diff --git a/freqtrade/data/btanalysis.py b/freqtrade/data/btanalysis.py
index d6af67a32..f34dbf313 100644
--- a/freqtrade/data/btanalysis.py
+++ b/freqtrade/data/btanalysis.py
@@ -16,7 +16,7 @@ from freqtrade.persistence import Trade
 logger = logging.getLogger(__name__)
 
 # must align with columns in backtest.py
-BT_DATA_COLUMNS = ["pair", "profit_percent", "open_date", "close_date", "index", "duration",
+BT_DATA_COLUMNS = ["pair", "profit_percent", "open_date", "close_date", "index", "trade_duration",
                    "open_rate", "close_rate", "open_at_end", "sell_reason"]
 
 
@@ -144,7 +144,7 @@ def load_trades_from_db(db_url: str) -> pd.DataFrame:
     persistence.init(db_url, clean_open_orders=False)
 
     columns = ["pair", "open_date", "close_date", "profit", "profit_percent",
-               "open_rate", "close_rate", "amount", "duration", "sell_reason",
+               "open_rate", "close_rate", "amount", "trade_duration", "sell_reason",
                "fee_open", "fee_close", "open_rate_requested", "close_rate_requested",
                "stake_amount", "max_rate", "min_rate", "id", "exchange",
                "stop_loss", "initial_stop_loss", "strategy", "timeframe"]
diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py
index d00f033cd..18881f9db 100644
--- a/freqtrade/optimize/backtesting.py
+++ b/freqtrade/optimize/backtesting.py
@@ -228,7 +228,7 @@ class Backtesting:
             open_rate=buy_row.open,
             open_date=buy_row.date,
             stake_amount=stake_amount,
-            amount=stake_amount / buy_row.open,
+            amount=round(stake_amount / buy_row.open, 8),
             fee_open=self.fee,
             fee_close=self.fee,
             is_open=True,
diff --git a/freqtrade/plot/plotting.py b/freqtrade/plot/plotting.py
index 6d50defaf..eee338a42 100644
--- a/freqtrade/plot/plotting.py
+++ b/freqtrade/plot/plotting.py
@@ -163,7 +163,8 @@ def plot_trades(fig, trades: pd.DataFrame) -> make_subplots:
     if trades is not None and len(trades) > 0:
         # Create description for sell summarizing the trade
         trades['desc'] = trades.apply(lambda row: f"{round(row['profit_percent'] * 100, 1)}%, "
-                                                  f"{row['sell_reason']}, {row['duration']} min",
+                                                  f"{row['sell_reason']}, "
+                                                  f"{row['trade_duration']} min",
                                                   axis=1)
         trade_buys = go.Scatter(
             x=trades["open_date"],
diff --git a/tests/optimize/test_backtesting.py b/tests/optimize/test_backtesting.py
index d5a6f8888..2c855fbc0 100644
--- a/tests/optimize/test_backtesting.py
+++ b/tests/optimize/test_backtesting.py
@@ -468,7 +468,7 @@ def test_backtest(default_conf, fee, mocker, testdatadir) -> None:
                                        Arrow(2018, 1, 30, 4, 10, 0).datetime], utc=True),
          'close_rate': [0.104969, 0.103541],
          'close_fee': [0.0025, 0.0025],
-         'amount': [0.009574, 0.009706],
+         'amount': [0.00957442, 0.0097064],
          'trade_duration': [235, 40],
          'open_at_end': [False, False],
          'sell_reason': [SellType.ROI, SellType.ROI]