diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py
index 744c77844..8e354b2fc 100644
--- a/freqtrade/optimize/backtesting.py
+++ b/freqtrade/optimize/backtesting.py
@@ -127,10 +127,9 @@ class Backtesting:
         self.config['startup_candle_count'] = self.required_startup
         self.exchange.validate_required_startup_candles(self.required_startup, self.timeframe)
 
-        # TODO-lev: This should come from the configuration setting or better a
-        # TODO-lev: combination of config/strategy "use_shorts"(?) and "can_short" from the exchange
         self.trading_mode: TradingMode = config.get('trading_mode', TradingMode.SPOT)
         self.margin_mode: MarginMode = config.get('margin_mode', MarginMode.NONE)
+        # strategies which define "can_short=True" will fail to load in Spot mode.
         self._can_short = self.trading_mode != TradingMode.SPOT
 
         self.progress = BTProgress()
diff --git a/tests/rpc/test_rpc_apiserver.py b/tests/rpc/test_rpc_apiserver.py
index 4050dcbdb..61cdfb2bc 100644
--- a/tests/rpc/test_rpc_apiserver.py
+++ b/tests/rpc/test_rpc_apiserver.py
@@ -1382,6 +1382,7 @@ def test_api_strategies(botclient):
         'InformativeDecoratorTest',
         'StrategyTestV2',
         'StrategyTestV3',
+        'StrategyTestV3Futures',
         'TestStrategyLegacyV1',
     ]}
 
diff --git a/tests/strategy/strats/strategy_test_v3.py b/tests/strategy/strats/strategy_test_v3.py
index 962fd02e9..ee3ce5773 100644
--- a/tests/strategy/strats/strategy_test_v3.py
+++ b/tests/strategy/strats/strategy_test_v3.py
@@ -187,3 +187,7 @@ class StrategyTestV3(IStrategy):
             return round(orders[0].cost, 0)
 
         return None
+
+
+class StrategyTestV3Futures(StrategyTestV3):
+    can_short = True
diff --git a/tests/strategy/test_strategy_loading.py b/tests/strategy/test_strategy_loading.py
index 8f407396c..b8fe90e23 100644
--- a/tests/strategy/test_strategy_loading.py
+++ b/tests/strategy/test_strategy_loading.py
@@ -35,7 +35,7 @@ def test_search_all_strategies_no_failed():
     directory = Path(__file__).parent / "strats"
     strategies = StrategyResolver.search_all_objects(directory, enum_failed=False)
     assert isinstance(strategies, list)
-    assert len(strategies) == 5
+    assert len(strategies) == 6
     assert isinstance(strategies[0], dict)
 
 
@@ -43,10 +43,10 @@ def test_search_all_strategies_with_failed():
     directory = Path(__file__).parent / "strats"
     strategies = StrategyResolver.search_all_objects(directory, enum_failed=True)
     assert isinstance(strategies, list)
-    assert len(strategies) == 6
+    assert len(strategies) == 7
     # with enum_failed=True search_all_objects() shall find 2 good strategies
     # and 1 which fails to load
-    assert len([x for x in strategies if x['class'] is not None]) == 5
+    assert len([x for x in strategies if x['class'] is not None]) == 6
     assert len([x for x in strategies if x['class'] is None]) == 1
 
 
@@ -128,6 +128,22 @@ def test_strategy_pre_v3(result, default_conf, strategy_name):
     assert 'exit_long' in dataframe.columns
 
 
+def test_strategy_can_short(caplog, default_conf):
+    caplog.set_level(logging.INFO)
+    default_conf.update({
+        'strategy': CURRENT_TEST_STRATEGY,
+    })
+    strat = StrategyResolver.load_strategy(default_conf)
+    assert isinstance(strat, IStrategy)
+    default_conf['strategy'] = 'StrategyTestV3Futures'
+    with pytest.raises(ImportError, match=""):
+        StrategyResolver.load_strategy(default_conf)
+
+    default_conf['trading_mode'] = 'futures'
+    strat = StrategyResolver.load_strategy(default_conf)
+    assert isinstance(strat, IStrategy)
+
+
 def test_strategy_override_minimal_roi(caplog, default_conf):
     caplog.set_level(logging.INFO)
     default_conf.update({