diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py
index eae398010..bde887998 100644
--- a/freqtrade/optimize/backtesting.py
+++ b/freqtrade/optimize/backtesting.py
@@ -695,17 +695,12 @@ class Backtesting:
                     trading_mode=self.trading_mode,
                     leverage=leverage,
                     interest_rate=interest_rate,
-                    isolated_liq=isolated_liq,
                     orders=[],
                 )
 
             trade.adjust_stop_loss(trade.open_rate, self.strategy.stoploss, initial=True)
 
             if self.trading_mode == TradingMode.FUTURES:
-                if isolated_liq is None:
-                    raise OperationalException(
-                        f'isolated_liq is none for {pair} while trading futures, '
-                        'this should never happen')
                 trade.set_isolated_liq(isolated_liq)
 
             order = Order(
diff --git a/freqtrade/persistence/models.py b/freqtrade/persistence/models.py
index 18491d687..2c96248d3 100644
--- a/freqtrade/persistence/models.py
+++ b/freqtrade/persistence/models.py
@@ -425,11 +425,13 @@ class LocalTrade():
             self.stop_loss_pct = -1 * abs(percent)
         self.stoploss_last_update = datetime.utcnow()
 
-    def set_isolated_liq(self, isolated_liq: float):
+    def set_isolated_liq(self, isolated_liq: Optional[float]):
         """
         Method you should use to set self.liquidation price.
         Assures stop_loss is not passed the liquidation price
         """
+        if not isolated_liq:
+            return
         if self.stop_loss is not None:
             if self.is_short:
                 self.stop_loss = min(self.stop_loss, isolated_liq)