diff --git a/freqtrade/data/history/idatahandler.py b/freqtrade/data/history/idatahandler.py
index b87912080..31d768a5f 100644
--- a/freqtrade/data/history/idatahandler.py
+++ b/freqtrade/data/history/idatahandler.py
@@ -248,7 +248,7 @@ class IDataHandler(ABC):
             timerange=timerange_startup,
             candle_type=candle_type
         )
-        if self._check_empty_df(pairdf, pair, timeframe, warn_no_data):
+        if self._check_empty_df(pairdf, pair, timeframe, candle_type, warn_no_data):
             return pairdf
         else:
             enddate = pairdf.iloc[-1]['date']
@@ -256,7 +256,7 @@ class IDataHandler(ABC):
             if timerange_startup:
                 self._validate_pairdata(pair, pairdf, timeframe, candle_type, timerange_startup)
                 pairdf = trim_dataframe(pairdf, timerange_startup)
-                if self._check_empty_df(pairdf, pair, timeframe, warn_no_data):
+                if self._check_empty_df(pairdf, pair, timeframe, candle_type, warn_no_data):
                     return pairdf
 
             # incomplete candles should only be dropped if we didn't trim the end beforehand.
@@ -265,18 +265,19 @@ class IDataHandler(ABC):
                                            fill_missing=fill_missing,
                                            drop_incomplete=(drop_incomplete and
                                                             enddate == pairdf.iloc[-1]['date']))
-            self._check_empty_df(pairdf, pair, timeframe, warn_no_data)
+            self._check_empty_df(pairdf, pair, timeframe, candle_type, warn_no_data)
             return pairdf
 
-    def _check_empty_df(self, pairdf: DataFrame, pair: str, timeframe: str, warn_no_data: bool):
+    def _check_empty_df(self, pairdf: DataFrame, pair: str, timeframe: str,
+                        candle_type: CandleType, warn_no_data: bool):
         """
         Warn on empty dataframe
         """
         if pairdf.empty:
             if warn_no_data:
                 logger.warning(
-                    f'No history data for pair: "{pair}", timeframe: {timeframe}. '
-                    'Use `freqtrade download-data` to download the data'
+                    f"No history for {pair}, {candle_type}, {timeframe} found. "
+                    "Use `freqtrade download-data` to download the data"
                 )
             return True
         return False
diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py
index fd4dee465..0e0d8c51e 100644
--- a/freqtrade/exchange/exchange.py
+++ b/freqtrade/exchange/exchange.py
@@ -1830,25 +1830,6 @@ class Exchange:
         else:
             return 1.0
 
-    def _get_funding_fee(
-        self,
-        size: float,
-        funding_rate: float,
-        mark_price: float,
-        time_in_ratio: Optional[float] = None
-    ) -> float:
-        """
-        Calculates a single funding fee
-        :param size: contract size * number of contracts
-        :param mark_price: The price of the asset that the contract is based off of
-        :param funding_rate: the interest rate and the premium
-            - interest rate:
-            - premium: varies by price difference between the perpetual contract and mark price
-        :param time_in_ratio: Not used by most exchange classes
-        """
-        nominal_value = mark_price * size
-        return nominal_value * funding_rate
-
     @retrier
     def _set_leverage(
         self,
@@ -1901,18 +1882,21 @@ class Exchange:
         except ccxt.BaseError as e:
             raise OperationalException(e) from e
 
-    def _calculate_funding_fees(
+    def _fetch_and_calculate_funding_fees(
         self,
         pair: str,
         amount: float,
+        is_short: bool,
         open_date: datetime,
         close_date: Optional[datetime] = None
     ) -> float:
         """
-        calculates the sum of all funding fees that occurred for a pair during a futures trade
+        Fetches and calculates the sum of all funding fees that occurred for a pair
+        during a futures trade.
         Only used during dry-run or if the exchange does not provide a funding_rates endpoint.
         :param pair: The quote/base pair of the trade
         :param amount: The quantity of the trade
+        :param is_short: trade direction
         :param open_date: The date and time that the trade started
         :param close_date: The date and time that the trade ended
         """
@@ -1924,7 +1908,6 @@ class Exchange:
                                         self._ft_has['mark_ohlcv_timeframe'])
         open_date = timeframe_to_prev_date(timeframe, open_date)
 
-        fees: float = 0
         if not close_date:
             close_date = datetime.now(timezone.utc)
         open_timestamp = int(open_date.timestamp()) * 1000
@@ -1942,25 +1925,69 @@ class Exchange:
         )
         funding_rates = candle_histories[funding_comb]
         mark_rates = candle_histories[mark_comb]
+        funding_mark_rates = self.combine_funding_and_mark(
+            funding_rates=funding_rates, mark_rates=mark_rates)
+
+        return self.calculate_funding_fees(
+            funding_mark_rates,
+            amount=amount,
+            is_short=is_short,
+            open_date=open_date,
+            close_date=close_date
+        )
+
+    @staticmethod
+    def combine_funding_and_mark(funding_rates: DataFrame, mark_rates: DataFrame) -> DataFrame:
+        """
+        Combine funding-rates and mark-rates dataframes
+        :param funding_rates: Dataframe containing Funding rates (Type FUNDING_RATE)
+        :param mark_rates: Dataframe containing Mark rates (Type mark_ohlcv_price)
+        """
+
+        return funding_rates.merge(mark_rates, on='date', how="inner", suffixes=["_fund", "_mark"])
+
+    def calculate_funding_fees(
+        self,
+        df: DataFrame,
+        amount: float,
+        is_short: bool,
+        open_date: datetime,
+        close_date: Optional[datetime] = None,
+        time_in_ratio: Optional[float] = None
+    ) -> float:
+        """
+        calculates the sum of all funding fees that occurred for a pair during a futures trade
+        :param df: Dataframe containing combined funding and mark rates
+                   as `open_fund` and `open_mark`.
+        :param amount: The quantity of the trade
+        :param is_short: trade direction
+        :param open_date: The date and time that the trade started
+        :param close_date: The date and time that the trade ended
+        :param time_in_ratio: Not used by most exchange classes
+        """
+        fees: float = 0
 
-        df = funding_rates.merge(mark_rates, on='date', how="inner", suffixes=["_fund", "_mark"])
         if not df.empty:
             df = df[(df['date'] >= open_date) & (df['date'] <= close_date)]
             fees = sum(df['open_fund'] * df['open_mark'] * amount)
 
-        return fees
+        # Negate fees for longs as funding_fees expects it this way based on live endpoints.
+        return fees if is_short else -fees
 
-    def get_funding_fees(self, pair: str, amount: float, open_date: datetime) -> float:
+    def get_funding_fees(
+            self, pair: str, amount: float, is_short: bool, open_date: datetime) -> float:
         """
         Fetch funding fees, either from the exchange (live) or calculates them
         based on funding rate/mark price history
         :param pair: The quote/base pair of the trade
+        :param is_short: trade direction
         :param amount: Trade amount
         :param open_date: Open date of the trade
         """
         if self.trading_mode == TradingMode.FUTURES:
             if self._config['dry_run']:
-                funding_fees = self._calculate_funding_fees(pair, amount, open_date)
+                funding_fees = self._fetch_and_calculate_funding_fees(
+                    pair, amount, is_short, open_date)
             else:
                 funding_fees = self._get_funding_fees_from_exchange(pair, open_date)
             return funding_fees
diff --git a/freqtrade/exchange/kraken.py b/freqtrade/exchange/kraken.py
index f2e5e4476..7c67d870d 100644
--- a/freqtrade/exchange/kraken.py
+++ b/freqtrade/exchange/kraken.py
@@ -1,8 +1,10 @@
 """ Kraken exchange subclass """
 import logging
+from datetime import datetime
 from typing import Any, Dict, List, Optional, Tuple
 
 import ccxt
+from pandas import DataFrame
 
 from freqtrade.enums import Collateral, TradingMode
 from freqtrade.exceptions import (DDosProtection, InsufficientFundsError, InvalidOrderException,
@@ -157,11 +159,13 @@ class Kraken(Exchange):
             params['leverage'] = leverage
         return params
 
-    def _get_funding_fee(
+    def calculate_funding_fees(
         self,
-        size: float,
-        funding_rate: float,
-        mark_price: float,
+        df: DataFrame,
+        amount: float,
+        is_short: bool,
+        open_date: datetime,
+        close_date: Optional[datetime] = None,
         time_in_ratio: Optional[float] = None
     ) -> float:
         """
@@ -169,16 +173,22 @@ class Kraken(Exchange):
         # ! passed to _get_funding_fee. For kraken futures to work in dry run and backtesting
         # ! functionality must be added that passes the parameter time_in_ratio to
         # ! _get_funding_fee when using Kraken
-        Calculates a single funding fee
-        :param size: contract size * number of contracts
-        :param mark_price: The price of the asset that the contract is based off of
-        :param funding_rate: the interest rate and the premium
-            - interest rate:
-            - premium: varies by price difference between the perpetual contract and mark price
-        :param time_in_ratio: time elapsed within funding period without position alteration
+        calculates the sum of all funding fees that occurred for a pair during a futures trade
+        :param df: Dataframe containing combined funding and mark rates
+                   as `open_fund` and `open_mark`.
+        :param amount: The quantity of the trade
+        :param is_short: trade direction
+        :param open_date: The date and time that the trade started
+        :param close_date: The date and time that the trade ended
+        :param time_in_ratio: Not used by most exchange classes
         """
         if not time_in_ratio:
             raise OperationalException(
                 f"time_in_ratio is required for {self.name}._get_funding_fee")
-        nominal_value = mark_price * size
-        return nominal_value * funding_rate * time_in_ratio
+        fees: float = 0
+
+        if not df.empty:
+            df = df[(df['date'] >= open_date) & (df['date'] <= close_date)]
+            fees = sum(df['open_fund'] * df['open_mark'] * amount * time_in_ratio)
+
+        return fees if is_short else -fees
diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index ce9255854..7b7508854 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -273,9 +273,10 @@ class FreqtradeBot(LoggingMixin):
             trades = Trade.get_open_trades()
             for trade in trades:
                 funding_fees = self.exchange.get_funding_fees(
-                    trade.pair,
-                    trade.amount,
-                    trade.open_date
+                    pair=trade.pair,
+                    amount=trade.amount,
+                    is_short=trade.is_short,
+                    open_date=trade.open_date
                 )
                 trade.funding_fees = funding_fees
         else:
@@ -741,7 +742,8 @@ class FreqtradeBot(LoggingMixin):
         # Fee is applied twice because we make a LIMIT_BUY and LIMIT_SELL
         fee = self.exchange.get_fee(symbol=pair, taker_or_maker='maker')
         open_date = datetime.now(timezone.utc)
-        funding_fees = self.exchange.get_funding_fees(pair, amount, open_date)
+        funding_fees = self.exchange.get_funding_fees(
+            pair=pair, amount=amount, is_short=is_short, open_date=open_date)
         # This is a new trade
         if trade is None:
             trade = Trade(
@@ -1379,9 +1381,10 @@ class FreqtradeBot(LoggingMixin):
         :return: True if it succeeds (supported) False (not supported)
         """
         trade.funding_fees = self.exchange.get_funding_fees(
-            trade.pair,
-            trade.amount,
-            trade.open_date
+            pair=trade.pair,
+            amount=trade.amount,
+            is_short=trade.is_short,
+            open_date=trade.open_date,
         )
         exit_type = 'sell'
         if sell_reason.sell_type in (SellType.STOP_LOSS, SellType.TRAILING_STOP_LOSS):
diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py
index 852bf10e8..7e6aa3ce5 100644
--- a/freqtrade/optimize/backtesting.py
+++ b/freqtrade/optimize/backtesting.py
@@ -154,6 +154,7 @@ class Backtesting:
         else:
             self.timeframe_detail_min = 0
         self.detail_data: Dict[str, DataFrame] = {}
+        self.futures_data: Dict[str, DataFrame] = {}
 
     def init_backtest(self):
 
@@ -233,6 +234,37 @@ class Backtesting:
             )
         else:
             self.detail_data = {}
+        if self.trading_mode == TradingMode.FUTURES:
+            # Load additional futures data.
+            funding_rates_dict = history.load_data(
+                datadir=self.config['datadir'],
+                pairs=self.pairlists.whitelist,
+                timeframe=self.exchange._ft_has['mark_ohlcv_timeframe'],
+                timerange=self.timerange,
+                startup_candles=0,
+                fail_without_data=True,
+                data_format=self.config.get('dataformat_ohlcv', 'json'),
+                candle_type=CandleType.FUNDING_RATE
+            )
+
+            # For simplicity, assign to CandleType.Mark (might contian index candles!)
+            mark_rates_dict = history.load_data(
+                datadir=self.config['datadir'],
+                pairs=self.pairlists.whitelist,
+                timeframe=self.exchange._ft_has['mark_ohlcv_timeframe'],
+                timerange=self.timerange,
+                startup_candles=0,
+                fail_without_data=True,
+                data_format=self.config.get('dataformat_ohlcv', 'json'),
+                candle_type=CandleType.from_string(self.exchange._ft_has["mark_ohlcv_price"])
+            )
+            # Combine data to avoid combining the data per trade.
+            for pair in self.pairlists.whitelist:
+                self.futures_data[pair] = funding_rates_dict[pair].merge(
+                    mark_rates_dict[pair], on='date', how="inner", suffixes=["_fund", "_mark"])
+
+        else:
+            self.futures_data = {}
 
     def prepare_backtest(self, enable_protections):
         """
@@ -399,15 +431,12 @@ class Backtesting:
 
     def _get_sell_trade_entry_for_candle(self, trade: LocalTrade,
                                          sell_row: Tuple) -> Optional[LocalTrade]:
-        # TODO-lev: add interest / funding fees to trade object ->
-        # Must be done either here, or one level higher ->
-        # (if we don't want to do it at "detail" level)
 
         # Check if we need to adjust our current positions
         if self.strategy.position_adjustment_enable:
             trade = self._get_adjust_trade_entry_for_candle(trade, sell_row)
 
-        sell_candle_time = sell_row[DATE_IDX].to_pydatetime()
+        sell_candle_time: datetime = sell_row[DATE_IDX].to_pydatetime()
         enter = sell_row[SHORT_IDX] if trade.is_short else sell_row[LONG_IDX]
         exit_ = sell_row[ESHORT_IDX] if trade.is_short else sell_row[ELONG_IDX]
         sell = self.strategy.should_exit(
@@ -460,8 +489,19 @@ class Backtesting:
         return None
 
     def _get_sell_trade_entry(self, trade: LocalTrade, sell_row: Tuple) -> Optional[LocalTrade]:
+        sell_candle_time: datetime = sell_row[DATE_IDX].to_pydatetime()
+
+        if self.trading_mode == TradingMode.FUTURES:
+            # TODO-lev: Other fees / liquidation price?
+            trade.funding_fees = self.exchange.calculate_funding_fees(
+                self.futures_data[trade.pair],
+                amount=trade.amount,
+                is_short=trade.is_short,
+                open_date=trade.open_date_utc,
+                close_date=sell_candle_time,
+            )
+
         if self.timeframe_detail and trade.pair in self.detail_data:
-            sell_candle_time = sell_row[DATE_IDX].to_pydatetime()
             sell_candle_end = sell_candle_time + timedelta(minutes=self.timeframe_min)
 
             detail_data = self.detail_data[trade.pair]
@@ -549,7 +589,7 @@ class Backtesting:
                 return None
 
         if stake_amount and (not min_stake_amount or stake_amount > min_stake_amount):
-            amount = round(stake_amount / propose_rate, 8)
+            amount = round((stake_amount / propose_rate) * leverage, 8)
             if trade is None:
                 # Enter trade
                 has_buy_tag = len(row) >= ENTER_TAG_IDX + 1
@@ -558,13 +598,14 @@ class Backtesting:
                     open_rate=propose_rate,
                     open_date=current_time,
                     stake_amount=stake_amount,
-                    amount=round((stake_amount / propose_rate) * leverage, 8),
+                    amount=amount,
                     fee_open=self.fee,
                     fee_close=self.fee,
                     is_open=True,
                     enter_tag=row[ENTER_TAG_IDX] if has_buy_tag else None,
                     exchange=self._exchange_name,
                     is_short=(direction == 'short'),
+                    trading_mode=self.trading_mode,
                     leverage=leverage,
                     orders=[]
                 )
diff --git a/tests/commands/test_commands.py b/tests/commands/test_commands.py
index 2b5504324..180d11486 100644
--- a/tests/commands/test_commands.py
+++ b/tests/commands/test_commands.py
@@ -1372,10 +1372,10 @@ def test_start_list_data(testdatadir, capsys):
     start_list_data(pargs)
     captured = capsys.readouterr()
 
-    assert "Found 3 pair / timeframe combinations." in captured.out
-    assert "\n|          Pair |   Timeframe |    Type |\n" in captured.out
-    assert "\n|      XRP/USDT |          1h | futures |\n" in captured.out
-    assert "\n|      XRP/USDT |          1h |    mark |\n" in captured.out
+    assert "Found 5 pair / timeframe combinations." in captured.out
+    assert "\n|          Pair |   Timeframe |         Type |\n" in captured.out
+    assert "\n|      XRP/USDT |          1h |      futures |\n" in captured.out
+    assert "\n|      XRP/USDT |      1h, 8h |         mark |\n" in captured.out
 
 
 @pytest.mark.usefixtures("init_persistence")
diff --git a/tests/data/test_history.py b/tests/data/test_history.py
index 349deaa22..ad388a2c8 100644
--- a/tests/data/test_history.py
+++ b/tests/data/test_history.py
@@ -81,7 +81,7 @@ def test_load_data_7min_timeframe(mocker, caplog, default_conf, testdatadir) ->
     assert isinstance(ld, DataFrame)
     assert ld.empty
     assert log_has(
-        'No history data for pair: "UNITTEST/BTC", timeframe: 7m. '
+        'No history for UNITTEST/BTC, spot, 7m found. '
         'Use `freqtrade download-data` to download the data', caplog
     )
 
@@ -138,8 +138,8 @@ def test_load_data_with_new_pair_1min(ohlcv_history_list, mocker, caplog,
     load_pair_history(datadir=tmpdir1, timeframe='1m', pair='MEME/BTC', candle_type=candle_type)
     assert not file.is_file()
     assert log_has(
-        'No history data for pair: "MEME/BTC", timeframe: 1m. '
-        'Use `freqtrade download-data` to download the data', caplog
+        f"No history for MEME/BTC, {candle_type}, 1m found. "
+        "Use `freqtrade download-data` to download the data", caplog
     )
 
     # download a new pair if refresh_pairs is set
@@ -744,6 +744,8 @@ def test_datahandler_ohlcv_get_available_data(testdatadir):
         ('UNITTEST/USDT', '1h', 'mark'),
         ('XRP/USDT', '1h', 'futures'),
         ('XRP/USDT', '1h', 'mark'),
+        ('XRP/USDT', '8h', 'mark'),
+        ('XRP/USDT', '8h', 'funding_rate'),
     }
 
     paircombs = JsonGzDataHandler.ohlcv_get_available_data(testdatadir, 'spot')
diff --git a/tests/exchange/test_ccxt_compat.py b/tests/exchange/test_ccxt_compat.py
index b3ebfd747..a799bc302 100644
--- a/tests/exchange/test_ccxt_compat.py
+++ b/tests/exchange/test_ccxt_compat.py
@@ -280,7 +280,8 @@ class TestCCXTExchange():
         pair = EXCHANGES[exchangename].get('futures_pair', EXCHANGES[exchangename]['pair'])
         since = datetime.now(timezone.utc) - timedelta(days=5)
 
-        funding_fee = exchange._calculate_funding_fees(pair, 20, open_date=since)
+        funding_fee = exchange._fetch_and_calculate_funding_fees(
+            pair, 20, is_short=False, open_date=since)
 
         assert isinstance(funding_fee, float)
         # assert funding_fee > 0
diff --git a/tests/exchange/test_exchange.py b/tests/exchange/test_exchange.py
index e1f93f62d..72c6d4c72 100644
--- a/tests/exchange/test_exchange.py
+++ b/tests/exchange/test_exchange.py
@@ -3540,7 +3540,7 @@ def test_get_max_leverage(default_conf, mocker, pair, nominal_value, max_lev):
         (10, 0.0002, 2.0, 0.01, 0.004, 0.00004),
         (10, 0.0002, 2.5, None, 0.005, None),
     ])
-def test__get_funding_fee(
+def test_calculate_funding_fees(
     default_conf,
     mocker,
     size,
@@ -3552,14 +3552,47 @@ def test__get_funding_fee(
 ):
     exchange = get_patched_exchange(mocker, default_conf)
     kraken = get_patched_exchange(mocker, default_conf, id="kraken")
+    prior_date = timeframe_to_prev_date('1h', datetime.now(timezone.utc) - timedelta(hours=1))
+    trade_date = timeframe_to_prev_date('1h', datetime.now(timezone.utc))
+    funding_rates = DataFrame([
+        {'date': prior_date, 'open': funding_rate},  # Line not used.
+        {'date': trade_date, 'open': funding_rate},
+        ])
+    mark_rates = DataFrame([
+        {'date': prior_date, 'open': mark_price},
+        {'date': trade_date, 'open': mark_price},
+        ])
+    df = exchange.combine_funding_and_mark(funding_rates, mark_rates)
 
-    assert exchange._get_funding_fee(size, funding_rate, mark_price, time_in_ratio) == funding_fee
+    assert exchange.calculate_funding_fees(
+        df,
+        amount=size,
+        is_short=True,
+        open_date=trade_date,
+        close_date=trade_date,
+        time_in_ratio=time_in_ratio,
+    ) == funding_fee
 
     if (kraken_fee is None):
         with pytest.raises(OperationalException):
-            kraken._get_funding_fee(size, funding_rate, mark_price, time_in_ratio)
+            kraken.calculate_funding_fees(
+                df,
+                amount=size,
+                is_short=True,
+                open_date=trade_date,
+                close_date=trade_date,
+                time_in_ratio=time_in_ratio,
+            )
+
     else:
-        assert kraken._get_funding_fee(size, funding_rate, mark_price, time_in_ratio) == kraken_fee
+        assert kraken.calculate_funding_fees(
+            df,
+            amount=size,
+            is_short=True,
+            open_date=trade_date,
+            close_date=trade_date,
+            time_in_ratio=time_in_ratio,
+        ) == kraken_fee
 
 
 @pytest.mark.parametrize('exchange,rate_start,rate_end,d1,d2,amount,expected_fees', [
@@ -3588,7 +3621,7 @@ def test__get_funding_fee(
     # ('kraken', "2021-09-01 00:00:00", "2021-09-01 08:00:00",  50.0, -0.0024895),
     ('ftx', 0, 9, "2021-09-01 00:00:00", "2021-09-01 08:00:00", 50.0,  0.0016680000000000002),
 ])
-def test__calculate_funding_fees(
+def test__fetch_and_calculate_funding_fees(
     mocker,
     default_conf,
     funding_rate_history_hourly,
@@ -3651,15 +3684,20 @@ def test__calculate_funding_fees(
     type(api_mock).has = PropertyMock(return_value={'fetchFundingRateHistory': True})
 
     exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange)
-    funding_fees = exchange._calculate_funding_fees('ADA/USDT', amount, d1, d2)
+    funding_fees = exchange._fetch_and_calculate_funding_fees(
+        pair='ADA/USDT', amount=amount, is_short=True, open_date=d1, close_date=d2)
     assert pytest.approx(funding_fees) == expected_fees
+    # Fees for Longs are inverted
+    funding_fees = exchange._fetch_and_calculate_funding_fees(
+        pair='ADA/USDT', amount=amount, is_short=False, open_date=d1, close_date=d2)
+    assert pytest.approx(funding_fees) == -expected_fees
 
 
 @pytest.mark.parametrize('exchange,expected_fees', [
     ('binance', -0.0009140999999999999),
     ('gateio', -0.0009140999999999999),
 ])
-def test__calculate_funding_fees_datetime_called(
+def test__fetch_and_calculate_funding_fees_datetime_called(
     mocker,
     default_conf,
     funding_rate_history_octohourly,
@@ -3679,7 +3717,8 @@ def test__calculate_funding_fees_datetime_called(
     d1 = datetime.strptime("2021-09-01 00:00:00 +0000", '%Y-%m-%d %H:%M:%S %z')
 
     time_machine.move_to("2021-09-01 08:00:00 +00:00")
-    funding_fees = exchange._calculate_funding_fees('ADA/USDT', 30.0, d1)
+    # TODO-lev: test this for longs
+    funding_fees = exchange._fetch_and_calculate_funding_fees('ADA/USDT', 30.0, True, d1)
     assert funding_fees == expected_fees
 
 
diff --git a/tests/optimize/test_backtesting.py b/tests/optimize/test_backtesting.py
index cfeb4a23a..540e963eb 100644
--- a/tests/optimize/test_backtesting.py
+++ b/tests/optimize/test_backtesting.py
@@ -1169,6 +1169,108 @@ def test_backtest_start_multi_strat_nomock(default_conf, mocker, caplog, testdat
     assert 'STRATEGY SUMMARY' in captured.out
 
 
+@pytest.mark.filterwarnings("ignore:deprecated")
+def test_backtest_start_nomock_futures(default_conf_usdt, mocker,
+                                       caplog, testdatadir, capsys):
+    # Tests detail-data loading
+    default_conf_usdt.update({
+        "trading_mode": "futures",
+        "collateral": "isolated",
+        "use_sell_signal": True,
+        "sell_profit_only": False,
+        "sell_profit_offset": 0.0,
+        "ignore_roi_if_buy_signal": False,
+        "strategy": CURRENT_TEST_STRATEGY,
+    })
+    patch_exchange(mocker)
+    result1 = pd.DataFrame({'pair': ['XRP/USDT', 'XRP/USDT'],
+                            'profit_ratio': [0.0, 0.0],
+                            'profit_abs': [0.0, 0.0],
+                            'open_date': pd.to_datetime(['2021-11-18 18:00:00',
+                                                         '2021-11-18 03:00:00', ], utc=True
+                                                        ),
+                            'close_date': pd.to_datetime(['2021-11-18 20:00:00',
+                                                          '2021-11-18 05:00:00', ], utc=True),
+                            'trade_duration': [235, 40],
+                            'is_open': [False, False],
+                            'is_short': [False, False],
+                            'stake_amount': [0.01, 0.01],
+                            'open_rate': [0.104445, 0.10302485],
+                            'close_rate': [0.104969, 0.103541],
+                            'sell_reason': [SellType.ROI, SellType.ROI]
+                            })
+    result2 = pd.DataFrame({'pair': ['XRP/USDT', 'XRP/USDT', 'XRP/USDT'],
+                            'profit_ratio': [0.03, 0.01, 0.1],
+                            'profit_abs': [0.01, 0.02, 0.2],
+                            'open_date': pd.to_datetime(['2021-11-19 18:00:00',
+                                                         '2021-11-19 03:00:00',
+                                                         '2021-11-19 05:00:00'], utc=True
+                                                        ),
+                            'close_date': pd.to_datetime(['2021-11-19 20:00:00',
+                                                          '2021-11-19 05:00:00',
+                                                          '2021-11-19 08:00:00'], utc=True),
+                            'trade_duration': [47, 40, 20],
+                            'is_open': [False, False, False],
+                            'is_short': [False, False, False],
+                            'stake_amount': [0.01, 0.01, 0.01],
+                            'open_rate': [0.104445, 0.10302485, 0.122541],
+                            'close_rate': [0.104969, 0.103541, 0.123541],
+                            'sell_reason': [SellType.ROI, SellType.ROI, SellType.STOP_LOSS]
+                            })
+    backtestmock = MagicMock(side_effect=[
+        {
+            'results': result1,
+            'config': default_conf_usdt,
+            'locks': [],
+            'rejected_signals': 20,
+            'final_balance': 1000,
+        },
+        {
+            'results': result2,
+            'config': default_conf_usdt,
+            'locks': [],
+            'rejected_signals': 20,
+            'final_balance': 1000,
+        }
+    ])
+    mocker.patch('freqtrade.plugins.pairlistmanager.PairListManager.whitelist',
+                 PropertyMock(return_value=['XRP/USDT']))
+    mocker.patch('freqtrade.optimize.backtesting.Backtesting.backtest', backtestmock)
+
+    patched_configuration_load_config_file(mocker, default_conf_usdt)
+
+    args = [
+        'backtesting',
+        '--config', 'config.json',
+        '--datadir', str(testdatadir),
+        '--strategy-path', str(Path(__file__).parents[1] / 'strategy/strats'),
+        '--timeframe', '1h',
+    ]
+    args = get_args(args)
+    start_backtesting(args)
+
+    # check the logs, that will contain the backtest result
+    exists = [
+        'Parameter -i/--timeframe detected ... Using timeframe: 1h ...',
+        f'Using data directory: {testdatadir} ...',
+        'Loading data from 2021-11-17 01:00:00 '
+        'up to 2021-11-21 03:00:00 (4 days).',
+        'Backtesting with data from 2021-11-17 21:00:00 '
+        'up to 2021-11-21 03:00:00 (3 days).',
+        'XRP/USDT, funding_rate, 8h, data starts at 2021-11-18 00:00:00',
+        'XRP/USDT, mark, 8h, data starts at 2021-11-18 00:00:00',
+        f'Running backtesting for Strategy {CURRENT_TEST_STRATEGY}',
+    ]
+
+    for line in exists:
+        assert log_has(line, caplog)
+
+    captured = capsys.readouterr()
+    assert 'BACKTESTING REPORT' in captured.out
+    assert 'SELL REASON STATS' in captured.out
+    assert 'LEFT OPEN TRADES REPORT' in captured.out
+
+
 @pytest.mark.filterwarnings("ignore:deprecated")
 def test_backtest_start_multi_strat_nomock_detail(default_conf, mocker,
                                                   caplog, testdatadir, capsys):
diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index 9dcae292b..f036c3538 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -4901,17 +4901,17 @@ def test_update_funding_fees(
     freqtrade = get_patched_freqtradebot(mocker, default_conf)
 
     # initial funding fees,
-    freqtrade.execute_entry('ETH/BTC', 123)
-    freqtrade.execute_entry('LTC/BTC', 2.0)
-    freqtrade.execute_entry('XRP/BTC', 123)
-
+    freqtrade.execute_entry('ETH/BTC', 123, is_short=is_short)
+    freqtrade.execute_entry('LTC/BTC', 2.0, is_short=is_short)
+    freqtrade.execute_entry('XRP/BTC', 123, is_short=is_short)
+    multipl = 1 if is_short else -1
     trades = Trade.get_open_trades()
     assert len(trades) == 3
     for trade in trades:
         assert pytest.approx(trade.funding_fees) == (
             trade.amount *
             mark_prices[trade.pair].iloc[0]['open'] *
-            funding_rates[trade.pair].iloc[0]['open']
+            funding_rates[trade.pair].iloc[0]['open'] * multipl
         )
     mocker.patch('freqtrade.exchange.Exchange.create_order', return_value=open_exit_order)
     time_machine.move_to("2021-09-01 08:00:00 +00:00")
@@ -4926,7 +4926,7 @@ def test_update_funding_fees(
             assert trade.funding_fees == pytest.approx(sum(
                 trade.amount *
                 mark_prices[trade.pair].iloc[0:2]['open'] *
-                funding_rates[trade.pair].iloc[0:2]['open']
+                funding_rates[trade.pair].iloc[0:2]['open'] * multipl
             ))
 
     else:
@@ -4936,7 +4936,9 @@ def test_update_funding_fees(
     for trade in trades:
         assert trade.funding_fees == pytest.approx(sum(
             trade.amount *
-            mark_prices[trade.pair].iloc[0:2]['open'] * funding_rates[trade.pair].iloc[0:2]['open']
+            mark_prices[trade.pair].iloc[0:2]['open'] *
+            funding_rates[trade.pair].iloc[0:2]['open'] *
+            multipl
         ))
 
 
diff --git a/tests/testdata/futures/XRP_USDT-8h-funding_rate.json b/tests/testdata/futures/XRP_USDT-8h-funding_rate.json
new file mode 100644
index 000000000..494da4efc
--- /dev/null
+++ b/tests/testdata/futures/XRP_USDT-8h-funding_rate.json
@@ -0,0 +1 @@
+[[1637193600017,0.0001,0.0,0.0,0.0,0.0],[1637222400007,0.0001,0.0,0.0,0.0,0.0],[1637251200011,0.0001,0.0,0.0,0.0,0.0],[1637280000000,0.0001,0.0,0.0,0.0,0.0],[1637308800000,0.0001,0.0,0.0,0.0,0.0],[1637337600005,0.0001,0.0,0.0,0.0,0.0],[1637366400012,0.00013046,0.0,0.0,0.0,0.0],[1637395200000,0.0001,0.0,0.0,0.0,0.0],[1637424000007,0.0001,0.0,0.0,0.0,0.0],[1637452800000,0.00013862,0.0,0.0,0.0,0.0],[1637481600006,0.0001,0.0,0.0,0.0,0.0],[1637510400000,0.00019881,0.0,0.0,0.0,0.0],[1637539200004,0.00013991,0.0,0.0,0.0,0.0],[1637568000000,0.0001,0.0,0.0,0.0,0.0],[1637596800000,0.0001,0.0,0.0,0.0,0.0],[1637625600004,0.0001,0.0,0.0,0.0,0.0],[1637654400010,0.0001,0.0,0.0,0.0,0.0],[1637683200005,0.00017402,0.0,0.0,0.0,0.0],[1637712000001,0.00016775,0.0,0.0,0.0,0.0],[1637740800003,0.00033523,0.0,0.0,0.0,0.0],[1637769600010,0.0001,0.0,0.0,0.0,0.0],[1637798400000,0.00020066,0.0,0.0,0.0,0.0],[1637827200010,0.00034381,0.0,0.0,0.0,0.0],[1637856000000,0.00032096,0.0,0.0,0.0,0.0],[1637884800000,0.00058316,0.0,0.0,0.0,0.0],[1637913600000,0.0001646,0.0,0.0,0.0,0.0],[1637942400016,0.0001,0.0,0.0,0.0,0.0],[1637971200005,0.0001,0.0,0.0,0.0,0.0],[1638000000008,0.0001,0.0,0.0,0.0,0.0],[1638028800007,0.0001,0.0,0.0,0.0,0.0],[1638057600018,0.0001,0.0,0.0,0.0,0.0],[1638086400000,0.0001,0.0,0.0,0.0,0.0],[1638115200004,0.0001,0.0,0.0,0.0,0.0],[1638144000002,0.0001,0.0,0.0,0.0,0.0],[1638172800004,0.0001,0.0,0.0,0.0,0.0],[1638201600000,0.0001,0.0,0.0,0.0,0.0],[1638230400000,0.0001,0.0,0.0,0.0,0.0],[1638259200006,0.0001,0.0,0.0,0.0,0.0],[1638288000000,0.0001,0.0,0.0,0.0,0.0],[1638316800000,0.0001,0.0,0.0,0.0,0.0],[1638345600000,0.0001,0.0,0.0,0.0,0.0],[1638374400001,0.0001,0.0,0.0,0.0,0.0],[1638403200000,0.0001,0.0,0.0,0.0,0.0],[1638432000007,0.0001,0.0,0.0,0.0,0.0],[1638460800008,0.0001,0.0,0.0,0.0,0.0],[1638489600004,0.0001,0.0,0.0,0.0,0.0],[1638518400002,0.0001,0.0,0.0,0.0,0.0],[1638547200006,0.0001,0.0,0.0,0.0,0.0],[1638576000006,0.0001,0.0,0.0,0.0,0.0],[1638604800004,-0.00219334,0.0,0.0,0.0,0.0],[1638633600000,0.0001,0.0,0.0,0.0,0.0],[1638662400003,0.00006147,0.0,0.0,0.0,0.0],[1638691200008,0.0001,0.0,0.0,0.0,0.0],[1638720000007,0.0001,0.0,0.0,0.0,0.0],[1638748800009,0.0001,0.0,0.0,0.0,0.0],[1638777600001,0.0001,0.0,0.0,0.0,0.0],[1638806400000,0.0001,0.0,0.0,0.0,0.0],[1638835200018,0.0001,0.0,0.0,0.0,0.0],[1638864000000,0.0001,0.0,0.0,0.0,0.0],[1638892800000,0.0001,0.0,0.0,0.0,0.0],[1638921600000,0.0001,0.0,0.0,0.0,0.0],[1638950400018,0.0001,0.0,0.0,0.0,0.0],[1638979200010,0.0001,0.0,0.0,0.0,0.0],[1639008000010,0.0001,0.0,0.0,0.0,0.0],[1639036800000,0.0001,0.0,0.0,0.0,0.0],[1639065600000,0.0001,0.0,0.0,0.0,0.0],[1639094400000,0.0001,0.0,0.0,0.0,0.0],[1639123200008,0.0001,0.0,0.0,0.0,0.0],[1639152000012,0.00008995,0.0,0.0,0.0,0.0],[1639180800009,0.0001,0.0,0.0,0.0,0.0],[1639209600008,-0.00002574,0.0,0.0,0.0,0.0],[1639238400000,-0.00002024,0.0,0.0,0.0,0.0],[1639267200001,-0.00008282,0.0,0.0,0.0,0.0],[1639296000015,0.0001,0.0,0.0,0.0,0.0],[1639324800011,0.00008752,0.0,0.0,0.0,0.0],[1639353600006,0.0001,0.0,0.0,0.0,0.0],[1639382400019,0.0001,0.0,0.0,0.0,0.0],[1639411200000,0.0001,0.0,0.0,0.0,0.0],[1639440000004,0.00007825,0.0,0.0,0.0,0.0],[1639468800000,0.00007108,0.0,0.0,0.0,0.0],[1639497600015,0.0001,0.0,0.0,0.0,0.0],[1639526400000,0.0001,0.0,0.0,0.0,0.0],[1639555200008,0.0001,0.0,0.0,0.0,0.0],[1639584000005,0.0001,0.0,0.0,0.0,0.0],[1639612800006,0.0001,0.0,0.0,0.0,0.0],[1639641600009,0.0001,0.0,0.0,0.0,0.0],[1639670400000,0.0001,0.0,0.0,0.0,0.0],[1639699200000,0.0001,0.0,0.0,0.0,0.0],[1639728000005,0.0001,0.0,0.0,0.0,0.0],[1639756800006,0.0001,0.0,0.0,0.0,0.0],[1639785600014,0.0001,0.0,0.0,0.0,0.0]]
\ No newline at end of file
diff --git a/tests/testdata/futures/XRP_USDT-8h-mark.json b/tests/testdata/futures/XRP_USDT-8h-mark.json
new file mode 100644
index 000000000..63dad259b
--- /dev/null
+++ b/tests/testdata/futures/XRP_USDT-8h-mark.json
@@ -0,0 +1 @@
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\ No newline at end of file