diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py
index 40e6590f7..5ee5a058f 100644
--- a/freqtrade/optimize/backtesting.py
+++ b/freqtrade/optimize/backtesting.py
@@ -7,7 +7,7 @@ import logging
 from copy import deepcopy
 from datetime import datetime, timedelta
 from pathlib import Path
-from typing import Any, Dict, List, NamedTuple, Optional
+from typing import Any, Dict, List, NamedTuple, Optional, Tuple
 
 import arrow
 from pandas import DataFrame
@@ -108,7 +108,7 @@ class Backtesting:
         # And the regular "stoploss" function would not apply to that case
         self.strategy.order_types['stoploss_on_exchange'] = False
 
-    def load_bt_data(self):
+    def load_bt_data(self) -> Tuple[Dict[str, DataFrame], TimeRange]:
         timerange = TimeRange.parse_timerange(None if self.config.get(
             'timerange') is None else str(self.config.get('timerange')))
 
@@ -432,8 +432,7 @@ class Backtesting:
                 print(' BACKTESTING REPORT '.center(len(table.splitlines()[0]), '='))
             print(table)
 
-            table = generate_text_table_sell_reason(data,
-                                                    stake_currency=self.config['stake_currency'],
+            table = generate_text_table_sell_reason(stake_currency=self.config['stake_currency'],
                                                     max_open_trades=self.config['max_open_trades'],
                                                     results=results)
             if isinstance(table, str):
diff --git a/freqtrade/optimize/optimize_reports.py b/freqtrade/optimize/optimize_reports.py
index 39bde50a8..ee29aa283 100644
--- a/freqtrade/optimize/optimize_reports.py
+++ b/freqtrade/optimize/optimize_reports.py
@@ -69,12 +69,12 @@ def generate_text_table(data: Dict[str, Dict], stake_currency: str, max_open_tra
                     floatfmt=floatfmt, tablefmt="orgtbl", stralign="right")  # type: ignore
 
 
-def generate_text_table_sell_reason(
-    data: Dict[str, Dict], stake_currency: str, max_open_trades: int, results: DataFrame
-) -> str:
+def generate_text_table_sell_reason(stake_currency: str, max_open_trades: int,
+                                    results: DataFrame) -> str:
     """
     Generate small table outlining Backtest results
-    :param data: Dict of <pair: dataframe> containing data that was used during backtesting.
+    :param stake_currency: Stakecurrency used
+    :param max_open_trades: Max_open_trades parameter
     :param results: Dataframe containing the backtest results
     :return: pretty printed table with tabulate as string
     """
diff --git a/tests/optimize/test_optimize_reports.py b/tests/optimize/test_optimize_reports.py
index 285ecaa02..5e68a5ef8 100644
--- a/tests/optimize/test_optimize_reports.py
+++ b/tests/optimize/test_optimize_reports.py
@@ -61,10 +61,8 @@ def test_generate_text_table_sell_reason(default_conf, mocker):
         '|     stop_loss |       1 |      0 |       0 |        1 |'
         '            -10 |            -10 |             -0.2 |             -5 |'
     )
-    assert generate_text_table_sell_reason(
-        data={'ETH/BTC': {}},
-        stake_currency='BTC', max_open_trades=2,
-        results=results) == result_str
+    assert generate_text_table_sell_reason(stake_currency='BTC', max_open_trades=2,
+                                           results=results) == result_str
 
 
 def test_generate_text_table_strategy(default_conf, mocker):