diff --git a/freqtrade/tests/optimize/__init__.py b/freqtrade/tests/optimize/__init__.py
index 2b7222e88..58ea7c343 100644
--- a/freqtrade/tests/optimize/__init__.py
+++ b/freqtrade/tests/optimize/__init__.py
@@ -4,9 +4,10 @@ import arrow
 from pandas import DataFrame
 
 from freqtrade.strategy.interface import SellType
+from freqtrade.constants import TICKER_INTERVAL_MINUTES
 
 ticker_start_time = arrow.get(2018, 10, 3)
-ticker_interval_in_minute = 60
+tests_ticker_interval = "1h"
 
 
 class BTrade(NamedTuple):
@@ -31,7 +32,7 @@ class BTContainer(NamedTuple):
 
 def _get_frame_time_from_offset(offset):
     return ticker_start_time.shift(
-        minutes=(offset * ticker_interval_in_minute)).datetime
+        minutes=(offset * TICKER_INTERVAL_MINUTES[tests_ticker_interval])).datetime
 
 
 def _build_backtest_dataframe(ticker_with_signals):
diff --git a/freqtrade/tests/optimize/test_backtest_detail.py b/freqtrade/tests/optimize/test_backtest_detail.py
index 806c136bc..7db6913f3 100644
--- a/freqtrade/tests/optimize/test_backtest_detail.py
+++ b/freqtrade/tests/optimize/test_backtest_detail.py
@@ -6,10 +6,11 @@ from pandas import DataFrame
 import pytest
 
 
+from freqtrade.optimize import get_timeframe
 from freqtrade.optimize.backtesting import Backtesting
 from freqtrade.strategy.interface import SellType
 from freqtrade.tests.optimize import (BTrade, BTContainer, _build_backtest_dataframe,
-                                      _get_frame_time_from_offset)
+                                      _get_frame_time_from_offset, tests_ticker_interval)
 from freqtrade.tests.conftest import patch_exchange
 
 
@@ -147,6 +148,7 @@ def test_backtest_results(default_conf, fee, mocker, caplog, data) -> None:
     """
     default_conf["stoploss"] = data.stop_loss
     default_conf["minimal_roi"] = {"0": data.roi}
+    default_conf['ticker_interval'] = tests_ticker_interval
     mocker.patch('freqtrade.exchange.Exchange.get_fee', MagicMock(return_value=0.0))
     patch_exchange(mocker)
     frame = _build_backtest_dataframe(data.data)
@@ -158,11 +160,14 @@ def test_backtest_results(default_conf, fee, mocker, caplog, data) -> None:
     pair = 'UNITTEST/BTC'
     # Dummy data as we mock the analyze functions
     data_processed = {pair: DataFrame()}
+    min_date, max_date = get_timeframe({pair: frame})
     results = backtesting.backtest(
         {
             'stake_amount': default_conf['stake_amount'],
             'processed': data_processed,
             'max_open_trades': 10,
+            'start_date': min_date,
+            'end_date': max_date,
         }
     )
     print(results.T)