Disallow PerformanceFilter for backtesting

closes #4072

docs/includes/pairlists.md

@@ -65,6 +65,9 @@ The `refresh_period` setting allows to define the period (in seconds), at which
 }],
 ```
 
+!!! Note
+    `VolumePairList` does not support backtesting mode.
+
 #### AgeFilter
 
 Removes pairs that have been listed on the exchange for less than `min_days_listed` days (defaults to `10`).
@@ -84,6 +87,9 @@ Sorts pairs by past trade performance, as follows:
 
 Trade count is used as a tie breaker.
 
+!!! Note
+    `PerformanceFilter` does not support backtesting mode.
+
 #### PrecisionFilter
 
 Filters low-value coins which would not allow setting stoplosses.

freqtrade/optimize/backtesting.py

@@ -102,6 +102,8 @@ class Backtesting:
         self.pairlists = PairListManager(self.exchange, self.config)
         if 'VolumePairList' in self.pairlists.name_list:
             raise OperationalException("VolumePairList not allowed for backtesting.")
+        if 'PerformanceFilter' in self.pairlists.name_list:
+            raise OperationalException("PerformanceFilter not allowed for backtesting.")
 
         if len(self.strategylist) > 1 and 'PrecisionFilter' in self.pairlists.name_list:
             raise OperationalException(

tests/optimize/test_backtesting.py

@@ -430,6 +430,11 @@ def test_backtesting_pairlist_list(default_conf, mocker, caplog, testdatadir, ti
     with pytest.raises(OperationalException, match='VolumePairList not allowed for backtesting.'):
         Backtesting(default_conf)
 
+    default_conf['pairlists'] = [{"method": "StaticPairList"}, {"method": "PerformanceFilter"}]
+    with pytest.raises(OperationalException,
+                       match='PerformanceFilter not allowed for backtesting.'):
+        Backtesting(default_conf)
+
     default_conf['pairlists'] = [{"method": "StaticPairList"}, {"method": "PrecisionFilter"}, ]
     Backtesting(default_conf)