diff --git a/freqtrade/main.py b/freqtrade/main.py
index 22758d462..c4b7e0361 100755
--- a/freqtrade/main.py
+++ b/freqtrade/main.py
@@ -309,11 +309,12 @@ def min_roi_reached(trade: Trade, current_rate: float, current_time: datetime) -
 
 def should_sell(trade: Trade, rate: float, date: datetime, buy: bool, sell: bool) -> bool:
     """
-    Sells the current pair if the threshold is reached and updates the trade record.
-    :return: True if trade has been sold, False otherwise
+    This function evaluate if on the condition required to trigger a sell has been reached
+    if the threshold is reached and updates the trade record.
+    :return: True if trade should be sold, False otherwise
     """
     # Check if minimal roi has been reached and no longer in buy conditions (avoiding a fee)
-    if not buy and min_roi_reached(trade, rate, date):
+    if min_roi_reached(trade, rate, date):
         logger.debug('Executing sell due to ROI ...')
         return True
 
diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py
index 084b38478..e8fcec875 100644
--- a/freqtrade/optimize/backtesting.py
+++ b/freqtrade/optimize/backtesting.py
@@ -67,7 +67,7 @@ def generate_text_table(
     return tabulate(tabular_data, headers=headers, floatfmt=floatfmt)
 
 
-def get_sell_trade_entry(pair, row, rows, ticker, trade_count_lock, args):
+def get_sell_trade_entry(pair, row, buy_subset, ticker, trade_count_lock, args):
     stake_amount = args['stake_amount']
     max_open_trades = args.get('max_open_trades', 0)
     trade = Trade(open_rate=row.close,
@@ -84,14 +84,14 @@ def get_sell_trade_entry(pair, row, rows, ticker, trade_count_lock, args):
             # Increase trade_count_lock for every iteration
             trade_count_lock[row2.date] = trade_count_lock.get(row2.date, 0) + 1
 
-        buy_signal = rows[rows.date == row2.date].empty
+        buy_signal = buy_subset[buy_subset.date == row2.date].empty
         if(should_sell(trade, row2.close, row2.date, buy_signal, row2.sell)):
             return row2, (pair,
                           trade.calc_profit_percent(rate=row2.close),
                           trade.calc_profit(rate=row2.close),
                           row2.Index - row.Index
                           ), row2.date
-    return False
+    return None
 
 
 def backtest(args) -> DataFrame:
@@ -120,7 +120,8 @@ def backtest(args) -> DataFrame:
         ticker = populate_sell_trend(populate_buy_trend(pair_data))
         # for each buy point
         lock_pair_until = None
-        buy_subset = ticker[(ticker.buy == 1) & (ticker.sell == 0)][['buy', 'open', 'close', 'date', 'sell']]
+        headers = ['buy', 'open', 'close', 'date', 'sell']
+        buy_subset = ticker[(ticker.buy == 1) & (ticker.sell == 0)][headers]
         for row in buy_subset.itertuples(index=True):
             if realistic:
                 if lock_pair_until is not None and row.date <= lock_pair_until: