diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py
index 9a19d1412..ffb808a24 100644
--- a/freqtrade/optimize/backtesting.py
+++ b/freqtrade/optimize/backtesting.py
@@ -62,6 +62,7 @@ class Backtesting(object):
         self.config['exchange']['uid'] = ''
         self.config['dry_run'] = True
         self.exchange = Exchange(self.config)
+        self.fee = self.exchange.get_fee()
 
     @staticmethod
     def get_timeframe(data: Dict[str, DataFrame]) -> Tuple[arrow.Arrow, arrow.Arrow]:
@@ -130,14 +131,13 @@ class Backtesting(object):
 
         stake_amount = args['stake_amount']
         max_open_trades = args.get('max_open_trades', 0)
-        fee = self.exchange.get_fee()
         trade = Trade(
             open_rate=buy_row.close,
             open_date=buy_row.date,
             stake_amount=stake_amount,
             amount=stake_amount / buy_row.open,
-            fee_open=fee,
-            fee_close=fee
+            fee_open=self.fee,
+            fee_close=self.fee
         )
 
         # calculate win/lose forwards from buy point