count == 1
    assert "Daily Profit over the last 7 days</b>:" in msg_mock.call_args_list[0][0][0]
    assert str(datetime.utcnow().date()) in msg_mock.call_args_list[0][0][0]
-    assert str('  0.00006217 BTC') in msg_mock.call_args_list[0][0][0]
-    assert str('  0.933 USD') in msg_mock.call_args_list[0][0][0]
-    assert str('  1 trade') in msg_mock.call_args_list[0][0][0]
-    assert str('  0 trade') in msg_mock.call_args_list[0][0][0]
+    assert str((datetime.utcnow() - timedelta(days=5)).date()) in msg_mock.call_args_list[0][0][0]
+    assert '  13.83 USDT' in msg_mock.call_args_list[0][0][0]
+    assert '  15.21 USD' in msg_mock.call_args_list[0][0][0]
+    assert '(2)' in msg_mock.call_args_list[0][0][0]
+    assert '(1)' in msg_mock.call_args_list[0][0][0]
+    assert '(0)' in msg_mock.call_args_list[0][0][0]

    # Reset msg_mock
    msg_mock.reset_mock()
-    freqtradebot.config['max_open_trades'] = 2
-    # Add two other trades
-    n = freqtradebot.enter_positions()
-    assert n == 2
-
-    trades = Trade.query.all()
-    for trade in trades:
-        trade.update_trade(oobj)
-        trade.update_trade(oobjs)
-        trade.close_date = datetime.utcnow()
-        trade.is_open = False

    # /daily 1
    context = MagicMock()
    context.args = ["1"]
    telegram._daily(update=update, context=context)
-    assert str('  0.00018651 BTC') in msg_mock.call_args_list[0][0][0]
-    assert str('  2.798 USD') in msg_mock.call_args_list[0][0][0]
-    assert str('  3 trades') in msg_mock.call_args_list[0][0][0]
+    assert '  13.83 USDT' in msg_mock.call_args_list[0][0][0]
+    assert '  15.21 USD' in msg_mock.call_args_list[0][0][0]
+    assert '(2)' in msg_mock.call_args_list[0][0][0]


 def test_daily_wrong_input(default_conf, update, ticker, mocker) -> None:
@ -514,15 +490,14 @@ def test_daily_wrong_input(default_conf, update, ticker, mocker) -> None:
    context = MagicMock()
    context.args = ["today"]
    telegram._daily(update=update, context=context)
-    assert str('Daily Profit over the last 7 days</b>:') in msg_mock.call_args_list[0][0][0]
+    assert 'Daily Profit over the last 7 days</b>:' in msg_mock.call_args_list[0][0][0]


-def test_weekly_handle(default_conf, update, ticker, limit_buy_order, fee,
-                       limit_sell_order, mocker) -> None:
-    default_conf['max_open_trades'] = 1
+def test_weekly_handle(default_conf_usdt, update, ticker, fee, mocker, time_machine) -> None:
+    default_conf_usdt['max_open_trades'] = 1
    mocker.patch(
        'freqtrade.rpc.rpc.CryptoToFiatConverter._find_price',
-        return_value=15000.0
+        return_value=1.1
    )
    mocker.patch.multiple(
        'freqtrade.exchange.Exchange',
@ -530,27 +505,10 @@ def test_weekly_handle(default_conf, update, ticker, limit_buy_order, fee,
        get_fee=fee,
    )

-    telegram, freqtradebot, msg_mock = get_telegram_testobject(mocker, default_conf)
-
-    patch_get_signal(freqtradebot)
-
-    # Create some test data
-    freqtradebot.enter_positions()
-    trade = Trade.query.first()
-    assert trade
-
-    # Simulate fulfilled LIMIT_BUY order for trade
-    limit_buy_order['id'] = trade.orders[0].order_id
-    oobj = Order.parse_from_ccxt_object(limit_buy_order, limit_buy_order['symbol'], 'buy')
-    trade.update_order(limit_buy_order)
-    trade.update_trade(oobj)
-
-    # Simulate fulfilled LIMIT_SELL order for trade
-    oobjs = Order.parse_from_ccxt_object(limit_sell_order, limit_sell_order['symbol'], 'sell')
-    trade.update_trade(oobjs)
-
-    trade.close_date = datetime.utcnow()
-    trade.is_open = False
+    telegram, freqtradebot, msg_mock = get_telegram_testobject(mocker, default_conf_usdt)
+    # Move to saturday - so all trades are within that week
+    time_machine.move_to('2022-06-11')
+    create_mock_trades_usdt(fee)

    # Try valid data
    # /weekly 2
@ -564,10 +522,10 @@ def test_weekly_handle(default_conf, update, ticker, limit_buy_order, fee,
    today = datetime.utcnow().date()
    first_iso_day_of_current_week = today - timedelta(days=today.weekday())
    assert str(first_iso_day_of_current_week) in msg_mock.call_args_list[0][0][0]
-    assert str('  0.00006217 BTC') in msg_mock.call_args_list[0][0][0]
-    assert str('  0.933 USD') in msg_mock.call_args_list[0][0][0]
-    assert str('  1 trade') in msg_mock.call_args_list[0][0][0]
-    assert str('  0 trade') in msg_mock.call_args_list[0][0][0]
+    assert '  9.83 USDT' in msg_mock.call_args_list[0][0][0]
+    assert '  10.81 USD' in msg_mock.call_args_list[0][0][0]
+    assert '(3)' in msg_mock.call_args_list[0][0][0]
+    assert '(0)' in msg_mock.call_args_list[0][0][0]

    # Reset msg_mock
    msg_mock.reset_mock()
@ -577,44 +535,10 @@ def test_weekly_handle(default_conf, update, ticker, limit_buy_order, fee,
    assert "Weekly Profit over the last 8 weeks (starting from Monday)</b>:" \
           in msg_mock.call_args_list[0][0][0]
    assert 'Weekly' in msg_mock.call_args_list[0][0][0]
-    assert str('  0.00006217 BTC') in msg_mock.call_args_list[0][0][0]
-    assert str('  0.933 USD') in msg_mock.call_args_list[0][0][0]
-    assert str('  1 trade') in msg_mock.call_args_list[0][0][0]
-    assert str('  0 trade') in msg_mock.call_args_list[0][0][0]
-
-    # Reset msg_mock
-    msg_mock.reset_mock()
-    freqtradebot.config['max_open_trades'] = 2
-    # Add two other trades
-    n = freqtradebot.enter_positions()
-    assert n == 2
-
-    trades = Trade.query.all()
-    for trade in trades:
-        trade.update_trade(oobj)
-        trade.update_trade(oobjs)
-        trade.close_date = datetime.utcnow()
-        trade.is_open = False
-
-    # /weekly 1
-    # By default, the 8 previous weeks are shown
-    # So the previous modified trade should be excluded from the stats
-    context = MagicMock()
-    context.args = ["1"]
-    telegram._weekly(update=update, context=context)
-    assert str('  0.00018651 BTC') in msg_mock.call_args_list[0][0][0]
-    assert str('  2.798 USD') in msg_mock.call_args_list[0][0][0]
-    assert str('  3 trades') in msg_mock.call_args_list[0][0][0]
-
-
-def test_weekly_wrong_input(default_conf, update, ticker, mocker) -> None:
-    mocker.patch.multiple(
-        'freqtrade.exchange.Exchange',
-        fetch_ticker=ticker
-    )
-
-    telegram, freqtradebot, msg_mock = get_telegram_testobject(mocker, default_conf)
-    patch_get_signal(freqtradebot)
+    assert '  9.83 USDT' in msg_mock.call_args_list[0][0][0]
+    assert '  10.81 USD' in msg_mock.call_args_list[0][0][0]
+    assert '(3)' in msg_mock.call_args_list[0][0][0]
+    assert '(0)' in msg_mock.call_args_list[0][0][0]

    # Try invalid data
    msg_mock.reset_mock()
@ -633,16 +557,17 @@ def test_weekly_wrong_input(default_conf, update, ticker, mocker) -> None:
    context = MagicMock()
    context.args = ["this week"]
    telegram._weekly(update=update, context=context)
-    assert str('Weekly Profit over the last 8 weeks (starting from Monday)</b>:') \
+    assert (
+        'Weekly Profit over the last 8 weeks (starting from Monday)</b>:'
        in msg_mock.call_args_list[0][0][0]
+    )


-def test_monthly_handle(default_conf, update, ticker, limit_buy_order, fee,
-                        limit_sell_order, mocker) -> None:
-    default_conf['max_open_trades'] = 1
+def test_monthly_handle(default_conf_usdt, update, ticker, fee, mocker, time_machine) -> None:
+    default_conf_usdt['max_open_trades'] = 1
    mocker.patch(
        'freqtrade.rpc.rpc.CryptoToFiatConverter._find_price',
-        return_value=15000.0
+        return_value=1.1
    )
    mocker.patch.multiple(
        'freqtrade.exchange.Exchange',
@ -650,27 +575,10 @@ def test_monthly_handle(default_conf, update, ticker, limit_buy_order, fee,
        get_fee=fee,
    )

-    telegram, freqtradebot, msg_mock = get_telegram_testobject(mocker, default_conf)
-
-    patch_get_signal(freqtradebot)
-
-    # Create some test data
-    freqtradebot.enter_positions()
-    trade = Trade.query.first()
-    assert trade
-
-    # Simulate fulfilled LIMIT_BUY order for trade
-    limit_buy_order['id'] = trade.orders[0].order_id
-    oobj = Order.parse_from_ccxt_object(limit_buy_order, limit_buy_order['symbol'], 'buy')
-    trade.update_order(limit_buy_order)
-    trade.update_trade(oobj)
-
-    # Simulate fulfilled LIMIT_SELL order for trade
-    oobjs = Order.parse_from_ccxt_object(limit_sell_order, limit_sell_order['symbol'], 'sell')
-    trade.update_trade(oobjs)
-
-    trade.close_date = datetime.utcnow()
-    trade.is_open = False
+    telegram, freqtradebot, msg_mock = get_telegram_testobject(mocker, default_conf_usdt)
+    # Move to day within the month so all mock trades fall into this week.
+    time_machine.move_to('2022-06-11')
+    create_mock_trades_usdt(fee)

    # Try valid data
    # /monthly 2
@ -683,10 +591,10 @@ def test_monthly_handle(default_conf, update, ticker, limit_buy_order, fee,
    today = datetime.utcnow().date()
    current_month = f"{today.year}-{today.month:02} "
    assert current_month in msg_mock.call_args_list[0][0][0]
-    assert str('  0.00006217 BTC') in msg_mock.call_args_list[0][0][0]
-    assert str('  0.933 USD') in msg_mock.call_args_list[0][0][0]
-    assert str('  1 trade') in msg_mock.call_args_list[0][0][0]
-    assert str('  0 trade') in msg_mock.call_args_list[0][0][0]
+    assert '  9.83 USDT' in msg_mock.call_args_list[0][0][0]
+    assert '  10.81 USD' in msg_mock.call_args_list[0][0][0]
+    assert '(3)' in msg_mock.call_args_list[0][0][0]
+    assert '(0)' in msg_mock.call_args_list[0][0][0]

    # Reset msg_mock
    msg_mock.reset_mock()
@ -697,24 +605,13 @@ def test_monthly_handle(default_conf, update, ticker, limit_buy_order, fee,
    assert 'Monthly Profit over the last 6 months</b>:' in msg_mock.call_args_list[0][0][0]
    assert 'Month ' in msg_mock.call_args_list[0][0][0]
    assert current_month in msg_mock.call_args_list[0][0][0]
-    assert str('  0.00006217 BTC') in msg_mock.call_args_list[0][0][0]
-    assert str('  0.933 USD') in msg_mock.call_args_list[0][0][0]
-    assert str('  1 trade') in msg_mock.call_args_list[0][0][0]
-    assert str('  0 trade') in msg_mock.call_args_list[0][0][0]
+    assert '  9.83 USDT' in msg_mock.call_args_list[0][0][0]
+    assert '  10.81 USD' in msg_mock.call_args_list[0][0][0]
+    assert '(3)' in msg_mock.call_args_list[0][0][0]
+    assert '(0)' in msg_mock.call_args_list[0][0][0]

    # Reset msg_mock
    msg_mock.reset_mock()
-    freqtradebot.config['max_open_trades'] = 2
-    # Add two other trades
-    n = freqtradebot.enter_positions()
-    assert n == 2
-
-    trades = Trade.query.all()
-    for trade in trades:
-        trade.update_trade(oobj)
-        trade.update_trade(oobjs)
-        trade.close_date = datetime.utcnow()
-        trade.is_open = False

    # /monthly 12
    context = MagicMock()
@ -722,24 +619,14 @@ def test_monthly_handle(default_conf, update, ticker, limit_buy_order, fee,
    telegram._monthly(update=update, context=context)
    assert msg_mock.call_count == 1
    assert 'Monthly Profit over the last 12 months</b>:' in msg_mock.call_args_list[0][0][0]
-    assert str('  0.00018651 BTC') in msg_mock.call_args_list[0][0][0]
-    assert str('  2.798 USD') in msg_mock.call_args_list[0][0][0]
-    assert str('  3 trades') in msg_mock.call_args_list[0][0][0]
+    assert '  9.83 USDT' in msg_mock.call_args_list[0][0][0]
+    assert '  10.81 USD' in msg_mock.call_args_list[0][0][0]
+    assert '(3)' in msg_mock.call_args_list[0][0][0]

    # The one-digit months should contain a zero, Eg: September 2021 = "2021-09"
    # Since we loaded the last 12 months, any month should appear
    assert str('-09') in msg_mock.call_args_list[0][0][0]

-
-def test_monthly_wrong_input(default_conf, update, ticker, mocker) -> None:
-    mocker.patch.multiple(
-        'freqtrade.exchange.Exchange',
-        fetch_ticker=ticker
-    )
-
-    telegram, freqtradebot, msg_mock = get_telegram_testobject(mocker, default_conf)
-    patch_get_signal(freqtradebot)
-
    # Try invalid data
    msg_mock.reset_mock()
    freqtradebot.state = State.RUNNING
@ -760,16 +647,16 @@ def test_monthly_wrong_input(default_conf, update, ticker, mocker) -> None:
    assert str('Monthly Profit over the last 6 months</b>:') in msg_mock.call_args_list[0][0][0]


-def test_profit_handle(default_conf, update, ticker, ticker_sell_up, fee,
-                       limit_buy_order, limit_sell_order, mocker) -> None:
-    mocker.patch('freqtrade.rpc.rpc.CryptoToFiatConverter._find_price', return_value=15000.0)
+def test_profit_handle(default_conf_usdt, update, ticker_usdt, ticker_sell_up, fee,
+                       limit_sell_order_usdt, mocker) -> None:
+    mocker.patch('freqtrade.rpc.rpc.CryptoToFiatConverter._find_price', return_value=1.1)
    mocker.patch.multiple(
        'freqtrade.exchange.Exchange',
-        fetch_ticker=ticker,
+        fetch_ticker=ticker_usdt,
        get_fee=fee,
    )

-    telegram, freqtradebot, msg_mock = get_telegram_testobject(mocker, default_conf)
+    telegram, freqtradebot, msg_mock = get_telegram_testobject(mocker, default_conf_usdt)
    patch_get_signal(freqtradebot)

    telegram._profit(update=update, context=MagicMock())
@ -781,13 +668,6 @@ def test_profit_handle(default_conf, update, ticker, ticker_sell_up, fee,
    freqtradebot.enter_positions()
    trade = Trade.query.first()

-    # Simulate fulfilled LIMIT_BUY order for trade
-    limit_buy_order['id'] = trade.orders[0].order_id
-    oobj = Order.parse_from_ccxt_object(limit_buy_order, limit_buy_order['symbol'], 'buy')
-    trade.update_order(limit_buy_order)
-    trade.update_trade(oobj)
-    Trade.commit()
-
    context = MagicMock()
    # Test with invalid 2nd argument (should silently pass)
    context.args = ["aaa"]
@ -795,15 +675,16 @@ def test_profit_handle(default_conf, update, ticker, ticker_sell_up, fee,
    assert msg_mock.call_count == 1
    assert 'No closed trade' in msg_mock.call_args_list[-1][0][0]
    assert '*ROI:* All trades' in msg_mock.call_args_list[-1][0][0]
-    mocker.patch('freqtrade.wallets.Wallets.get_starting_balance', return_value=0.01)
-    assert ('∙ `-0.000005 BTC (-0.50%) (-0.0 \N{GREEK CAPITAL LETTER SIGMA}%)`'
+    mocker.patch('freqtrade.wallets.Wallets.get_starting_balance', return_value=1000)
+    assert ('∙ `0.298 USDT (0.50%) (0.03 \N{GREEK CAPITAL LETTER SIGMA}%)`'
            in msg_mock.call_args_list[-1][0][0])
    msg_mock.reset_mock()

    # Update the ticker with a market going up
    mocker.patch('freqtrade.exchange.Exchange.fetch_ticker', ticker_sell_up)
    # Simulate fulfilled LIMIT_SELL order for trade
-    oobj = Order.parse_from_ccxt_object(limit_sell_order, limit_sell_order['symbol'], 'sell')
+    oobj = Order.parse_from_ccxt_object(
+        limit_sell_order_usdt, limit_sell_order_usdt['symbol'], 'sell')
    trade.update_trade(oobj)

    trade.close_date = datetime.now(timezone.utc)
@ -814,15 +695,15 @@ def test_profit_handle(default_conf, update, ticker, ticker_sell_up, fee,
    telegram._profit(update=update, context=context)
    assert msg_mock.call_count == 1
    assert '*ROI:* Closed trades' in msg_mock.call_args_list[-1][0][0]
-    assert ('∙ `0.00006217 BTC (6.20%) (0.62 \N{GREEK CAPITAL LETTER SIGMA}%)`'
+    assert ('∙ `5.685 USDT (9.45%) (0.57 \N{GREEK CAPITAL LETTER SIGMA}%)`'
            in msg_mock.call_args_list[-1][0][0])
-    assert '∙ `0.933 USD`' in msg_mock.call_args_list[-1][0][0]
+    assert '∙ `6.253 USD`' in msg_mock.call_args_list[-1][0][0]
    assert '*ROI:* All trades' in msg_mock.call_args_list[-1][0][0]
-    assert ('∙ `0.00006217 BTC (6.20%) (0.62 \N{GREEK CAPITAL LETTER SIGMA}%)`'
+    assert ('∙ `5.685 USDT (9.45%) (0.57 \N{GREEK CAPITAL LETTER SIGMA}%)`'
            in msg_mock.call_args_list[-1][0][0])
-    assert '∙ `0.933 USD`' in msg_mock.call_args_list[-1][0][0]
+    assert '∙ `6.253 USD`' in msg_mock.call_args_list[-1][0][0]

-    assert '*Best Performing:* `ETH/BTC: 6.20%`' in msg_mock.call_args_list[-1][0][0]
+    assert '*Best Performing:* `ETH/USDT: 9.45%`' in msg_mock.call_args_list[-1][0][0]


@pytest.mark.parametrize('is_short', [True, False])
@ -1365,75 +1246,43 @@ def test_force_enter_no_pair(default_conf, update, mocker) -> None:
    assert fbuy_mock.call_count == 1


-def test_telegram_performance_handle(default_conf, update, ticker, fee,
-                                     limit_buy_order, limit_sell_order, mocker) -> None:
+def test_telegram_performance_handle(default_conf_usdt, update, ticker, fee, mocker) -> None:

    mocker.patch.multiple(
        'freqtrade.exchange.Exchange',
        fetch_ticker=ticker,
        get_fee=fee,
    )
-    telegram, freqtradebot, msg_mock = get_telegram_testobject(mocker, default_conf)
-    patch_get_signal(freqtradebot)
+    telegram, freqtradebot, msg_mock = get_telegram_testobject(mocker, default_conf_usdt)

    # Create some test data
-    freqtradebot.enter_positions()
-    trade = Trade.query.first()
-    assert trade
+    create_mock_trades_usdt(fee)

-    # Simulate fulfilled LIMIT_BUY order for trade
-    limit_buy_order['id'] = trade.orders[0].order_id
-    oobj = Order.parse_from_ccxt_object(limit_buy_order, limit_buy_order['symbol'], 'buy')
-    trade.update_order(limit_buy_order)
-    trade.update_trade(oobj)
-
-    # Simulate fulfilled LIMIT_SELL order for trade
-    oobj = Order.parse_from_ccxt_object(limit_sell_order, limit_sell_order['symbol'], 'sell')
-    trade.update_trade(oobj)
-
-    trade.close_date = datetime.utcnow()
-    trade.is_open = False
    telegram._performance(update=update, context=MagicMock())
    assert msg_mock.call_count == 1
    assert 'Performance' in msg_mock.call_args_list[0][0][0]
-    assert '<code>ETH/BTC\t0.00006217 BTC (6.20%) (1)</code>' in msg_mock.call_args_list[0][0][0]
+    assert '<code>XRP/USDT\t9.842 USDT (10.00%) (1)</code>' in msg_mock.call_args_list[0][0][0]


 def test_telegram_entry_tag_performance_handle(
-        default_conf, update, ticker, fee, limit_buy_order, limit_sell_order, mocker) -> None:
+        default_conf_usdt, update, ticker, fee, mocker) -> None:
    mocker.patch.multiple(
        'freqtrade.exchange.Exchange',
        fetch_ticker=ticker,
        get_fee=fee,
    )
-    telegram, freqtradebot, msg_mock = get_telegram_testobject(mocker, default_conf)
+    telegram, freqtradebot, msg_mock = get_telegram_testobject(mocker, default_conf_usdt)
    patch_get_signal(freqtradebot)

-    # Create some test data
-    freqtradebot.enter_positions()
-    trade = Trade.query.first()
-    assert trade
+    create_mock_trades_usdt(fee)

-    # Simulate fulfilled LIMIT_BUY order for trade
-    limit_buy_order['id'] = trade.orders[0].order_id
-    oobj = Order.parse_from_ccxt_object(limit_buy_order, limit_buy_order['symbol'], 'buy')
-    trade.update_order(limit_buy_order)
-    trade.update_trade(oobj)
-
-    trade.enter_tag = "TESTBUY"
-    # Simulate fulfilled LIMIT_SELL order for trade
-    oobj = Order.parse_from_ccxt_object(limit_sell_order, limit_sell_order['symbol'], 'sell')
-    trade.update_trade(oobj)
-
-    trade.close_date = datetime.utcnow()
-    trade.is_open = False
    context = MagicMock()
    telegram._enter_tag_performance(update=update, context=context)
    assert msg_mock.call_count == 1
    assert 'Entry Tag Performance' in msg_mock.call_args_list[0][0][0]
-    assert '<code>TESTBUY\t0.00006217 BTC (6.20%) (1)</code>' in msg_mock.call_args_list[0][0][0]
+    assert '<code>TEST1\t3.987 USDT (5.00%) (1)</code>' in msg_mock.call_args_list[0][0][0]

-    context.args = [trade.pair]
+    context.args = ['XRP/USDT']
    telegram._enter_tag_performance(update=update, context=context)
    assert msg_mock.call_count == 2

@ -1446,39 +1295,24 @@ def test_telegram_entry_tag_performance_handle(
    assert "Error" in msg_mock.call_args_list[0][0][0]


-def test_telegram_exit_reason_performance_handle(default_conf, update, ticker, fee,
-                                                 limit_buy_order, limit_sell_order, mocker) -> None:
+def test_telegram_exit_reason_performance_handle(default_conf_usdt, update, ticker, fee,
+                                                 mocker) -> None:
    mocker.patch.multiple(
        'freqtrade.exchange.Exchange',
        fetch_ticker=ticker,
        get_fee=fee,
    )
-    telegram, freqtradebot, msg_mock = get_telegram_testobject(mocker, default_conf)
+    telegram, freqtradebot, msg_mock = get_telegram_testobject(mocker, default_conf_usdt)
    patch_get_signal(freqtradebot)

-    # Create some test data
-    freqtradebot.enter_positions()
-    trade = Trade.query.first()
-    assert trade
-    trade.exit_reason = 'TESTSELL'
-    # Simulate fulfilled LIMIT_BUY order for trade
-    limit_buy_order['id'] = trade.orders[0].order_id
-    oobj = Order.parse_from_ccxt_object(limit_buy_order, limit_buy_order['symbol'], 'buy')
-    trade.update_order(limit_buy_order)
-    trade.update_trade(oobj)
+    create_mock_trades_usdt(fee)

-    # Simulate fulfilled LIMIT_SELL order for trade
-    oobj = Order.parse_from_ccxt_object(limit_sell_order, limit_sell_order['symbol'], 'sell')
-    trade.update_trade(oobj)
-
-    trade.close_date = datetime.utcnow()
-    trade.is_open = False
    context = MagicMock()
    telegram._exit_reason_performance(update=update, context=context)
    assert msg_mock.call_count == 1
    assert 'Exit Reason Performance' in msg_mock.call_args_list[0][0][0]
-    assert '<code>TESTSELL\t0.00006217 BTC (6.20%) (1)</code>' in msg_mock.call_args_list[0][0][0]
-    context.args = [trade.pair]
+    assert '<code>roi\t9.842 USDT (10.00%) (1)</code>' in msg_mock.call_args_list[0][0][0]
+    context.args = ['XRP/USDT']

    telegram._exit_reason_performance(update=update, context=context)
    assert msg_mock.call_count == 2
@ -1492,45 +1326,27 @@ def test_telegram_exit_reason_performance_handle(default_conf, update, ticker, f
    assert "Error" in msg_mock.call_args_list[0][0][0]


-def test_telegram_mix_tag_performance_handle(default_conf, update, ticker, fee,
-                                             limit_buy_order, limit_sell_order, mocker) -> None:
+def test_telegram_mix_tag_performance_handle(default_conf_usdt, update, ticker, fee,
+                                             mocker) -> None:
    mocker.patch.multiple(
        'freqtrade.exchange.Exchange',
        fetch_ticker=ticker,
        get_fee=fee,
    )
-    telegram, freqtradebot, msg_mock = get_telegram_testobject(mocker, default_conf)
+    telegram, freqtradebot, msg_mock = get_telegram_testobject(mocker, default_conf_usdt)
    patch_get_signal(freqtradebot)

    # Create some test data
-    freqtradebot.enter_positions()
-    trade = Trade.query.first()
-    assert trade
-
-    trade.enter_tag = "TESTBUY"
-    trade.exit_reason = "TESTSELL"
-
-    # Simulate fulfilled LIMIT_BUY order for trade
-    limit_buy_order['id'] = trade.orders[0].order_id
-    oobj = Order.parse_from_ccxt_object(limit_buy_order, limit_buy_order['symbol'], 'buy')
-    trade.update_order(limit_buy_order)
-    trade.update_trade(oobj)
-
-    # Simulate fulfilled LIMIT_SELL order for trade
-    oobj = Order.parse_from_ccxt_object(limit_sell_order, limit_sell_order['symbol'], 'sell')
-    trade.update_trade(oobj)
-
-    trade.close_date = datetime.utcnow()
-    trade.is_open = False
+    create_mock_trades_usdt(fee)

    context = MagicMock()
    telegram._mix_tag_performance(update=update, context=context)
    assert msg_mock.call_count == 1
    assert 'Mix Tag Performance' in msg_mock.call_args_list[0][0][0]
-    assert ('<code>TESTBUY TESTSELL\t0.00006217 BTC (6.20%) (1)</code>'
+    assert ('<code>TEST3 roi\t9.842 USDT (10.00%) (1)</code>'
            in msg_mock.call_args_list[0][0][0])

-    context.args = [trade.pair]
+    context.args = ['XRP/USDT']
    telegram._mix_tag_performance(update=update, context=context)
    assert msg_mock.call_count == 2

--- a/tests/rpc/test_rpc_webhook.py
+++ b/tests/rpc/test_rpc_webhook.py
@ -1,5 +1,6 @@
 # pragma pylint: disable=missing-docstring, C0103, protected-access

+from datetime import datetime, timedelta
 from unittest.mock import MagicMock

 import pytest
@ -7,6 +8,7 @@ from requests import RequestException

 from freqtrade.enums import ExitType, RPCMessageType
 from freqtrade.rpc import RPC
+from freqtrade.rpc.discord import Discord
 from freqtrade.rpc.webhook import Webhook
 from tests.conftest import get_patched_freqtradebot, log_has

@ -406,3 +408,42 @@ def test__send_msg_with_raw_format(default_conf, mocker, caplog):
    webhook._send_msg(msg)

    assert post.call_args[1] == {'data': msg['data'], 'headers': {'Content-Type': 'text/plain'}}
+
+
+def test_send_msg_discord(default_conf, mocker):
+
+    default_conf["discord"] = {
+        'enabled': True,
+        'webhook_url': "https://webhookurl..."
+    }
+    msg_mock = MagicMock()
+    mocker.patch("freqtrade.rpc.webhook.Webhook._send_msg", msg_mock)
+    discord = Discord(RPC(get_patched_freqtradebot(mocker, default_conf)), default_conf)
+
+    msg = {
+        'type': RPCMessageType.EXIT_FILL,
+        'trade_id': 1,
+        'exchange': 'Binance',
+        'pair': 'ETH/BTC',
+        'direction': 'Long',
+        'gain': "profit",
+        'close_rate': 0.005,
+        'amount': 0.8,
+        'order_type': 'limit',
+        'open_date': datetime.now() - timedelta(days=1),
+        'close_date': datetime.now(),
+        'open_rate': 0.004,
+        'current_rate': 0.005,
+        'profit_amount': 0.001,
+        'profit_ratio': 0.20,
+        'stake_currency': 'BTC',
+        'enter_tag': 'enter_tagggg',
+        'exit_reason': ExitType.STOP_LOSS.value,
+    }
+    discord.send_msg(msg=msg)
+
+    assert msg_mock.call_count == 1
+    assert 'embeds' in msg_mock.call_args_list[0][0][0]
+    assert 'title' in msg_mock.call_args_list[0][0][0]['embeds'][0]
+    assert 'color' in msg_mock.call_args_list[0][0][0]['embeds'][0]
+    assert 'fields' in msg_mock.call_args_list[0][0][0]['embeds'][0]
--- a/tests/strategy/strats/hyperoptable_strategy.py
+++ b/tests/strategy/strats/hyperoptable_strategy.py
@ -27,7 +27,6 @@ class HyperoptableStrategy(StrategyTestV2):
        'sell_minusdi': 0.4
    }

-    buy_rsi = IntParameter([0, 50], default=30, space='buy')
    buy_plusdi = RealParameter(low=0, high=1, default=0.5, space='buy')
    sell_rsi = IntParameter(low=50, high=100, default=70, space='sell')
    sell_minusdi = DecimalParameter(low=0, high=1, default=0.5001, decimals=3, space='sell',
@ -45,6 +44,12 @@ class HyperoptableStrategy(StrategyTestV2):
            })
        return prot

+    def bot_start(self, **kwargs) -> None:
+        """
+        Parameters can also be defined here ...
+        """
+        self.buy_rsi = IntParameter([0, 50], default=30, space='buy')
+
    def informative_pairs(self):
        """
        Define additional, informative pair/interval combinations to be cached from the exchange.
--- a/tests/strategy/strats/strategy_test_v3.py
+++ b/tests/strategy/strats/strategy_test_v3.py
@ -178,8 +178,8 @@ class StrategyTestV3(IStrategy):
        return dataframe

    def leverage(self, pair: str, current_time: datetime, current_rate: float,
-                 proposed_leverage: float, max_leverage: float, side: str,
-                 **kwargs) -> float:
+                 proposed_leverage: float, max_leverage: float, entry_tag: Optional[str],
+                 side: str, **kwargs) -> float:
        # Return 3.0 in all cases.
        # Bot-logic must make sure it's an allowed leverage and eventually adjust accordingly.

--- a/tests/strategy/test_interface.py
+++ b/tests/strategy/test_interface.py
@ -16,10 +16,12 @@ from freqtrade.exceptions import OperationalException, StrategyError
 from freqtrade.optimize.space import SKDecimal
 from freqtrade.persistence import PairLocks, Trade
 from freqtrade.resolvers import StrategyResolver
+from freqtrade.strategy.hyper import detect_parameters
 from freqtrade.strategy.parameters import (BaseParameter, BooleanParameter, CategoricalParameter,
                                           DecimalParameter, IntParameter, RealParameter)
 from freqtrade.strategy.strategy_wrapper import strategy_safe_wrapper
-from tests.conftest import CURRENT_TEST_STRATEGY, TRADE_SIDES, log_has, log_has_re
+from tests.conftest import (CURRENT_TEST_STRATEGY, TRADE_SIDES, create_mock_trades, log_has,
+                            log_has_re)

 from .strats.strategy_test_v3 import StrategyTestV3

@ -614,6 +616,7 @@ def test_leverage_callback(default_conf, side) -> None:
        proposed_leverage=1.0,
        max_leverage=5.0,
        side=side,
+        entry_tag=None,
        ) == 1

    default_conf['strategy'] = CURRENT_TEST_STRATEGY
@ -625,6 +628,7 @@ def test_leverage_callback(default_conf, side) -> None:
        proposed_leverage=1.0,
        max_leverage=5.0,
        side=side,
+        entry_tag='entry_tag_test',
        ) == 3


@ -809,6 +813,28 @@ def test_strategy_safe_wrapper(value):
    assert ret == value


+@pytest.mark.usefixtures("init_persistence")
+def test_strategy_safe_wrapper_trade_copy(fee):
+    create_mock_trades(fee)
+
+    def working_method(trade):
+        assert len(trade.orders) > 0
+        assert trade.orders
+        trade.orders = []
+        assert len(trade.orders) == 0
+        return trade
+
+    trade = Trade.get_open_trades()[0]
+    # Don't assert anything before strategy_wrapper.
+    # This ensures that relationship loading works correctly.
+    ret = strategy_safe_wrapper(working_method, message='DeadBeef')(trade=trade)
+    assert isinstance(ret, Trade)
+    assert id(trade) != id(ret)
+    # Did not modify the original order
+    assert len(trade.orders) > 0
+    assert len(ret.orders) == 0
+
+
 def test_hyperopt_parameters():
    from skopt.space import Categorical, Integer, Real
    with pytest.raises(OperationalException, match=r"Name is determined.*"):
@ -893,7 +919,7 @@ def test_auto_hyperopt_interface(default_conf):
    default_conf.update({'strategy': 'HyperoptableStrategy'})
    PairLocks.timeframe = default_conf['timeframe']
    strategy = StrategyResolver.load_strategy(default_conf)
-
+    strategy.ft_bot_start()
    with pytest.raises(OperationalException):
        next(strategy.enumerate_parameters('deadBeef'))

@ -908,15 +934,18 @@ def test_auto_hyperopt_interface(default_conf):
    assert strategy.sell_minusdi.value == 0.5
    all_params = strategy.detect_all_parameters()
    assert isinstance(all_params, dict)
-    assert len(all_params['buy']) == 2
+    # Only one buy param at class level
+    assert len(all_params['buy']) == 1
+    # Running detect params at instance level reveals both parameters.
+    assert len(list(detect_parameters(strategy, 'buy'))) == 2
    assert len(all_params['sell']) == 2
    # Number of Hyperoptable parameters
-    assert all_params['count'] == 6
+    assert all_params['count'] == 5

    strategy.__class__.sell_rsi = IntParameter([0, 10], default=5, space='buy')

    with pytest.raises(OperationalException, match=r"Inconclusive parameter.*"):
-        [x for x in strategy.detect_parameters('sell')]
+        [x for x in detect_parameters(strategy, 'sell')]


 def test_auto_hyperopt_interface_loadparams(default_conf, mocker, caplog):
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@ -209,13 +209,14 @@ def test_edge_overrides_stoploss(limit_order, fee, caplog, mocker,
    #
    # mocking the ticker: price is falling ...
    enter_price = limit_order['buy']['price']
+    ticker_val = {
+            'bid': enter_price,
+            'ask': enter_price,
+            'last': enter_price,
+        }
    mocker.patch.multiple(
        'freqtrade.exchange.Exchange',
-        fetch_ticker=MagicMock(return_value={
-            'bid': enter_price * buy_price_mult,
-            'ask': enter_price * buy_price_mult,
-            'last': enter_price * buy_price_mult,
-        }),
+        fetch_ticker=MagicMock(return_value=ticker_val),
        get_fee=fee,
    )
    #############################################
@ -228,11 +229,12 @@ def test_edge_overrides_stoploss(limit_order, fee, caplog, mocker,
    freqtrade.enter_positions()
    trade = Trade.query.first()
    caplog.clear()
-    limit_order['buy']['id'] = trade.orders[0].order_id
-    oobj = Order.parse_from_ccxt_object(limit_order['buy'], 'NEO/BTC', 'buy')
-    trade.update_order(limit_order['buy'])
-    trade.update_trade(oobj)
    #############################################
+    ticker_val.update({
+            'bid': enter_price * buy_price_mult,
+            'ask': enter_price * buy_price_mult,
+            'last': enter_price * buy_price_mult,
+    })

    # stoploss shoud be hit
    assert freqtrade.handle_trade(trade) is not ignore_strat_sl
@ -1776,9 +1778,7 @@ def test_tsl_on_exchange_compatible_with_edge(mocker, edge_conf, fee, caplog,
        'type': 'stop_loss_limit',
        'price': 3,
        'average': 2,
-        'info': {
        'stopPrice': '2.178'
-        }
    })

    mocker.patch('freqtrade.exchange.Exchange.fetch_stoploss_order', stoploss_order_hanging)
@ -2577,6 +2577,7 @@ def test_check_handle_cancelled_buy(
        get_fee=fee
    )
    freqtrade = FreqtradeBot(default_conf_usdt)
+    open_trade.orders = []
    open_trade.is_short = is_short
    Trade.query.session.add(open_trade)

@ -2961,6 +2962,7 @@ def test_handle_cancel_enter(mocker, caplog, default_conf_usdt, limit_order, is_
    freqtrade = FreqtradeBot(default_conf_usdt)
    freqtrade._notify_enter_cancel = MagicMock()

+    # TODO: Convert to real trade
    trade = MagicMock()
    trade.pair = 'LTC/USDT'
    trade.open_rate = 200
@ -2968,6 +2970,7 @@ def test_handle_cancel_enter(mocker, caplog, default_conf_usdt, limit_order, is_
    trade.entry_side = "buy"
    l_order['filled'] = 0.0
    l_order['status'] = 'open'
+    trade.nr_of_successful_entries = 0
    reason = CANCEL_REASON['TIMEOUT']
    assert freqtrade.handle_cancel_enter(trade, l_order, reason)
    assert cancel_order_mock.call_count == 1
@ -3010,7 +3013,9 @@ def test_handle_cancel_enter_exchanges(mocker, caplog, default_conf_usdt, is_sho
    freqtrade = FreqtradeBot(default_conf_usdt)

    reason = CANCEL_REASON['TIMEOUT']
+    # TODO: Convert to real trade
    trade = MagicMock()
+    trade.nr_of_successful_entries = 0
    trade.pair = 'LTC/ETH'
    trade.entry_side = "sell" if is_short else "buy"
    assert freqtrade.handle_cancel_enter(trade, limit_buy_order_canceled_empty, reason)
@ -3043,13 +3048,14 @@ def test_handle_cancel_enter_corder_empty(mocker, default_conf_usdt, limit_order

    freqtrade = FreqtradeBot(default_conf_usdt)
    freqtrade._notify_enter_cancel = MagicMock()
-
+    # TODO: Convert to real trade
    trade = MagicMock()
    trade.pair = 'LTC/USDT'
    trade.entry_side = "buy"
    trade.open_rate = 200
    trade.entry_side = "buy"
    trade.open_order_id = "open_order_noop"
+    trade.nr_of_successful_entries = 0
    l_order['filled'] = 0.0
    l_order['status'] = 'open'
    reason = CANCEL_REASON['TIMEOUT']
@ -3783,6 +3789,7 @@ def test_exit_profit_only(
    trade = Trade.query.first()
    assert trade.is_short == is_short
    oobj = Order.parse_from_ccxt_object(limit_order[eside], limit_order[eside]['symbol'], eside)
+    trade.update_order(limit_order[eside])
    trade.update_trade(oobj)
    freqtrade.wallets.update()
    if profit_only:
@ -4071,6 +4078,7 @@ def test_trailing_stop_loss_positive(
    trade = Trade.query.first()
    assert trade.is_short == is_short
    oobj = Order.parse_from_ccxt_object(limit_order[eside], limit_order[eside]['symbol'], eside)
+    trade.update_order(limit_order[eside])
    trade.update_trade(oobj)
    caplog.set_level(logging.DEBUG)
    # stop-loss not reached
@ -4816,10 +4824,19 @@ def test_startup_update_open_orders(mocker, default_conf_usdt, fee, caplog, is_s
    assert len(Order.get_open_orders()) == 2

    caplog.clear()
-    mocker.patch('freqtrade.exchange.Exchange.fetch_order', side_effect=InvalidOrderException)
+    mocker.patch('freqtrade.exchange.Exchange.fetch_order', side_effect=ExchangeError)
    freqtrade.startup_update_open_orders()
    assert log_has_re(r"Error updating Order .*", caplog)

+    mocker.patch('freqtrade.exchange.Exchange.fetch_order', side_effect=InvalidOrderException)
+    hto_mock = mocker.patch('freqtrade.freqtradebot.FreqtradeBot.handle_timedout_order')
+    # Orders which are no longer found after X days should be assumed as canceled.
+    freqtrade.startup_update_open_orders()
+    assert log_has_re(r"Order is older than \d days.*", caplog)
+    assert hto_mock.call_count == 2
+    assert hto_mock.call_args_list[0][0][0]['status'] == 'canceled'
+    assert hto_mock.call_args_list[1][0][0]['status'] == 'canceled'
+

@pytest.mark.usefixtures("init_persistence")
@pytest.mark.parametrize("is_short", [False, True])