Fix protections being loaded multiple times for first strategy when backtesting.

freqtrade/optimize/backtesting.py

@@ -115,8 +115,6 @@ class Backtesting:
 
         # Get maximum required startup period
         self.required_startup = max([strat.startup_candle_count for strat in self.strategylist])
-        # Load one (first) strategy
-        self._set_strategy(self.strategylist[0])
 
     def __del__(self):
         LoggingMixin.show_output = True

freqtrade/optimize/hyperopt.py

@@ -79,6 +79,7 @@ class Hyperopt:
             self.custom_hyperopt = HyperOptAuto(self.config)
         else:
             self.custom_hyperopt = HyperOptResolver.load_hyperopt(self.config)
+        self.backtesting._set_strategy(self.backtesting.strategylist[0])
         self.custom_hyperopt.strategy = self.backtesting.strategy
 
         self.custom_hyperoptloss = HyperOptLossResolver.load_hyperoptloss(self.config)