diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py
index fff3914a5..87eb8cb05 100644
--- a/freqtrade/optimize/backtesting.py
+++ b/freqtrade/optimize/backtesting.py
@@ -152,6 +152,10 @@ class Backtesting:
         self.strategy.order_types['stoploss_on_exchange'] = False
 
     def load_bt_data(self) -> Tuple[Dict[str, DataFrame], TimeRange]:
+        """
+        Loads backtest data and returns the data combined with the timerange
+        as tuple.
+        """
         timerange = TimeRange.parse_timerange(None if self.config.get(
             'timerange') is None else str(self.config.get('timerange')))
 
diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py
index 2a2f5b472..d4b9f4c3b 100644
--- a/freqtrade/optimize/hyperopt.py
+++ b/freqtrade/optimize/hyperopt.py
@@ -650,7 +650,7 @@ class Hyperopt:
         # Trim startup period from analyzed dataframe
         for pair, df in preprocessed.items():
             preprocessed[pair] = trim_dataframe(df, timerange)
-        min_date, max_date = get_timerange(data)
+        min_date, max_date = get_timerange(preprocessed)
 
         logger.info(f'Hyperopting with data from {min_date.strftime(DATETIME_PRINT_FORMAT)} '
                     f'up to {max_date.strftime(DATETIME_PRINT_FORMAT)} '