diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py
index ea6a4082d..8d5dc77d6 100644
--- a/freqtrade/optimize/backtesting.py
+++ b/freqtrade/optimize/backtesting.py
@@ -462,11 +462,11 @@ class Backtesting:
 
     def _enter_trade(self, pair: str, row: Tuple, stake_amount: Optional[float] = None,
                      trade: Optional[LocalTrade] = None) -> Optional[LocalTrade]:
-
+        current_time = row[DATE_IDX].to_pydatetime()
         # let's call the custom entry price, using the open price as default price
         propose_rate = strategy_safe_wrapper(self.strategy.custom_entry_price,
                                              default_retval=row[OPEN_IDX])(
-            pair=pair, current_time=row[DATE_IDX].to_pydatetime(),
+            pair=pair, current_time=current_time,
             proposed_rate=row[OPEN_IDX])  # default value is the open rate
 
         # Move rate to within the candle's low/high rate
@@ -484,7 +484,7 @@ class Backtesting:
 
             stake_amount = strategy_safe_wrapper(self.strategy.custom_stake_amount,
                                                  default_retval=stake_amount)(
-                pair=pair, current_time=row[DATE_IDX].to_pydatetime(), current_rate=propose_rate,
+                pair=pair, current_time=current_time, current_rate=propose_rate,
                 proposed_stake=stake_amount, min_stake=min_stake_amount, max_stake=max_stake_amount)
 
         stake_amount = self.wallets.validate_stake_amount(pair, stake_amount, min_stake_amount)
@@ -500,7 +500,7 @@ class Backtesting:
         if not pos_adjust:
             if not strategy_safe_wrapper(self.strategy.confirm_trade_entry, default_retval=True)(
                     pair=pair, order_type=order_type, amount=stake_amount, rate=propose_rate,
-                    time_in_force=time_in_force, current_time=row[DATE_IDX].to_pydatetime()):
+                    time_in_force=time_in_force, current_time=current_time):
                 return None
 
         if stake_amount and (not min_stake_amount or stake_amount > min_stake_amount):
@@ -511,7 +511,7 @@ class Backtesting:
                 trade = LocalTrade(
                     pair=pair,
                     open_rate=propose_rate,
-                    open_date=row[DATE_IDX].to_pydatetime(),
+                    open_date=current_time,
                     stake_amount=stake_amount,
                     amount=amount,
                     fee_open=self.fee,
@@ -531,9 +531,9 @@ class Backtesting:
                 side="buy",
                 order_type="market",
                 status="closed",
-                order_date=row[DATE_IDX].to_pydatetime(),
-                order_filled_date=row[DATE_IDX].to_pydatetime(),
-                order_update_date=row[DATE_IDX].to_pydatetime(),
+                order_date=current_time,
+                order_filled_date=current_time,
+                order_update_date=current_time,
                 price=propose_rate,
                 average=propose_rate,
                 amount=amount,