diff --git a/freqtrade/analyze.py b/freqtrade/analyze.py
index 7151208d9..399c5cd0b 100644
--- a/freqtrade/analyze.py
+++ b/freqtrade/analyze.py
@@ -4,7 +4,7 @@ from datetime import timedelta
 
 import arrow
 import talib.abstract as ta
-from pandas import DataFrame
+from pandas import DataFrame, to_datetime
 from qtpylib.indicators import awesome_oscillator, crossed_above
 
 from freqtrade import exchange
@@ -23,8 +23,9 @@ def parse_ticker_dataframe(ticker: list) -> DataFrame:
     """
     df = DataFrame(ticker) \
         .drop('BV', 1) \
-        .rename(columns={'C':'close', 'V':'volume', 'O':'open', 'H':'high', 'L':'low', 'T':'date'}) \
-        .sort_values('date')
+        .rename(columns={'C':'close', 'V':'volume', 'O':'open', 'H':'high', 'L':'low', 'T':'date'})
+    df['date'] = to_datetime(df['date'], utc=True, infer_datetime_format=True)
+    df.sort_values('date', inplace=True)
     return df
 
 
diff --git a/freqtrade/tests/test_backtesting.py b/freqtrade/tests/test_backtesting.py
index fa2af3511..4929676f5 100644
--- a/freqtrade/tests/test_backtesting.py
+++ b/freqtrade/tests/test_backtesting.py
@@ -56,12 +56,12 @@ def backtest(conf, pairs, mocker):
             for index, row in ticker[ticker.buy == 1].iterrows():
                 trade = Trade(
                     open_rate=row['close'],
-                    open_date=arrow.get(row['date']).datetime,
+                    open_date=row['date'],
                     amount=1,
                 )
                 # calculate win/lose forwards from buy point
                 for index2, row2 in ticker[index:].iterrows():
-                    if should_sell(trade, row2['close'], arrow.get(row2['date']).datetime):
+                    if should_sell(trade, row2['close'], row2['date']):
                         current_profit = (row2['close'] - trade.open_rate) / trade.open_rate
 
                         trades.append((pair, current_profit, index2 - index))