diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py
index b47b38ea4..0c5bb1a0c 100644
--- a/freqtrade/optimize/backtesting.py
+++ b/freqtrade/optimize/backtesting.py
@@ -65,20 +65,6 @@ class Backtesting:
         self.strategylist: List[IStrategy] = []
         self.exchange = ExchangeResolver.load_exchange(self.config['exchange']['name'], self.config)
 
-        self.pairlists = PairListManager(self.exchange, self.config)
-        if 'VolumePairList' in self.pairlists.name_list:
-            raise OperationalException("VolumePairList not allowed for backtesting.")
-
-        self.pairlists.refresh_pairlist()
-
-        if len(self.pairlists.whitelist) == 0:
-            raise OperationalException("No pair in whitelist.")
-
-        if config.get('fee'):
-            self.fee = config['fee']
-        else:
-            self.fee = self.exchange.get_fee(symbol=self.pairlists.whitelist[0])
-
         if self.config.get('runmode') != RunMode.HYPEROPT:
             self.dataprovider = DataProvider(self.config, self.exchange)
             IStrategy.dp = self.dataprovider
@@ -101,6 +87,25 @@ class Backtesting:
         self.timeframe = str(self.config.get('ticker_interval'))
         self.timeframe_min = timeframe_to_minutes(self.timeframe)
 
+        self.pairlists = PairListManager(self.exchange, self.config)
+        if 'VolumePairList' in self.pairlists.name_list:
+            raise OperationalException("VolumePairList not allowed for backtesting.")
+
+        if len(self.strategylist) > 1 and 'PrecisionFilter' in self.pairlists.name_list:
+            raise OperationalException(
+                "PrecisionFilter not allowed for backtesting multiple strategies."
+            )
+
+        self.pairlists.refresh_pairlist()
+
+        if len(self.pairlists.whitelist) == 0:
+            raise OperationalException("No pair in whitelist.")
+
+        if config.get('fee'):
+            self.fee = config['fee']
+        else:
+            self.fee = self.exchange.get_fee(symbol=self.pairlists.whitelist[0])
+
         # Get maximum required startup period
         self.required_startup = max([strat.startup_candle_count for strat in self.strategylist])
         # Load one (first) strategy
diff --git a/tests/optimize/test_backtesting.py b/tests/optimize/test_backtesting.py
index b1e9dec56..fc03223d2 100644
--- a/tests/optimize/test_backtesting.py
+++ b/tests/optimize/test_backtesting.py
@@ -401,7 +401,6 @@ def test_backtesting_no_pair_left(default_conf, mocker, caplog, testdatadir) ->
         Backtesting(default_conf)
 
 
-
 def test_backtesting_pairlist_list(default_conf, mocker, caplog, testdatadir, tickers) -> None:
     mocker.patch('freqtrade.exchange.Exchange.exchange_has', MagicMock(return_value=True))
     mocker.patch('freqtrade.exchange.Exchange.get_tickers', tickers)
@@ -427,6 +426,12 @@ def test_backtesting_pairlist_list(default_conf, mocker, caplog, testdatadir, ti
     default_conf['pairlists'] = [{"method": "StaticPairList"}, {"method": "PrecisionFilter"}, ]
     Backtesting(default_conf)
 
+    # Multiple strategies
+    default_conf['strategy_list'] = ['DefaultStrategy', 'TestStrategyLegacy']
+    with pytest.raises(OperationalException,
+                       match='PrecisionFilter not allowed for backtesting multiple strategies.'):
+        Backtesting(default_conf)
+
 
 def test_backtest(default_conf, fee, mocker, testdatadir) -> None:
     default_conf['ask_strategy']['use_sell_signal'] = False