diff --git a/freqtrade/analyze.py b/freqtrade/analyze.py
index bed644e03..9b7a3b080 100644
--- a/freqtrade/analyze.py
+++ b/freqtrade/analyze.py
@@ -177,15 +177,15 @@ class Analyze(object):
             return True
 
         # Check if time matches and current rate is above threshold
-        time_diff = (current_time - trade.open_date).total_seconds() / 60
-        for duration, threshold in sorted(self.strategy.minimal_roi.items()):
-            if time_diff > float(duration) and current_profit > threshold:
+        time_diff = (current_time.timestamp() - trade.open_date.timestamp()) / 60
+        for duration_string, threshold in self.strategy.minimal_roi.items():
+            duration = float(duration_string)
+            if time_diff > duration and current_profit > threshold:
                 return True
 
-        self.logger.debug(
-            'Threshold not reached. (cur_profit: %1.2f%%)',
-            float(current_profit) * 100.0
-        )
+            if time_diff < duration:
+                return False
+
         return False
 
     def tickerdata_to_dataframe(self, tickerdata: Dict[str, List]) -> Dict[str, DataFrame]:
diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py
index d02691886..dfe5a5f49 100644
--- a/freqtrade/optimize/backtesting.py
+++ b/freqtrade/optimize/backtesting.py
@@ -114,15 +114,13 @@ class Backtesting(object):
         )
 
         # calculate win/lose forwards from buy point
-        sell_subset = ticker[ticker.index > row.Index][['close', 'sell']]
+        sell_subset = ticker[ticker.index > row.Index][['close', 'sell', 'buy']]
         for row2 in sell_subset.itertuples(index=True):
             if max_open_trades > 0:
                 # Increase trade_count_lock for every iteration
                 trade_count_lock[row2.Index] = trade_count_lock.get(row2.Index, 0) + 1
 
-            # Buy is on is in the buy_subset there is a row that matches the date
-            # of the sell event
-            buy_signal = (buy_subset.index == row2.Index).any()
+            buy_signal = row2.buy
             if(
                     self.analyze.should_sell(
                         trade=trade,
diff --git a/freqtrade/persistence.py b/freqtrade/persistence.py
index ea6603795..e0d433a24 100644
--- a/freqtrade/persistence.py
+++ b/freqtrade/persistence.py
@@ -194,8 +194,8 @@ class Trade(_DECL_BASE):
         """
         open_trade_price = self.calc_open_trade_price()
         close_trade_price = self.calc_close_trade_price(
-            rate=Decimal(rate or self.close_rate),
-            fee=Decimal(fee or self.fee)
+            rate=(rate or self.close_rate),
+            fee=(fee or self.fee)
         )
         return float("{0:.8f}".format(close_trade_price - open_trade_price))
 
@@ -213,8 +213,8 @@ class Trade(_DECL_BASE):
 
         open_trade_price = self.calc_open_trade_price()
         close_trade_price = self.calc_close_trade_price(
-            rate=Decimal(rate or self.close_rate),
-            fee=Decimal(fee or self.fee)
+            rate=(rate or self.close_rate),
+            fee=(fee or self.fee)
         )
 
         return float("{0:.8f}".format((close_trade_price / open_trade_price) - 1))
diff --git a/freqtrade/strategy/strategy.py b/freqtrade/strategy/strategy.py
index 24ad31190..3d077a7e0 100644
--- a/freqtrade/strategy/strategy.py
+++ b/freqtrade/strategy/strategy.py
@@ -6,6 +6,7 @@ This module load custom strategies
 import importlib
 import os
 import sys
+from collections import OrderedDict
 from pandas import DataFrame
 from freqtrade.logger import Logger
 from freqtrade.constants import Constants
@@ -56,7 +57,9 @@ class Strategy(object):
             )
 
         # Minimal ROI designed for the strategy
-        self.minimal_roi = self.custom_strategy.minimal_roi
+        self.minimal_roi = OrderedDict(sorted(
+            self.custom_strategy.minimal_roi.items(),
+            key=lambda tuple: float(tuple[0])))  # sort after converting to number
 
         # Optimal stoploss designed for the strategy
         self.stoploss = self.custom_strategy.stoploss
diff --git a/freqtrade/tests/test_persistence.py b/freqtrade/tests/test_persistence.py
index 401de7acb..f6c5318ce 100644
--- a/freqtrade/tests/test_persistence.py
+++ b/freqtrade/tests/test_persistence.py
@@ -271,10 +271,6 @@ def test_calc_profit(limit_buy_order, limit_sell_order):
     # Lower than open rate
     assert trade.calc_profit(rate=0.00000123, fee=0.003) == -0.00089092
 
-    # Only custom fee without sell order applied
-    with pytest.raises(TypeError):
-        trade.calc_profit(fee=0.003)
-
     # Test when we apply a Sell order. Sell higher than open rate @ 0.00001173
     trade.update(limit_sell_order)
     assert trade.calc_profit() == 0.00006217
@@ -299,10 +295,6 @@ def test_calc_profit_percent(limit_buy_order, limit_sell_order):
     # Get percent of profit with a custom rate (Lower than open rate)
     assert trade.calc_profit_percent(rate=0.00000123) == -0.88863827
 
-    # Only custom fee without sell order applied
-    with pytest.raises(TypeError):
-        trade.calc_profit_percent(fee=0.003)
-
     # Test when we apply a Sell order. Sell higher than open rate @ 0.00001173
     trade.update(limit_sell_order)
     assert trade.calc_profit_percent() == 0.06201057