diff --git a/docs/backtesting.md b/docs/backtesting.md
index 26642ef8c..d34381f55 100644
--- a/docs/backtesting.md
+++ b/docs/backtesting.md
@@ -446,6 +446,7 @@ Since backtesting lacks some detailed information about what happens within a ca
 - Stoploss is evaluated before ROI within one candle. So you can often see more trades with the `stoploss` sell reason comparing to the results obtained with the same strategy in the Dry Run/Live Trade modes
 - Low happens before high for stoploss, protecting capital first
 - Trailing stoploss
+  - Trailing Stoploss is only adjusted if it's below the candle's low (otherwise it would be triggered)
   - High happens first - adjusting stoploss
   - Low uses the adjusted stoploss (so sells with large high-low difference are backtested correctly)
   - ROI applies before trailing-stop, ensuring profits are "top-capped" at ROI if both ROI and trailing stop applies
diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py
index 19ae74ae6..028a9eacd 100644
--- a/freqtrade/optimize/backtesting.py
+++ b/freqtrade/optimize/backtesting.py
@@ -228,13 +228,13 @@ class Backtesting:
             # Special case: trailing triggers within same candle as trade opened. Assume most
             # pessimistic price movement, which is moving just enough to arm stoploss and
             # immediately going down to stop price.
-            if sell.sell_type == SellType.TRAILING_STOP_LOSS and trade_dur == 0 and \
-               self.strategy.trailing_stop_positive:
+            if (sell.sell_type == SellType.TRAILING_STOP_LOSS and trade_dur == 0
+                    and self.strategy.trailing_stop_positive):
                 if self.strategy.trailing_only_offset_is_reached:
                     # Worst case: price reaches stop_positive_offset and dives down.
-                    stop_rate = sell_row[OPEN_IDX] * \
-                                (1 + abs(self.strategy.trailing_stop_positive_offset) -
-                                 abs(self.strategy.trailing_stop_positive))
+                    stop_rate = (sell_row[OPEN_IDX] *
+                                 (1 + abs(self.strategy.trailing_stop_positive_offset) -
+                                 abs(self.strategy.trailing_stop_positive)))
                 else:
                     # Worst case: price ticks tiny bit above open and dives down.
                     stop_rate = sell_row[OPEN_IDX] * (1 - abs(self.strategy.trailing_stop_positive))