diff --git a/freqtrade/data/btanalysis.py b/freqtrade/data/btanalysis.py
index 3dba635e6..7d97661c4 100644
--- a/freqtrade/data/btanalysis.py
+++ b/freqtrade/data/btanalysis.py
@@ -30,7 +30,7 @@ BT_DATA_COLUMNS = ['pair', 'stake_amount', 'amount', 'open_date', 'close_date',
                    'fee_open', 'fee_close', 'trade_duration',
                    'profit_ratio', 'profit_abs', 'sell_reason',
                    'initial_stop_loss_abs', 'initial_stop_loss_ratio', 'stop_loss_abs',
-                   'stop_loss_ratio', 'min_rate', 'max_rate', 'is_open', 'buy_tag', 'exit_tag']
+                   'stop_loss_ratio', 'min_rate', 'max_rate', 'is_open', 'buy_tag']
 
 
 def get_latest_optimize_filename(directory: Union[Path, str], variant: str) -> str:
diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index 5ecf5b2a3..b7449d884 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -1151,7 +1151,6 @@ class FreqtradeBot(LoggingMixin):
         trade.sell_reason = sell_reason.sell_reason
         if(exit_tag is not None):
             trade.sell_reason = exit_tag
-            trade.exit_tag = exit_tag
         # In case of market sell orders the order can be closed immediately
         if order.get('status', 'unknown') in ('closed', 'expired'):
             self.update_trade_state(trade, trade.open_order_id, order)
diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py
index 827be4d76..5566127c3 100644
--- a/freqtrade/optimize/backtesting.py
+++ b/freqtrade/optimize/backtesting.py
@@ -363,7 +363,6 @@ class Backtesting:
             trade.sell_reason = sell.sell_reason
             if(sell_row[EXIT_TAG_IDX] is not None):
                 trade.sell_reason = sell_row[EXIT_TAG_IDX]
-                trade.exit_tag = sell_row[EXIT_TAG_IDX]
             trade_dur = int((trade.close_date_utc - trade.open_date_utc).total_seconds() // 60)
             closerate = self._get_close_rate(sell_row, trade, sell, trade_dur)
 
@@ -437,7 +436,6 @@ class Backtesting:
         if stake_amount and (not min_stake_amount or stake_amount > min_stake_amount):
             # Enter trade
             has_buy_tag = len(row) >= BUY_TAG_IDX + 1
-            has_exit_tag = len(row) >= EXIT_TAG_IDX + 1
             trade = LocalTrade(
                 pair=pair,
                 open_rate=row[OPEN_IDX],
@@ -448,7 +446,6 @@ class Backtesting:
                 fee_close=self.fee,
                 is_open=True,
                 buy_tag=row[BUY_TAG_IDX] if has_buy_tag else None,
-                exit_tag=row[EXIT_TAG_IDX] if has_exit_tag else None,
                 exchange='backtesting',
             )
             return trade
diff --git a/freqtrade/persistence/migrations.py b/freqtrade/persistence/migrations.py
index d0b3add3c..1839c4130 100644
--- a/freqtrade/persistence/migrations.py
+++ b/freqtrade/persistence/migrations.py
@@ -48,7 +48,6 @@ def migrate_trades_table(decl_base, inspector, engine, table_back_name: str, col
     sell_reason = get_column_def(cols, 'sell_reason', 'null')
     strategy = get_column_def(cols, 'strategy', 'null')
     buy_tag = get_column_def(cols, 'buy_tag', 'null')
-    exit_tag = get_column_def(cols, 'exit_tag', 'null')
     # If ticker-interval existed use that, else null.
     if has_column(cols, 'ticker_interval'):
         timeframe = get_column_def(cols, 'timeframe', 'ticker_interval')
@@ -83,7 +82,7 @@ def migrate_trades_table(decl_base, inspector, engine, table_back_name: str, col
             stake_amount, amount, amount_requested, open_date, close_date, open_order_id,
             stop_loss, stop_loss_pct, initial_stop_loss, initial_stop_loss_pct,
             stoploss_order_id, stoploss_last_update,
-            max_rate, min_rate, sell_reason, sell_order_status, strategy, buy_tag, exit_tag,
+            max_rate, min_rate, sell_reason, sell_order_status, strategy, buy_tag,
             timeframe, open_trade_value, close_profit_abs
             )
         select id, lower(exchange), pair,
@@ -99,7 +98,7 @@ def migrate_trades_table(decl_base, inspector, engine, table_back_name: str, col
             {stoploss_order_id} stoploss_order_id, {stoploss_last_update} stoploss_last_update,
             {max_rate} max_rate, {min_rate} min_rate, {sell_reason} sell_reason,
             {sell_order_status} sell_order_status,
-            {strategy} strategy, {buy_tag} buy_tag, {exit_tag} exit_tag,  {timeframe} timeframe,
+            {strategy} strategy, {buy_tag} buy_tag, {timeframe} timeframe,
             {open_trade_value} open_trade_value, {close_profit_abs} close_profit_abs
             from {table_back_name}
             """))
@@ -158,7 +157,7 @@ def check_migrate(engine, decl_base, previous_tables) -> None:
     table_back_name = get_backup_name(tabs, 'trades_bak')
 
     # Check for latest column
-    if not has_column(cols, 'exit_tag'):
+    if not has_column(cols, 'buy_tag'):
         logger.info(f'Running database migration for trades - backup: {table_back_name}')
         migrate_trades_table(decl_base, inspector, engine, table_back_name, cols)
         # Reread columns - the above recreated the table!
diff --git a/freqtrade/persistence/models.py b/freqtrade/persistence/models.py
index e03830d7f..ed0c2bf9d 100644
--- a/freqtrade/persistence/models.py
+++ b/freqtrade/persistence/models.py
@@ -258,7 +258,6 @@ class LocalTrade():
     sell_order_status: str = ''
     strategy: str = ''
     buy_tag: Optional[str] = None
-    exit_tag: Optional[str] = None
     timeframe: Optional[int] = None
 
     def __init__(self, **kwargs):
@@ -326,7 +325,6 @@ class LocalTrade():
             'profit_abs': self.close_profit_abs,
 
             'sell_reason': (f' ({self.sell_reason})' if self.sell_reason else ''),
-            'exit_tag': (f' ({self.exit_tag})' if self.exit_tag else ''),
             'sell_order_status': self.sell_order_status,
             'stop_loss_abs': self.stop_loss,
             'stop_loss_ratio': self.stop_loss_pct if self.stop_loss_pct else None,
@@ -708,7 +706,6 @@ class Trade(_DECL_BASE, LocalTrade):
     sell_order_status = Column(String(100), nullable=True)
     strategy = Column(String(100), nullable=True)
     buy_tag = Column(String(100), nullable=True)
-    exit_tag = Column(String(100), nullable=True)
     timeframe = Column(Integer, nullable=True)
 
     def __init__(self, **kwargs):
diff --git a/freqtrade/rpc/rpc.py b/freqtrade/rpc/rpc.py
index 2a664e7bc..310b0ad07 100644
--- a/freqtrade/rpc/rpc.py
+++ b/freqtrade/rpc/rpc.py
@@ -711,7 +711,7 @@ class RPC:
 
     def _rpc_mix_tag_performance(self, pair: str) -> List[Dict[str, Any]]:
         """
-        Handler for mix tag (buy_tag + exit_tag) performance.
+        Handler for mix tag (buy_tag + sell_reason) performance.
         Shows a performance statistic from finished trades
         """
         mix_tags = Trade.get_mix_tag_performance(pair)
diff --git a/freqtrade/rpc/telegram.py b/freqtrade/rpc/telegram.py
index 2352d366a..341eec5dd 100644
--- a/freqtrade/rpc/telegram.py
+++ b/freqtrade/rpc/telegram.py
@@ -180,7 +180,7 @@ class Telegram(RPCHandler):
             CallbackQueryHandler(self._balance, pattern='update_balance'),
             CallbackQueryHandler(self._performance, pattern='update_performance'),
             CallbackQueryHandler(self._performance, pattern='update_buy_tag_performance'),
-            CallbackQueryHandler(self._performance, pattern='update_exit_tag_performance'),
+            CallbackQueryHandler(self._performance, pattern='update_sell_reason_performance'),
             CallbackQueryHandler(self._performance, pattern='update_mix_tag_performance'),
             CallbackQueryHandler(self._count, pattern='update_count'),
             CallbackQueryHandler(self._forcebuy_inline),
@@ -963,7 +963,6 @@ class Telegram(RPCHandler):
             trades = self._rpc._rpc_mix_tag_performance(pair)
             output = "<b>Mix Tag Performance:</b>\n"
             for i, trade in enumerate(trades):
-                print(str(trade))
                 stat_line = (
                     f"{i+1}.\t <code>{trade['mix_tag']}\t"
                     f"{round_coin_value(trade['profit_abs'], self._config['stake_currency'])} "