diff --git a/freqtrade/data/btanalysis.py b/freqtrade/data/btanalysis.py
index cf6e18e64..972961b36 100644
--- a/freqtrade/data/btanalysis.py
+++ b/freqtrade/data/btanalysis.py
@@ -179,7 +179,7 @@ def load_trades_from_db(db_url: str, strategy: Optional[str] = None) -> pd.DataF
 
     filters = []
     if strategy:
-        filters = Trade.strategy == strategy
+        filters.append(Trade.strategy == strategy)
 
     trades = pd.DataFrame([(t.pair,
                             t.open_date.replace(tzinfo=timezone.utc),
diff --git a/freqtrade/optimize/optimize_reports.py b/freqtrade/optimize/optimize_reports.py
index 8e25d9d89..c69442d46 100644
--- a/freqtrade/optimize/optimize_reports.py
+++ b/freqtrade/optimize/optimize_reports.py
@@ -31,20 +31,6 @@ def store_backtest_stats(recordfilename: Path, stats: Dict[str, DataFrame]) -> N
     file_dump_json(latest_filename, {'latest_backtest': str(filename.name)})
 
 
-def backtest_result_to_list(results: DataFrame) -> List[List]:
-    """
-    Converts a list of Backtest-results to list
-    :param results: Dataframe containing results for one strategy
-    :return: List of Lists containing the trades
-    """
-    # Return 0 as "index" for compatibility reasons (for now)
-    # TODO: Evaluate if we can remove this
-    return [[t.pair, t.profit_percent, t.open_date.timestamp(),
-             t.close_date.timestamp(), 0, t.trade_duration,
-             t.open_rate, t.close_rate, t.open_at_end, t.sell_reason.value]
-            for index, t in results.iterrows()]
-
-
 def _get_line_floatfmt() -> List[str]:
     """
     Generate floatformat (goes in line with _generate_result_line())
diff --git a/tests/optimize/test_optimize_reports.py b/tests/optimize/test_optimize_reports.py
index 2fab4578c..e5d98ca43 100644
--- a/tests/optimize/test_optimize_reports.py
+++ b/tests/optimize/test_optimize_reports.py
@@ -146,6 +146,25 @@ def test_generate_backtest_stats(default_conf, testdatadir):
     filename1.unlink()
 
 
+def test_store_backtest_stats(testdatadir, mocker):
+
+    dump_mock = mocker.patch('freqtrade.optimize.optimize_reports.file_dump_json')
+
+    store_backtest_stats(testdatadir, {})
+
+    assert dump_mock.call_count == 2
+    assert isinstance(dump_mock.call_args_list[0][0][0], Path)
+    assert str(dump_mock.call_args_list[0][0][0]).startswith(str(testdatadir/'backtest-result'))
+
+    dump_mock.reset_mock()
+    filename = testdatadir / 'testresult.json'
+    store_backtest_stats(filename, {})
+    assert dump_mock.call_count == 2
+    assert isinstance(dump_mock.call_args_list[0][0][0], Path)
+    # result will be testdatadir / testresult-<timestamp>.json
+    assert str(dump_mock.call_args_list[0][0][0]).startswith(str(testdatadir / 'testresult'))
+
+
 def test_generate_pair_metrics(default_conf, mocker):
 
     results = pd.DataFrame(