diff --git a/docs/backtesting.md b/docs/backtesting.md
index d5a4cf3a7..1f518658d 100644
--- a/docs/backtesting.md
+++ b/docs/backtesting.md
@@ -203,7 +203,6 @@ Since backtesting lacks some detailed information about what happens within a ca
 - Buys happen at open-price
 - Sell signal sells happen at open-price of the following candle
 - Low happens before high for stoploss, protecting capital first
-- Stoploss is evaluated before ROI
 - ROI
   - sells are compared to high - but the ROI value is used (e.g. ROI = 2%, high=5% - so the sell will be at 2%)
   - sells are never "below the candle", so a ROI of 2% may result in a sell at 2.4% if low was at 2.4% profit
@@ -213,6 +212,7 @@ Since backtesting lacks some detailed information about what happens within a ca
   - High happens first - adjusting stoploss
   - Low uses the adjusted stoploss (so sells with large high-low difference are backtested correctly)
 - Sell-reason does not explain if a trade was positive or negative, just what triggered the sell (this can look odd if negative ROI values are used)
+- Stoploss (and trailing stoploss) is evaluated before ROI within one candle
 
 Taking these assumptions, backtesting tries to mirror real trading as closely as possible. However, backtesting will **never** replace running a strategy in dry-run mode.
 Also, keep in mind that past results don't guarantee future success.