diff --git a/freqtrade/data/history.py b/freqtrade/data/history.py
index 991a639ca..e47ddf6c8 100644
--- a/freqtrade/data/history.py
+++ b/freqtrade/data/history.py
@@ -173,6 +173,12 @@ def pair_data_filename(datadir: Path, pair: str, ticker_interval: str) -> Path:
     return filename
 
 
+def pair_trades_filename(datadir: Path, pair: str) -> Path:
+    pair_s = pair.replace("/", "_")
+    filename = datadir.joinpath(f'{pair_s}-trades.json')
+    return filename
+
+
 def _load_cached_data_for_updating(datadir: Path, pair: str, ticker_interval: str,
                                    timerange: Optional[TimeRange]) -> Tuple[List[Any],
                                                                             Optional[int]]:
diff --git a/tests/data/test_history.py b/tests/data/test_history.py
index 458c38189..12d8d93da 100644
--- a/tests/data/test_history.py
+++ b/tests/data/test_history.py
@@ -17,6 +17,7 @@ from freqtrade.data.history import (download_pair_history,
                                     _load_cached_data_for_updating,
                                     refresh_backtest_ohlcv_data,
                                     load_tickerdata_file, pair_data_filename,
+                                    pair_trades_filename,
                                     trim_tickerlist)
 from freqtrade.exchange import timeframe_to_minutes
 from freqtrade.misc import file_dump_json
@@ -141,6 +142,12 @@ def test_pair_data_filename():
     assert fn == Path('freqtrade/hello/world/ETH_BTC-5m.json')
 
 
+def test_pair_trades_filename():
+    fn = pair_trades_filename(Path('freqtrade/hello/world'), 'ETH/BTC', '5m')
+    assert isinstance(fn, Path)
+    assert fn == Path('freqtrade/hello/world/ETH_BTC-trades.json')
+
+
 def test_load_cached_data_for_updating(mocker) -> None:
     datadir = Path(__file__).parent.parent.joinpath('testdata')