diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py
index cf499d4e2..267827a2c 100644
--- a/freqtrade/optimize/backtesting.py
+++ b/freqtrade/optimize/backtesting.py
@@ -429,7 +429,7 @@ class Backtesting:
             # - (Expected abs profit - open_rate - open_fee) / (fee_close -1)
             roi_rate = trade.open_rate * roi / leverage
             open_fee_rate = side_1 * trade.open_rate * (1 + side_1 * trade.fee_open)
-            close_rate = -side_1 * (roi_rate + open_fee_rate) / (trade.fee_close - side_1 * 1)
+            close_rate = -(roi_rate + open_fee_rate) / (trade.fee_close - side_1 * 1)
             if is_short:
                 is_new_roi = sell_row[OPEN_IDX] < close_rate
             else:
diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py
index 975e9d41f..179db1313 100644
--- a/freqtrade/strategy/interface.py
+++ b/freqtrade/strategy/interface.py
@@ -869,7 +869,7 @@ class IStrategy(ABC, HyperStrategyMixin):
                                               force_stoploss=force_stoploss, low=low, high=high)
 
         # Set current rate to high for backtesting sell
-        current_rate = high or rate
+        current_rate = (low if trade.is_short else high) or rate
         current_profit = trade.calc_profit_ratio(current_rate)
 
         # if enter signal and ignore_roi is set, we don't need to evaluate min_roi.