diff --git a/freqtrade/data/btanalysis.py b/freqtrade/data/btanalysis.py
index 3adee8775..c98477f4e 100644
--- a/freqtrade/data/btanalysis.py
+++ b/freqtrade/data/btanalysis.py
@@ -10,7 +10,7 @@ import pandas as pd
 
 from freqtrade.constants import LAST_BT_RESULT_FN
 from freqtrade.misc import json_load
-from freqtrade.persistence import Trade, init_db
+from freqtrade.persistence import LocalTrade, Trade, init_db
 
 
 logger = logging.getLogger(__name__)
@@ -224,7 +224,7 @@ def evaluate_result_multi(results: pd.DataFrame, timeframe: str,
     return df_final[df_final['open_trades'] > max_open_trades]
 
 
-def trade_list_to_dataframe(trades: List[Trade]) -> pd.DataFrame:
+def trade_list_to_dataframe(trades: List[LocalTrade]) -> pd.DataFrame:
     """
     Convert list of Trade objects to pandas Dataframe
     :param trades: List of trade objects
diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py
index 10f869c9f..529c67358 100644
--- a/freqtrade/optimize/backtesting.py
+++ b/freqtrade/optimize/backtesting.py
@@ -211,7 +211,7 @@ class Backtesting:
             data[pair] = [x for x in df_analyzed.itertuples(index=False, name=None)]
         return data
 
-    def _get_close_rate(self, sell_row: Tuple, trade: Trade, sell: SellCheckTuple,
+    def _get_close_rate(self, sell_row: Tuple, trade: LocalTrade, sell: SellCheckTuple,
                         trade_dur: int) -> float:
         """
         Get close rate for backtesting result
@@ -251,10 +251,10 @@ class Backtesting:
         else:
             return sell_row[OPEN_IDX]
 
-    def _get_sell_trade_entry(self, trade: Trade, sell_row: Tuple) -> Optional[Trade]:
+    def _get_sell_trade_entry(self, trade: LocalTrade, sell_row: Tuple) -> Optional[LocalTrade]:
 
-        sell = self.strategy.should_sell(trade, sell_row[OPEN_IDX], sell_row[DATE_IDX],
-                                         sell_row[BUY_IDX], sell_row[SELL_IDX],
+        sell = self.strategy.should_sell(trade, sell_row[OPEN_IDX],  # type: ignore
+                                         sell_row[DATE_IDX], sell_row[BUY_IDX], sell_row[SELL_IDX],
                                          low=sell_row[LOW_IDX], high=sell_row[HIGH_IDX])
         if sell.sell_flag:
 
@@ -331,7 +331,7 @@ class Backtesting:
         :param enable_protections: Should protections be enabled?
         :return: DataFrame with trades (results of backtesting)
         """
-        trades: List[Trade] = []
+        trades: List[LocalTrade] = []
         self.prepare_backtest(enable_protections)
 
         # Use dict of lists with data for performance
@@ -342,7 +342,7 @@ class Backtesting:
         indexes: Dict = {}
         tmp = start_date + timedelta(minutes=self.timeframe_min)
 
-        open_trades: Dict[str, List[Trade]] = defaultdict(list)
+        open_trades: Dict[str, List[LocalTrade]] = defaultdict(list)
         open_trade_count = 0
 
         # Loop timerange and get candle for each pair at that point in time
diff --git a/freqtrade/plugins/protections/cooldown_period.py b/freqtrade/plugins/protections/cooldown_period.py
index 2d7d7b4c7..f74f83885 100644
--- a/freqtrade/plugins/protections/cooldown_period.py
+++ b/freqtrade/plugins/protections/cooldown_period.py
@@ -44,7 +44,8 @@ class CooldownPeriod(IProtection):
         trades = Trade.get_trades_proxy(pair=pair, is_open=False, close_date=look_back_until)
         if trades:
             # Get latest trade
-            trade = sorted(trades, key=lambda t: t.close_date)[-1]
+            # Ignore type error as we know we only get closed trades.
+            trade = sorted(trades, key=lambda t: t.close_date)[-1]  # type: ignore
             self.log_once(f"Cooldown for {pair} for {self.stop_duration_str}.", logger.info)
             until = self.calculate_lock_end([trade], self._stop_duration)
 
diff --git a/freqtrade/plugins/protections/iprotection.py b/freqtrade/plugins/protections/iprotection.py
index 684bf6cd3..d034beefc 100644
--- a/freqtrade/plugins/protections/iprotection.py
+++ b/freqtrade/plugins/protections/iprotection.py
@@ -7,7 +7,7 @@ from typing import Any, Dict, List, Optional, Tuple
 from freqtrade.exchange import timeframe_to_minutes
 from freqtrade.misc import plural
 from freqtrade.mixins import LoggingMixin
-from freqtrade.persistence import Trade
+from freqtrade.persistence import LocalTrade
 
 
 logger = logging.getLogger(__name__)
@@ -93,11 +93,11 @@ class IProtection(LoggingMixin, ABC):
         """
 
     @staticmethod
-    def calculate_lock_end(trades: List[Trade], stop_minutes: int) -> datetime:
+    def calculate_lock_end(trades: List[LocalTrade], stop_minutes: int) -> datetime:
         """
         Get lock end time
         """
-        max_date: datetime = max([trade.close_date for trade in trades])
+        max_date: datetime = max([trade.close_date for trade in trades if trade.close_date])
         # comming from Database, tzinfo is not set.
         if max_date.tzinfo is None:
             max_date = max_date.replace(tzinfo=timezone.utc)
diff --git a/freqtrade/plugins/protections/low_profit_pairs.py b/freqtrade/plugins/protections/low_profit_pairs.py
index 9d5ed35b4..7822ce73c 100644
--- a/freqtrade/plugins/protections/low_profit_pairs.py
+++ b/freqtrade/plugins/protections/low_profit_pairs.py
@@ -53,7 +53,7 @@ class LowProfitPairs(IProtection):
             # Not enough trades in the relevant period
             return False, None, None
 
-        profit = sum(trade.close_profit for trade in trades)
+        profit = sum(trade.close_profit for trade in trades if trade.close_profit)
         if profit < self._required_profit:
             self.log_once(
                 f"Trading for {pair} stopped due to {profit:.2f} < {self._required_profit} "
diff --git a/freqtrade/plugins/protections/stoploss_guard.py b/freqtrade/plugins/protections/stoploss_guard.py
index 5a9b9ddd0..635c0be04 100644
--- a/freqtrade/plugins/protections/stoploss_guard.py
+++ b/freqtrade/plugins/protections/stoploss_guard.py
@@ -56,7 +56,7 @@ class StoplossGuard(IProtection):
         trades = [trade for trade in trades1 if (str(trade.sell_reason) in (
                     SellType.TRAILING_STOP_LOSS.value, SellType.STOP_LOSS.value,
                     SellType.STOPLOSS_ON_EXCHANGE.value)
-                      and trade.close_profit < 0)]
+                      and trade.close_profit and trade.close_profit < 0)]
 
         if len(trades) < self._trade_limit:
             return False, None, None
diff --git a/tests/conftest.py b/tests/conftest.py
index 7089fecd0..498d65b0a 100644
--- a/tests/conftest.py
+++ b/tests/conftest.py
@@ -19,7 +19,7 @@ from freqtrade.data.converter import ohlcv_to_dataframe
 from freqtrade.edge import Edge, PairInfo
 from freqtrade.exchange import Exchange
 from freqtrade.freqtradebot import FreqtradeBot
-from freqtrade.persistence import Trade, init_db
+from freqtrade.persistence import LocalTrade, Trade, init_db
 from freqtrade.resolvers import ExchangeResolver
 from freqtrade.worker import Worker
 from tests.conftest_trades import (mock_trade_1, mock_trade_2, mock_trade_3, mock_trade_4,
@@ -191,7 +191,7 @@ def create_mock_trades(fee, use_db: bool = True):
         if use_db:
             Trade.session.add(trade)
         else:
-            Trade.trades.append(trade)
+            LocalTrade.trades.append(trade)
 
     # Simulate dry_run entries
     trade = mock_trade_1(fee)
diff --git a/tests/optimize/test_backtest_detail.py b/tests/optimize/test_backtest_detail.py
index a56e024f7..0ba6f4a7f 100644
--- a/tests/optimize/test_backtest_detail.py
+++ b/tests/optimize/test_backtest_detail.py
@@ -1,6 +1,5 @@
 # pragma pylint: disable=missing-docstring, W0212, line-too-long, C0103, C0330, unused-argument
 import logging
-from unittest.mock import MagicMock
 
 import pytest