diff --git a/docs/advanced-backtesting.md b/docs/advanced-backtesting.md
index 78e692f84..ae3eb2e4e 100644
--- a/docs/advanced-backtesting.md
+++ b/docs/advanced-backtesting.md
@@ -103,15 +103,14 @@ output.
 
 ### Filtering the trade output by date
 
-To show only trades between dates within your backtested timerange, supply the following option(s) in YYYYMMDD format:
+To show only trades between dates within your backtested timerange, supply the usual `timerange` option in `YYYYMMDD-[YYYYMMDD]` format:
 
 ```
---analysis-date-start : Start date to filter output trades, inclusive. e.g. 20220101
---analysis-date-end   : End date to filter output trades, exclusive. e.g. 20220131
+--timerange : Timerange to filter output trades, start date inclusive, end date exclusive. e.g. 20220101-20221231
 ```
 
 For example, if your backtest timerange was `20220101-20221231` but you only want to output trades in January:
 
 ```bash
-freqtrade backtesting-analysis -c <config.json> --analysis-date-start 20220101 --analysis-date-end 20220201
+freqtrade backtesting-analysis -c <config.json> --timerange 20220101-20220201
 ```
diff --git a/freqtrade/commands/arguments.py b/freqtrade/commands/arguments.py
index 159b18439..b53a1022d 100644
--- a/freqtrade/commands/arguments.py
+++ b/freqtrade/commands/arguments.py
@@ -106,8 +106,7 @@ ARGS_HYPEROPT_SHOW = ["hyperopt_list_best", "hyperopt_list_profitable", "hyperop
                       "disableparamexport", "backtest_breakdown"]
 
 ARGS_ANALYZE_ENTRIES_EXITS = ["exportfilename", "analysis_groups", "enter_reason_list",
-                              "exit_reason_list", "indicator_list",
-                              "analysis_date_start", "analysis_date_end"]
+                              "exit_reason_list", "indicator_list", "timerange"]
 
 NO_CONF_REQURIED = ["convert-data", "convert-trade-data", "download-data", "list-timeframes",
                     "list-markets", "list-pairs", "list-strategies", "list-freqaimodels",
diff --git a/freqtrade/commands/cli_options.py b/freqtrade/commands/cli_options.py
index 0592b0e53..91ac16365 100644
--- a/freqtrade/commands/cli_options.py
+++ b/freqtrade/commands/cli_options.py
@@ -658,16 +658,6 @@ AVAILABLE_CLI_OPTIONS = {
         nargs='+',
         default=[],
     ),
-    "analysis_date_start": Arg(
-        "--analysis-date-start",
-        help=("Start date to filter trades for analysis (inclusive). "
-              "e.g. '20220101'"),
-    ),
-    "analysis_date_end": Arg(
-        "--analysis-date-end",
-        help=("End date to filter trades for analysis (exclusive). "
-              "e.g. '20220131'"),
-    ),
     "freqaimodel": Arg(
         '--freqaimodel',
         help='Specify a custom freqaimodels.',
diff --git a/freqtrade/configuration/configuration.py b/freqtrade/configuration/configuration.py
index 4e8abf48e..664610f33 100644
--- a/freqtrade/configuration/configuration.py
+++ b/freqtrade/configuration/configuration.py
@@ -462,11 +462,8 @@ class Configuration:
         self._args_to_config(config, argname='indicator_list',
                              logstring='Analysis indicator list: {}')
 
-        self._args_to_config(config, argname='analysis_date_start',
-                             logstring='Analysis filter start date: {}')
-
-        self._args_to_config(config, argname='analysis_date_end',
-                             logstring='Analysis filter end date: {}')
+        self._args_to_config(config, argname='timerange',
+                             logstring='Filter trades by timerange: {}')
 
     def _process_runmode(self, config: Config) -> None:
 
diff --git a/freqtrade/data/entryexitanalysis.py b/freqtrade/data/entryexitanalysis.py
index 77f14d0c6..565a279b1 100755
--- a/freqtrade/data/entryexitanalysis.py
+++ b/freqtrade/data/entryexitanalysis.py
@@ -1,11 +1,11 @@
 import logging
-from datetime import datetime
 from pathlib import Path
 
 import joblib
 import pandas as pd
 from tabulate import tabulate
 
+from freqtrade.configuration import TimeRange
 from freqtrade.constants import Config
 from freqtrade.data.btanalysis import (get_latest_backtest_filename, load_backtest_data,
                                        load_backtest_stats)
@@ -153,22 +153,12 @@ def _do_group_table_output(bigdf, glist):
                 logger.warning("Invalid group mask specified.")
 
 
-def _select_rows_within_dates(df, date_start=None, date_end=None):
-    dtfmt = "%Y%m%d"
-    try:
-        bool(datetime.strptime(date_start, dtfmt))
-        bool(datetime.strptime(date_end, dtfmt))
-    except ValueError:
-        logger.error("Invalid start and/or end date provided. Use YYYYMMDD.")
-        return None
-    except TypeError:
-        return df
-
-    if (date_start is not None):
-        df = df.loc[(df['date'] >= date_start)]
-
-    if (date_end is not None):
-        df = df.loc[(df['date'] < date_end)]
+def _select_rows_within_dates(df, timerange=None, df_date_col: str = 'date'):
+    if timerange:
+        if timerange.starttype == 'date':
+            df = df.loc[(df[df_date_col] >= timerange.startdt)]
+        if timerange.stoptype == 'date':
+            df = df.loc[(df[df_date_col] < timerange.stopdt)]
     return df
 
 
@@ -183,12 +173,12 @@ def _select_rows_by_tags(df, enter_reason_list, exit_reason_list):
 
 def prepare_results(analysed_trades, stratname,
                     enter_reason_list, exit_reason_list,
-                    date_start=None, date_end=None):
+                    timerange=None):
     res_df = pd.DataFrame()
     for pair, trades in analysed_trades[stratname].items():
         res_df = pd.concat([res_df, trades], ignore_index=True)
 
-    res_df = _select_rows_within_dates(res_df, date_start, date_end)
+    res_df = _select_rows_within_dates(res_df, timerange)
 
     if res_df is not None and res_df.shape[0] > 0 and ('enter_reason' in res_df.columns):
         res_df = _select_rows_by_tags(res_df, enter_reason_list, exit_reason_list)
@@ -236,8 +226,9 @@ def process_entry_exit_reasons(config: Config):
         enter_reason_list = config.get('enter_reason_list', ["all"])
         exit_reason_list = config.get('exit_reason_list', ["all"])
         indicator_list = config.get('indicator_list', [])
-        analysis_date_start = config.get('analysis_date_start', None)
-        analysis_date_end = config.get('analysis_date_end', None)
+
+        timerange = TimeRange.parse_timerange(None if config.get(
+            'timerange') is None else str(config.get('timerange')))
 
         backtest_stats = load_backtest_stats(config['exportfilename'])
 
@@ -252,8 +243,7 @@ def process_entry_exit_reasons(config: Config):
 
                 res_df = prepare_results(analysed_trades_dict, strategy_name,
                                          enter_reason_list, exit_reason_list,
-                                         date_start=analysis_date_start,
-                                         date_end=analysis_date_end)
+                                         timerange=timerange)
 
                 print_results(res_df,
                               analysis_groups,
diff --git a/tests/data/test_entryexitanalysis.py b/tests/data/test_entryexitanalysis.py
index 8daca1a67..e33ed4955 100755
--- a/tests/data/test_entryexitanalysis.py
+++ b/tests/data/test_entryexitanalysis.py
@@ -191,10 +191,8 @@ def test_backtest_analysis_nomock(default_conf, mocker, caplog, testdatadir, tmp
     assert '2.5' in captured.out
 
     # test date filtering
-    args = get_args(base_args +
-                    ['--analysis-date-start', "20180129",
-                     '--analysis-date-end', "20180130"]
-                    )
+    args = get_args(base_args + ['--timerange', "20180129-20180130"])
     start_analysis_entries_exits(args)
     captured = capsys.readouterr()
+    assert 'enter_tag_long_a' in captured.out
     assert 'enter_tag_long_b' not in captured.out