diff --git a/freqtrade/data/btanalysis.py b/freqtrade/data/btanalysis.py
index e7af5eab8..f6122c5aa 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', ]
+                   'stop_loss_ratio', 'min_rate', 'max_rate', 'is_open', 'buy_signal_name']
 
 
 def get_latest_optimize_filename(directory: Union[Path, str], variant: str) -> str:
diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py
index 7fdc70e70..843d3331e 100644
--- a/freqtrade/optimize/backtesting.py
+++ b/freqtrade/optimize/backtesting.py
@@ -453,6 +453,8 @@ class Backtesting:
                 row_index = indexes[pair]
                 try:
                     row = data[pair][row_index]
+                    print('weeee')
+                    print(row)
                 except IndexError:
                     # missing Data for one pair at the end.
                     # Warnings for this are shown during data loading
diff --git a/tests/optimize/__init__.py b/tests/optimize/__init__.py
index ca91019e6..f77e6f70f 100644
--- a/tests/optimize/__init__.py
+++ b/tests/optimize/__init__.py
@@ -18,6 +18,7 @@ class BTrade(NamedTuple):
     sell_reason: SellType
     open_tick: int
     close_tick: int
+    buy_signal_name: Optional[str] = ''
 
 
 class BTContainer(NamedTuple):
@@ -43,7 +44,7 @@ def _get_frame_time_from_offset(offset):
 
 
 def _build_backtest_dataframe(data):
-    columns = ['date', 'open', 'high', 'low', 'close', 'volume', 'buy', 'sell']
+    columns = ['date', 'open', 'high', 'low', 'close', 'volume', 'buy', 'sell', 'buy_signal_name']
 
     frame = DataFrame.from_records(data, columns=columns)
     frame['date'] = frame['date'].apply(_get_frame_time_from_offset)
diff --git a/tests/optimize/test_backtest_detail.py b/tests/optimize/test_backtest_detail.py
index 0bf197739..46c8e303d 100644
--- a/tests/optimize/test_backtest_detail.py
+++ b/tests/optimize/test_backtest_detail.py
@@ -14,13 +14,13 @@ from tests.optimize import (BTContainer, BTrade, _build_backtest_dataframe,
 # Test 0: Sell with signal sell in candle 3
 # Test with Stop-loss at 1%
 tc0 = BTContainer(data=[
-    # D  O     H     L     C     V    B  S
-    [0, 5000, 5025, 4975, 4987, 6172, 1, 0],
-    [1, 5000, 5025, 4975, 4987, 6172, 0, 0],  # enter trade (signal on last candle)
-    [2, 4987, 5012, 4986, 4600, 6172, 0, 0],  # exit with stoploss hit
-    [3, 5010, 5000, 4980, 5010, 6172, 0, 1],
-    [4, 5010, 4987, 4977, 4995, 6172, 0, 0],
-    [5, 4995, 4995, 4995, 4950, 6172, 0, 0]],
+    # D  O     H     L     C     V    B  S  SN
+    [0, 5000, 5025, 4975, 4987, 6172, 1, 0, ''],
+    [1, 5000, 5025, 4975, 4987, 6172, 0, 0, ''],  # enter trade (signal on last candle)
+    [2, 4987, 5012, 4986, 4600, 6172, 0, 0, ''],  # exit with stoploss hit
+    [3, 5010, 5000, 4980, 5010, 6172, 0, 1, ''],
+    [4, 5010, 4987, 4977, 4995, 6172, 0, 0, ''],
+    [5, 4995, 4995, 4995, 4950, 6172, 0, 0, '']],
     stop_loss=-0.01, roi={"0": 1}, profit_perc=0.002, use_sell_signal=True,
     trades=[BTrade(sell_reason=SellType.SELL_SIGNAL, open_tick=1, close_tick=4)]
 )
@@ -28,13 +28,13 @@ tc0 = BTContainer(data=[
 # Test 1: Stop-Loss Triggered 1% loss
 # Test with Stop-loss at 1%
 tc1 = BTContainer(data=[
-    # D  O     H     L     C     V    B  S
-    [0, 5000, 5025, 4975, 4987, 6172, 1, 0],
-    [1, 5000, 5025, 4975, 4987, 6172, 0, 0],  # enter trade (signal on last candle)
-    [2, 4987, 5012, 4600, 4600, 6172, 0, 0],  # exit with stoploss hit
-    [3, 4975, 5000, 4980, 4977, 6172, 0, 0],
-    [4, 4977, 4987, 4977, 4995, 6172, 0, 0],
-    [5, 4995, 4995, 4995, 4950, 6172, 0, 0]],
+    # D  O     H     L     C     V    B  S  SN
+    [0, 5000, 5025, 4975, 4987, 6172, 1, 0, ''],
+    [1, 5000, 5025, 4975, 4987, 6172, 0, 0, ''],  # enter trade (signal on last candle)
+    [2, 4987, 5012, 4600, 4600, 6172, 0, 0, ''],  # exit with stoploss hit
+    [3, 4975, 5000, 4980, 4977, 6172, 0, 0, ''],
+    [4, 4977, 4987, 4977, 4995, 6172, 0, 0, ''],
+    [5, 4995, 4995, 4995, 4950, 6172, 0, 0, '']],
     stop_loss=-0.01, roi={"0": 1}, profit_perc=-0.01,
     trades=[BTrade(sell_reason=SellType.STOP_LOSS, open_tick=1, close_tick=2)]
 )
@@ -43,13 +43,13 @@ tc1 = BTContainer(data=[
 # Test 2: Minus 4% Low, minus 1% close
 # Test with Stop-Loss at 3%
 tc2 = BTContainer(data=[
-    # D  O     H     L     C     V    B  S
-    [0, 5000, 5025, 4975, 4987, 6172, 1, 0],
-    [1, 5000, 5025, 4975, 4987, 6172, 0, 0],  # enter trade (signal on last candle)
-    [2, 4987, 5012, 4962, 4975, 6172, 0, 0],
-    [3, 4975, 5000, 4800, 4962, 6172, 0, 0],  # exit with stoploss hit
-    [4, 4962, 4987, 4937, 4950, 6172, 0, 0],
-    [5, 4950, 4975, 4925, 4950, 6172, 0, 0]],
+    # D  O     H     L     C     V    B  S  SN
+    [0, 5000, 5025, 4975, 4987, 6172, 1, 0, ''],
+    [1, 5000, 5025, 4975, 4987, 6172, 0, 0, ''],  # enter trade (signal on last candle)
+    [2, 4987, 5012, 4962, 4975, 6172, 0, 0, ''],
+    [3, 4975, 5000, 4800, 4962, 6172, 0, 0, ''],  # exit with stoploss hit
+    [4, 4962, 4987, 4937, 4950, 6172, 0, 0, ''],
+    [5, 4950, 4975, 4925, 4950, 6172, 0, 0, '']],
     stop_loss=-0.03, roi={"0": 1}, profit_perc=-0.03,
     trades=[BTrade(sell_reason=SellType.STOP_LOSS, open_tick=1, close_tick=3)]
 )
@@ -62,14 +62,14 @@ tc2 = BTContainer(data=[
 #  Trade-A: Stop-Loss Triggered 2% Loss
 #           Trade-B: Stop-Loss Triggered 2% Loss
 tc3 = BTContainer(data=[
-    # D  O     H     L     C     V    B  S
-    [0, 5000, 5025, 4975, 4987, 6172, 1, 0],
-    [1, 5000, 5025, 4975, 4987, 6172, 0, 0],  # enter trade (signal on last candle)
-    [2, 4987, 5012, 4800, 4975, 6172, 0, 0],  # exit with stoploss hit
-    [3, 4975, 5000, 4950, 4962, 6172, 1, 0],
-    [4, 4975, 5000, 4950, 4962, 6172, 0, 0],  # enter trade 2 (signal on last candle)
-    [5, 4962, 4987, 4000, 4000, 6172, 0, 0],  # exit with stoploss hit
-    [6, 4950, 4975, 4975, 4950, 6172, 0, 0]],
+    # D  O     H     L     C     V    B  S  SN
+    [0, 5000, 5025, 4975, 4987, 6172, 1, 0, ''],
+    [1, 5000, 5025, 4975, 4987, 6172, 0, 0, ''],  # enter trade (signal on last candle)
+    [2, 4987, 5012, 4800, 4975, 6172, 0, 0, ''],  # exit with stoploss hit
+    [3, 4975, 5000, 4950, 4962, 6172, 1, 0, ''],
+    [4, 4975, 5000, 4950, 4962, 6172, 0, 0, ''],  # enter trade 2 (signal on last candle)
+    [5, 4962, 4987, 4000, 4000, 6172, 0, 0, ''],  # exit with stoploss hit
+    [6, 4950, 4975, 4975, 4950, 6172, 0, 0, '']],
     stop_loss=-0.02, roi={"0": 1}, profit_perc=-0.04,
     trades=[BTrade(sell_reason=SellType.STOP_LOSS, open_tick=1, close_tick=2),
             BTrade(sell_reason=SellType.STOP_LOSS, open_tick=4, close_tick=5)]
@@ -80,13 +80,13 @@ tc3 = BTContainer(data=[
 # Test with Stop-loss at 2% ROI 6%
 # Stop-Loss Triggered 2% Loss
 tc4 = BTContainer(data=[
-    # D  O     H     L     C     V    B  S
-    [0, 5000, 5025, 4975, 4987, 6172, 1, 0],
-    [1, 5000, 5025, 4975, 4987, 6172, 0, 0],  # enter trade (signal on last candle)
-    [2, 4987, 5750, 4850, 5750, 6172, 0, 0],  # Exit with stoploss hit
-    [3, 4975, 5000, 4950, 4962, 6172, 0, 0],
-    [4, 4962, 4987, 4937, 4950, 6172, 0, 0],
-    [5, 4950, 4975, 4925, 4950, 6172, 0, 0]],
+    # D  O     H     L     C     V    B  S  SN
+    [0, 5000, 5025, 4975, 4987, 6172, 1, 0, ''],
+    [1, 5000, 5025, 4975, 4987, 6172, 0, 0, ''],  # enter trade (signal on last candle)
+    [2, 4987, 5750, 4850, 5750, 6172, 0, 0, ''],  # Exit with stoploss hit
+    [3, 4975, 5000, 4950, 4962, 6172, 0, 0, ''],
+    [4, 4962, 4987, 4937, 4950, 6172, 0, 0, ''],
+    [5, 4950, 4975, 4925, 4950, 6172, 0, 0, '']],
     stop_loss=-0.02, roi={"0": 0.06}, profit_perc=-0.02,
     trades=[BTrade(sell_reason=SellType.STOP_LOSS, open_tick=1, close_tick=2)]
 )
@@ -94,13 +94,13 @@ tc4 = BTContainer(data=[
 # Test 5: Drops 0.5% Closes +20%, ROI triggers 3% Gain
 # stop-loss: 1%, ROI: 3%
 tc5 = BTContainer(data=[
-    # D  O     H     L     C     V    B  S
-    [0, 5000, 5025, 4980, 4987, 6172, 1, 0],
-    [1, 5000, 5025, 4980, 4987, 6172, 0, 0],  # enter trade (signal on last candle)
-    [2, 4987, 5025, 4975, 4987, 6172, 0, 0],
-    [3, 4975, 6000, 4975, 6000, 6172, 0, 0],  # ROI
-    [4, 4962, 4987, 4972, 4950, 6172, 0, 0],
-    [5, 4950, 4975, 4925, 4950, 6172, 0, 0]],
+    # D  O     H     L     C     V    B  S  SN
+    [0, 5000, 5025, 4980, 4987, 6172, 1, 0, ''],
+    [1, 5000, 5025, 4980, 4987, 6172, 0, 0, ''],  # enter trade (signal on last candle)
+    [2, 4987, 5025, 4975, 4987, 6172, 0, 0, ''],
+    [3, 4975, 6000, 4975, 6000, 6172, 0, 0, ''],  # ROI
+    [4, 4962, 4987, 4972, 4950, 6172, 0, 0, ''],
+    [5, 4950, 4975, 4925, 4950, 6172, 0, 0, '']],
     stop_loss=-0.01, roi={"0": 0.03}, profit_perc=0.03,
     trades=[BTrade(sell_reason=SellType.ROI, open_tick=1, close_tick=3)]
 )
@@ -108,13 +108,13 @@ tc5 = BTContainer(data=[
 # Test 6: Drops 3% / Recovers 6% Positive / Closes 1% positve, Stop-Loss triggers 2% Loss
 # stop-loss: 2% ROI: 5%
 tc6 = BTContainer(data=[
-    # D  O     H     L     C     V    B  S
-    [0, 5000, 5025, 4975, 4987, 6172, 1, 0],
-    [1, 5000, 5025, 4975, 4987, 6172, 0, 0],  # enter trade (signal on last candle)
-    [2, 4987, 5300, 4850, 5050, 6172, 0, 0],  # Exit with stoploss
-    [3, 4975, 5000, 4950, 4962, 6172, 0, 0],
-    [4, 4962, 4987, 4972, 4950, 6172, 0, 0],
-    [5, 4950, 4975, 4925, 4950, 6172, 0, 0]],
+    # D  O     H     L     C     V    B  S  SN
+    [0, 5000, 5025, 4975, 4987, 6172, 1, 0, ''],
+    [1, 5000, 5025, 4975, 4987, 6172, 0, 0, ''],  # enter trade (signal on last candle)
+    [2, 4987, 5300, 4850, 5050, 6172, 0, 0, ''],  # Exit with stoploss
+    [3, 4975, 5000, 4950, 4962, 6172, 0, 0, ''],
+    [4, 4962, 4987, 4972, 4950, 6172, 0, 0, ''],
+    [5, 4950, 4975, 4925, 4950, 6172, 0, 0, '']],
     stop_loss=-0.02, roi={"0": 0.05}, profit_perc=-0.02,
     trades=[BTrade(sell_reason=SellType.STOP_LOSS, open_tick=1, close_tick=2)]
 )
@@ -122,13 +122,13 @@ tc6 = BTContainer(data=[
 # Test 7: 6% Positive / 1% Negative / Close 1% Positve, ROI Triggers 3% Gain
 # stop-loss: 2% ROI: 3%
 tc7 = BTContainer(data=[
-    # D  O     H     L     C     V    B  S
-    [0, 5000, 5025, 4975, 4987, 6172, 1, 0],
-    [1, 5000, 5025, 4975, 4987, 6172, 0, 0],
-    [2, 4987, 5300, 4950, 5050, 6172, 0, 0],
-    [3, 4975, 5000, 4950, 4962, 6172, 0, 0],
-    [4, 4962, 4987, 4972, 4950, 6172, 0, 0],
-    [5, 4950, 4975, 4925, 4950, 6172, 0, 0]],
+    # D  O     H     L     C     V    B  S  SN
+    [0, 5000, 5025, 4975, 4987, 6172, 1, 0, ''],
+    [1, 5000, 5025, 4975, 4987, 6172, 0, 0, ''],
+    [2, 4987, 5300, 4950, 5050, 6172, 0, 0, ''],
+    [3, 4975, 5000, 4950, 4962, 6172, 0, 0, ''],
+    [4, 4962, 4987, 4972, 4950, 6172, 0, 0, ''],
+    [5, 4950, 4975, 4925, 4950, 6172, 0, 0, '']],
     stop_loss=-0.02, roi={"0": 0.03}, profit_perc=0.03,
     trades=[BTrade(sell_reason=SellType.ROI, open_tick=1, close_tick=2)]
 )
@@ -137,12 +137,12 @@ tc7 = BTContainer(data=[
 # Test 8: trailing_stop should raise so candle 3 causes a stoploss.
 # stop-loss: 10%, ROI: 10% (should not apply), stoploss adjusted in candle 2
 tc8 = BTContainer(data=[
-    # D   O     H     L    C     V    B  S
-    [0, 5000, 5050, 4950, 5000, 6172, 1, 0],
-    [1, 5000, 5050, 4950, 5000, 6172, 0, 0],
-    [2, 5000, 5250, 4750, 4850, 6172, 0, 0],
-    [3, 4850, 5050, 4650, 4750, 6172, 0, 0],
-    [4, 4750, 4950, 4350, 4750, 6172, 0, 0]],
+    # D   O     H     L    C     V    B  S  SN
+    [0, 5000, 5050, 4950, 5000, 6172, 1, 0, ''],
+    [1, 5000, 5050, 4950, 5000, 6172, 0, 0, ''],
+    [2, 5000, 5250, 4750, 4850, 6172, 0, 0, ''],
+    [3, 4850, 5050, 4650, 4750, 6172, 0, 0, ''],
+    [4, 4750, 4950, 4350, 4750, 6172, 0, 0, '']],
     stop_loss=-0.10, roi={"0": 0.10}, profit_perc=-0.055, trailing_stop=True,
     trades=[BTrade(sell_reason=SellType.TRAILING_STOP_LOSS, open_tick=1, close_tick=3)]
 )
@@ -151,12 +151,12 @@ tc8 = BTContainer(data=[
 # Test 9: trailing_stop should raise - high and low in same candle.
 # stop-loss: 10%, ROI: 10% (should not apply), stoploss adjusted in candle 3
 tc9 = BTContainer(data=[
-    # D   O     H     L     C    V    B  S
-    [0, 5000, 5050, 4950, 5000, 6172, 1, 0],
-    [1, 5000, 5050, 4950, 5000, 6172, 0, 0],
-    [2, 5000, 5050, 4950, 5000, 6172, 0, 0],
-    [3, 5000, 5200, 4550, 4850, 6172, 0, 0],
-    [4, 4750, 4950, 4350, 4750, 6172, 0, 0]],
+    # D   O     H     L     C    V    B  S  SN
+    [0, 5000, 5050, 4950, 5000, 6172, 1, 0, ''],
+    [1, 5000, 5050, 4950, 5000, 6172, 0, 0, ''],
+    [2, 5000, 5050, 4950, 5000, 6172, 0, 0, ''],
+    [3, 5000, 5200, 4550, 4850, 6172, 0, 0, ''],
+    [4, 4750, 4950, 4350, 4750, 6172, 0, 0, '']],
     stop_loss=-0.10, roi={"0": 0.10}, profit_perc=-0.064, trailing_stop=True,
     trades=[BTrade(sell_reason=SellType.TRAILING_STOP_LOSS, open_tick=1, close_tick=3)]
 )
@@ -165,12 +165,12 @@ tc9 = BTContainer(data=[
 # without applying trailing_stop_positive since stoploss_offset is at 10%.
 # stop-loss: 10%, ROI: 10% (should not apply), stoploss adjusted candle 2
 tc10 = BTContainer(data=[
-    # D   O     H     L     C    V    B  S
-    [0, 5000, 5050, 4950, 5000, 6172, 1, 0],
-    [1, 5000, 5050, 4950, 5100, 6172, 0, 0],
-    [2, 5100, 5251, 5100, 5100, 6172, 0, 0],
-    [3, 4850, 5050, 4650, 4750, 6172, 0, 0],
-    [4, 4750, 4950, 4350, 4750, 6172, 0, 0]],
+    # D   O     H     L     C    V    B  S  SN
+    [0, 5000, 5050, 4950, 5000, 6172, 1, 0, ''],
+    [1, 5000, 5050, 4950, 5100, 6172, 0, 0, ''],
+    [2, 5100, 5251, 5100, 5100, 6172, 0, 0, ''],
+    [3, 4850, 5050, 4650, 4750, 6172, 0, 0, ''],
+    [4, 4750, 4950, 4350, 4750, 6172, 0, 0, '']],
     stop_loss=-0.10, roi={"0": 0.10}, profit_perc=-0.1, trailing_stop=True,
     trailing_only_offset_is_reached=True, trailing_stop_positive_offset=0.10,
     trailing_stop_positive=0.03,
@@ -181,12 +181,12 @@ tc10 = BTContainer(data=[
 # applying a positive trailing stop of 3% since stop_positive_offset is reached.
 # stop-loss: 10%, ROI: 10% (should not apply), stoploss adjusted candle 2
 tc11 = BTContainer(data=[
-    # D   O     H     L     C    V    B  S
-    [0, 5000, 5050, 4950, 5000, 6172, 1, 0],
-    [1, 5000, 5050, 4950, 5100, 6172, 0, 0],
-    [2, 5100, 5251, 5100, 5100, 6172, 0, 0],
-    [3, 5000, 5150, 4650, 4750, 6172, 0, 0],
-    [4, 4750, 4950, 4350, 4750, 6172, 0, 0]],
+    # D   O     H     L     C    V    B  S  SN
+    [0, 5000, 5050, 4950, 5000, 6172, 1, 0, ''],
+    [1, 5000, 5050, 4950, 5100, 6172, 0, 0, ''],
+    [2, 5100, 5251, 5100, 5100, 6172, 0, 0, ''],
+    [3, 5000, 5150, 4650, 4750, 6172, 0, 0, ''],
+    [4, 4750, 4950, 4350, 4750, 6172, 0, 0, '']],
     stop_loss=-0.10, roi={"0": 0.10}, profit_perc=0.019, trailing_stop=True,
     trailing_only_offset_is_reached=True, trailing_stop_positive_offset=0.05,
     trailing_stop_positive=0.03,
@@ -197,12 +197,12 @@ tc11 = BTContainer(data=[
 # applying a positive trailing stop of 3% since stop_positive_offset is reached.
 # stop-loss: 10%, ROI: 10% (should not apply), stoploss adjusted candle 2
 tc12 = BTContainer(data=[
-    # D   O     H     L     C    V    B  S
-    [0, 5000, 5050, 4950, 5000, 6172, 1, 0],
-    [1, 5000, 5050, 4950, 5100, 6172, 0, 0],
-    [2, 5100, 5251, 4650, 5100, 6172, 0, 0],
-    [3, 4850, 5050, 4650, 4750, 6172, 0, 0],
-    [4, 4750, 4950, 4350, 4750, 6172, 0, 0]],
+    # D   O     H     L     C    V    B  S  SN
+    [0, 5000, 5050, 4950, 5000, 6172, 1, 0, ''],
+    [1, 5000, 5050, 4950, 5100, 6172, 0, 0, ''],
+    [2, 5100, 5251, 4650, 5100, 6172, 0, 0, ''],
+    [3, 4850, 5050, 4650, 4750, 6172, 0, 0, ''],
+    [4, 4750, 4950, 4350, 4750, 6172, 0, 0, '']],
     stop_loss=-0.10, roi={"0": 0.10}, profit_perc=0.019, trailing_stop=True,
     trailing_only_offset_is_reached=True, trailing_stop_positive_offset=0.05,
     trailing_stop_positive=0.03,
@@ -212,12 +212,12 @@ tc12 = BTContainer(data=[
 # Test 13: Buy and sell ROI on same candle
 # stop-loss: 10% (should not apply), ROI: 1%
 tc13 = BTContainer(data=[
-    # D   O     H     L     C    V    B  S
-    [0, 5000, 5050, 4950, 5000, 6172, 1, 0],
-    [1, 5000, 5100, 4950, 5100, 6172, 0, 0],
-    [2, 5100, 5251, 4850, 5100, 6172, 0, 0],
-    [3, 4850, 5050, 4850, 4750, 6172, 0, 0],
-    [4, 4750, 4950, 4850, 4750, 6172, 0, 0]],
+    # D   O     H     L     C    V    B  S  SN
+    [0, 5000, 5050, 4950, 5000, 6172, 1, 0, ''],
+    [1, 5000, 5100, 4950, 5100, 6172, 0, 0, ''],
+    [2, 5100, 5251, 4850, 5100, 6172, 0, 0, ''],
+    [3, 4850, 5050, 4850, 4750, 6172, 0, 0, ''],
+    [4, 4750, 4950, 4850, 4750, 6172, 0, 0, '']],
     stop_loss=-0.10, roi={"0": 0.01}, profit_perc=0.01,
     trades=[BTrade(sell_reason=SellType.ROI, open_tick=1, close_tick=1)]
 )
@@ -225,12 +225,12 @@ tc13 = BTContainer(data=[
 # Test 14 - Buy and Stoploss on same candle
 # stop-loss: 5%, ROI: 10% (should not apply)
 tc14 = BTContainer(data=[
-    # D   O     H     L     C    V    B  S
-    [0, 5000, 5050, 4950, 5000, 6172, 1, 0],
-    [1, 5000, 5100, 4600, 5100, 6172, 0, 0],
-    [2, 5100, 5251, 4850, 5100, 6172, 0, 0],
-    [3, 4850, 5050, 4850, 4750, 6172, 0, 0],
-    [4, 4750, 4950, 4350, 4750, 6172, 0, 0]],
+    # D   O     H     L     C    V    B  S  SN
+    [0, 5000, 5050, 4950, 5000, 6172, 1, 0, ''],
+    [1, 5000, 5100, 4600, 5100, 6172, 0, 0, ''],
+    [2, 5100, 5251, 4850, 5100, 6172, 0, 0, ''],
+    [3, 4850, 5050, 4850, 4750, 6172, 0, 0, ''],
+    [4, 4750, 4950, 4350, 4750, 6172, 0, 0, '']],
     stop_loss=-0.05, roi={"0": 0.10}, profit_perc=-0.05,
     trades=[BTrade(sell_reason=SellType.STOP_LOSS, open_tick=1, close_tick=1)]
 )
@@ -239,12 +239,12 @@ tc14 = BTContainer(data=[
 # Test 15 - Buy and ROI on same candle, followed by buy and Stoploss on next candle
 # stop-loss: 5%, ROI: 10% (should not apply)
 tc15 = BTContainer(data=[
-    # D   O     H     L     C    V    B  S
-    [0, 5000, 5050, 4950, 5000, 6172, 1, 0],
-    [1, 5000, 5100, 4900, 5100, 6172, 1, 0],
-    [2, 5100, 5251, 4650, 5100, 6172, 0, 0],
-    [3, 4850, 5050, 4850, 4750, 6172, 0, 0],
-    [4, 4750, 4950, 4350, 4750, 6172, 0, 0]],
+    # D   O     H     L     C    V    B  S  SN
+    [0, 5000, 5050, 4950, 5000, 6172, 1, 0, ''],
+    [1, 5000, 5100, 4900, 5100, 6172, 1, 0, ''],
+    [2, 5100, 5251, 4650, 5100, 6172, 0, 0, ''],
+    [3, 4850, 5050, 4850, 4750, 6172, 0, 0, ''],
+    [4, 4750, 4950, 4350, 4750, 6172, 0, 0, '']],
     stop_loss=-0.05, roi={"0": 0.01}, profit_perc=-0.04,
     trades=[BTrade(sell_reason=SellType.ROI, open_tick=1, close_tick=1),
             BTrade(sell_reason=SellType.STOP_LOSS, open_tick=2, close_tick=2)]
@@ -254,13 +254,13 @@ tc15 = BTContainer(data=[
 # Causes negative profit even though sell-reason is ROI.
 # stop-loss: 10%, ROI: 10% (should not apply), -100% after 65 minutes (limits trade duration)
 tc16 = BTContainer(data=[
-    # D  O     H     L     C     V    B  S
-    [0, 5000, 5025, 4975, 4987, 6172, 1, 0],
-    [1, 5000, 5025, 4975, 4987, 6172, 0, 0],
-    [2, 4987, 5300, 4950, 5050, 6172, 0, 0],
-    [3, 4975, 5000, 4940, 4962, 6172, 0, 0],  # ForceSell on ROI (roi=-1)
-    [4, 4962, 4987, 4972, 4950, 6172, 0, 0],
-    [5, 4950, 4975, 4925, 4950, 6172, 0, 0]],
+    # D  O     H     L     C     V    B  S  SN
+    [0, 5000, 5025, 4975, 4987, 6172, 1, 0, ''],
+    [1, 5000, 5025, 4975, 4987, 6172, 0, 0, ''],
+    [2, 4987, 5300, 4950, 5050, 6172, 0, 0, ''],
+    [3, 4975, 5000, 4940, 4962, 6172, 0, 0, ''],  # ForceSell on ROI (roi=-1)
+    [4, 4962, 4987, 4972, 4950, 6172, 0, 0, ''],
+    [5, 4950, 4975, 4925, 4950, 6172, 0, 0, '']],
     stop_loss=-0.10, roi={"0": 0.10, "65": -1}, profit_perc=-0.012,
     trades=[BTrade(sell_reason=SellType.ROI, open_tick=1, close_tick=3)]
 )
@@ -270,13 +270,13 @@ tc16 = BTContainer(data=[
 # stop-loss: 10%, ROI: 10% (should not apply), -100% after 100 minutes (limits trade duration)
 # Uses open as sell-rate (special case) - since the roi-time is a multiple of the timeframe.
 tc17 = BTContainer(data=[
-    # D  O     H     L     C     V    B  S
-    [0, 5000, 5025, 4975, 4987, 6172, 1, 0],
-    [1, 5000, 5025, 4975, 4987, 6172, 0, 0],
-    [2, 4987, 5300, 4950, 5050, 6172, 0, 0],
-    [3, 4980, 5000, 4940, 4962, 6172, 0, 0],  # ForceSell on ROI (roi=-1)
-    [4, 4962, 4987, 4972, 4950, 6172, 0, 0],
-    [5, 4950, 4975, 4925, 4950, 6172, 0, 0]],
+    # D  O     H     L     C     V    B  S  SN
+    [0, 5000, 5025, 4975, 4987, 6172, 1, 0, ''],
+    [1, 5000, 5025, 4975, 4987, 6172, 0, 0, ''],
+    [2, 4987, 5300, 4950, 5050, 6172, 0, 0, ''],
+    [3, 4980, 5000, 4940, 4962, 6172, 0, 0, ''],  # ForceSell on ROI (roi=-1)
+    [4, 4962, 4987, 4972, 4950, 6172, 0, 0, ''],
+    [5, 4950, 4975, 4925, 4950, 6172, 0, 0, '']],
     stop_loss=-0.10, roi={"0": 0.10, "120": -1}, profit_perc=-0.004,
     trades=[BTrade(sell_reason=SellType.ROI, open_tick=1, close_tick=3)]
 )
@@ -286,13 +286,13 @@ tc17 = BTContainer(data=[
 # stop-loss: 10%, ROI: 10% (should not apply), -100% after 100 minutes (limits trade duration)
 # uses open_rate as sell-price
 tc18 = BTContainer(data=[
-    # D  O     H     L     C     V    B  S
-    [0, 5000, 5025, 4975, 4987, 6172, 1, 0],
-    [1, 5000, 5025, 4975, 4987, 6172, 0, 0],
-    [2, 4987, 5300, 4950, 5200, 6172, 0, 0],
-    [3, 5200, 5220, 4940, 4962, 6172, 0, 0],  # Sell on ROI (sells on open)
-    [4, 4962, 4987, 4972, 4950, 6172, 0, 0],
-    [5, 4950, 4975, 4925, 4950, 6172, 0, 0]],
+    # D  O     H     L     C     V    B  S  SN
+    [0, 5000, 5025, 4975, 4987, 6172, 1, 0, ''],
+    [1, 5000, 5025, 4975, 4987, 6172, 0, 0, ''],
+    [2, 4987, 5300, 4950, 5200, 6172, 0, 0, ''],
+    [3, 5200, 5220, 4940, 4962, 6172, 0, 0, ''],  # Sell on ROI (sells on open)
+    [4, 4962, 4987, 4972, 4950, 6172, 0, 0, ''],
+    [5, 4950, 4975, 4925, 4950, 6172, 0, 0, '']],
     stop_loss=-0.10, roi={"0": 0.10, "120": 0.01}, profit_perc=0.04,
     trades=[BTrade(sell_reason=SellType.ROI, open_tick=1, close_tick=3)]
 )
@@ -301,13 +301,13 @@ tc18 = BTContainer(data=[
 # stop-loss: 10%, ROI: 10% (should not apply), -100% after 100 minutes (limits trade duration)
 # uses calculated ROI (1%) as sell rate, otherwise identical to tc18
 tc19 = BTContainer(data=[
-    # D  O     H     L     C     V    B  S
-    [0, 5000, 5025, 4975, 4987, 6172, 1, 0],
-    [1, 5000, 5025, 4975, 4987, 6172, 0, 0],
-    [2, 4987, 5300, 4950, 5200, 6172, 0, 0],
-    [3, 5000, 5300, 4940, 4962, 6172, 0, 0],  # Sell on ROI
-    [4, 4962, 4987, 4972, 4950, 6172, 0, 0],
-    [5, 4550, 4975, 4925, 4950, 6172, 0, 0]],
+    # D  O     H     L     C     V    B  S  SN
+    [0, 5000, 5025, 4975, 4987, 6172, 1, 0, ''],
+    [1, 5000, 5025, 4975, 4987, 6172, 0, 0, ''],
+    [2, 4987, 5300, 4950, 5200, 6172, 0, 0, ''],
+    [3, 5000, 5300, 4940, 4962, 6172, 0, 0, ''],  # Sell on ROI
+    [4, 4962, 4987, 4972, 4950, 6172, 0, 0, ''],
+    [5, 4550, 4975, 4925, 4950, 6172, 0, 0, '']],
     stop_loss=-0.10, roi={"0": 0.10, "120": 0.01}, profit_perc=0.01,
     trades=[BTrade(sell_reason=SellType.ROI, open_tick=1, close_tick=3)]
 )
@@ -316,13 +316,13 @@ tc19 = BTContainer(data=[
 # stop-loss: 10%, ROI: 10% (should not apply), -100% after 100 minutes (limits trade duration)
 # uses calculated ROI (1%) as sell rate, otherwise identical to tc18
 tc20 = BTContainer(data=[
-    # D  O     H     L     C     V    B  S
-    [0, 5000, 5025, 4975, 4987, 6172, 1, 0],
-    [1, 5000, 5025, 4975, 4987, 6172, 0, 0],
-    [2, 4987, 5300, 4950, 5200, 6172, 0, 0],
-    [3, 5200, 5300, 4940, 4962, 6172, 0, 0],  # Sell on ROI
-    [4, 4962, 4987, 4972, 4950, 6172, 0, 0],
-    [5, 4550, 4975, 4925, 4950, 6172, 0, 0]],
+    # D  O     H     L     C     V    B  S  SN
+    [0, 5000, 5025, 4975, 4987, 6172, 1, 0, ''],
+    [1, 5000, 5025, 4975, 4987, 6172, 0, 0, ''],
+    [2, 4987, 5300, 4950, 5200, 6172, 0, 0, ''],
+    [3, 5200, 5300, 4940, 4962, 6172, 0, 0, ''],  # Sell on ROI
+    [4, 4962, 4987, 4972, 4950, 6172, 0, 0, ''],
+    [5, 4550, 4975, 4925, 4950, 6172, 0, 0, '']],
     stop_loss=-0.10, roi={"0": 0.10, "119": 0.01}, profit_perc=0.01,
     trades=[BTrade(sell_reason=SellType.ROI, open_tick=1, close_tick=3)]
 )
@@ -332,12 +332,12 @@ tc20 = BTContainer(data=[
 # which cannot happen in reality
 # stop-loss: 10%, ROI: 4%, Trailing stop adjusted at the sell candle
 tc21 = BTContainer(data=[
-    # D   O     H     L     C    V    B  S
-    [0, 5000, 5050, 4950, 5000, 6172, 1, 0],
-    [1, 5000, 5050, 4950, 5100, 6172, 0, 0],
-    [2, 5100, 5251, 4650, 5100, 6172, 0, 0],
-    [3, 4850, 5050, 4650, 4750, 6172, 0, 0],
-    [4, 4750, 4950, 4350, 4750, 6172, 0, 0]],
+    # D   O     H     L     C    V    B  S  SN
+    [0, 5000, 5050, 4950, 5000, 6172, 1, 0, ''],
+    [1, 5000, 5050, 4950, 5100, 6172, 0, 0, ''],
+    [2, 5100, 5251, 4650, 5100, 6172, 0, 0, ''],
+    [3, 4850, 5050, 4650, 4750, 6172, 0, 0, ''],
+    [4, 4750, 4950, 4350, 4750, 6172, 0, 0, '']],
     stop_loss=-0.10, roi={"0": 0.04}, profit_perc=0.04, trailing_stop=True,
     trailing_only_offset_is_reached=True, trailing_stop_positive_offset=0.05,
     trailing_stop_positive=0.03,
@@ -348,12 +348,12 @@ tc21 = BTContainer(data=[
 # applying a positive trailing stop of 3% - ROI should apply before trailing stop.
 # stop-loss: 10%, ROI: 4%, stoploss adjusted candle 2
 tc22 = BTContainer(data=[
-    # D   O     H     L     C    V    B  S
-    [0, 5000, 5050, 4950, 5000, 6172, 1, 0],
-    [1, 5000, 5050, 4950, 5100, 6172, 0, 0],
-    [2, 5100, 5251, 5100, 5100, 6172, 0, 0],
-    [3, 4850, 5050, 4650, 4750, 6172, 0, 0],
-    [4, 4750, 4950, 4350, 4750, 6172, 0, 0]],
+    # D   O     H     L     C    V    B  S  SN
+    [0, 5000, 5050, 4950, 5000, 6172, 1, 0, ''],
+    [1, 5000, 5050, 4950, 5100, 6172, 0, 0, ''],
+    [2, 5100, 5251, 5100, 5100, 6172, 0, 0, ''],
+    [3, 4850, 5050, 4650, 4750, 6172, 0, 0, ''],
+    [4, 4750, 4950, 4350, 4750, 6172, 0, 0, '']],
     stop_loss=-0.10, roi={"0": 0.04}, profit_perc=0.04, trailing_stop=True,
     trailing_only_offset_is_reached=True, trailing_stop_positive_offset=0.05,
     trailing_stop_positive=0.03,
@@ -367,12 +367,12 @@ tc22 = BTContainer(data=[
 # Stoploss would trigger in this candle too, but it's no longer relevant.
 # stop-loss: 10%, ROI: 4%, stoploss adjusted candle 2, ROI adjusted in candle 3 (causing the sell)
 tc23 = BTContainer(data=[
-    # D   O     H     L     C    V    B  S
-    [0, 5000, 5050, 4950, 5000, 6172, 1, 0],
-    [1, 5000, 5050, 4950, 5100, 6172, 0, 0],
-    [2, 5100, 5251, 5100, 5100, 6172, 0, 0],
-    [3, 4850, 5251, 4650, 4750, 6172, 0, 0],
-    [4, 4750, 4950, 4350, 4750, 6172, 0, 0]],
+    # D   O     H     L     C    V    B  S  SN
+    [0, 5000, 5050, 4950, 5000, 6172, 1, 0, ''],
+    [1, 5000, 5050, 4950, 5100, 6172, 0, 0, ''],
+    [2, 5100, 5251, 5100, 5100, 6172, 0, 0, ''],
+    [3, 4850, 5251, 4650, 4750, 6172, 0, 0, ''],
+    [4, 4750, 4950, 4350, 4750, 6172, 0, 0, '']],
     stop_loss=-0.10, roi={"0": 0.1, "119": 0.03}, profit_perc=0.03, trailing_stop=True,
     trailing_only_offset_is_reached=True, trailing_stop_positive_offset=0.05,
     trailing_stop_positive=0.03,
@@ -383,13 +383,13 @@ tc23 = BTContainer(data=[
 # Stoploss at 1%.
 # Stoploss wins over Sell-signal (because sell-signal is acted on in the next candle)
 tc24 = BTContainer(data=[
-    # D  O     H     L     C     V    B  S
-    [0, 5000, 5025, 4975, 4987, 6172, 1, 0],
-    [1, 5000, 5025, 4975, 4987, 6172, 0, 0],  # enter trade (signal on last candle)
-    [2, 4987, 5012, 4986, 4600, 6172, 0, 0],
-    [3, 5010, 5000, 4855, 5010, 6172, 0, 1],  # Triggers stoploss + sellsignal
-    [4, 5010, 4987, 4977, 4995, 6172, 0, 0],
-    [5, 4995, 4995, 4995, 4950, 6172, 0, 0]],
+    # D  O     H     L     C     V    B  S  SN
+    [0, 5000, 5025, 4975, 4987, 6172, 1, 0, ''],
+    [1, 5000, 5025, 4975, 4987, 6172, 0, 0, ''],  # enter trade (signal on last candle)
+    [2, 4987, 5012, 4986, 4600, 6172, 0, 0, ''],
+    [3, 5010, 5000, 4855, 5010, 6172, 0, 1, ''],  # Triggers stoploss + sellsignal
+    [4, 5010, 4987, 4977, 4995, 6172, 0, 0, ''],
+    [5, 4995, 4995, 4995, 4950, 6172, 0, 0, '']],
     stop_loss=-0.01, roi={"0": 1}, profit_perc=-0.01, use_sell_signal=True,
     trades=[BTrade(sell_reason=SellType.STOP_LOSS, open_tick=1, close_tick=3)]
 )
@@ -398,13 +398,13 @@ tc24 = BTContainer(data=[
 # Stoploss at 1%.
 # Sell-signal wins over stoploss
 tc25 = BTContainer(data=[
-    # D  O     H     L     C     V    B  S
-    [0, 5000, 5025, 4975, 4987, 6172, 1, 0],
-    [1, 5000, 5025, 4975, 4987, 6172, 0, 0],  # enter trade (signal on last candle)
-    [2, 4987, 5012, 4986, 4600, 6172, 0, 0],
-    [3, 5010, 5000, 4986, 5010, 6172, 0, 1],
-    [4, 5010, 4987, 4855, 4995, 6172, 0, 0],  # Triggers stoploss + sellsignal acted on
-    [5, 4995, 4995, 4995, 4950, 6172, 0, 0]],
+    # D  O     H     L     C     V    B  S  SN
+    [0, 5000, 5025, 4975, 4987, 6172, 1, 0, ''],
+    [1, 5000, 5025, 4975, 4987, 6172, 0, 0, ''],  # enter trade (signal on last candle)
+    [2, 4987, 5012, 4986, 4600, 6172, 0, 0, ''],
+    [3, 5010, 5000, 4986, 5010, 6172, 0, 1, ''],
+    [4, 5010, 4987, 4855, 4995, 6172, 0, 0, ''],  # Triggers stoploss + sellsignal acted on
+    [5, 4995, 4995, 4995, 4950, 6172, 0, 0, '']],
     stop_loss=-0.01, roi={"0": 1}, profit_perc=0.002, use_sell_signal=True,
     trades=[BTrade(sell_reason=SellType.SELL_SIGNAL, open_tick=1, close_tick=4)]
 )
@@ -413,13 +413,13 @@ tc25 = BTContainer(data=[
 # Stoploss at 10% (irrelevant), ROI at 5% (will trigger)
 # Sell-signal wins over stoploss
 tc26 = BTContainer(data=[
-    # D  O     H     L     C     V    B  S
-    [0, 5000, 5025, 4975, 4987, 6172, 1, 0],
-    [1, 5000, 5025, 4975, 4987, 6172, 0, 0],  # enter trade (signal on last candle)
-    [2, 4987, 5012, 4986, 4600, 6172, 0, 0],
-    [3, 5010, 5251, 4986, 5010, 6172, 0, 1],  # Triggers ROI, sell-signal
-    [4, 5010, 4987, 4855, 4995, 6172, 0, 0],
-    [5, 4995, 4995, 4995, 4950, 6172, 0, 0]],
+    # D  O     H     L     C     V    B  S  SN
+    [0, 5000, 5025, 4975, 4987, 6172, 1, 0, ''],
+    [1, 5000, 5025, 4975, 4987, 6172, 0, 0, ''],  # enter trade (signal on last candle)
+    [2, 4987, 5012, 4986, 4600, 6172, 0, 0, ''],
+    [3, 5010, 5251, 4986, 5010, 6172, 0, 1, ''],  # Triggers ROI, sell-signal
+    [4, 5010, 4987, 4855, 4995, 6172, 0, 0, ''],
+    [5, 4995, 4995, 4995, 4950, 6172, 0, 0, '']],
     stop_loss=-0.10, roi={"0": 0.05}, profit_perc=0.05, use_sell_signal=True,
     trades=[BTrade(sell_reason=SellType.ROI, open_tick=1, close_tick=3)]
 )
@@ -429,13 +429,13 @@ tc26 = BTContainer(data=[
 # TODO: figure out if sell-signal should win over ROI
 # Sell-signal wins over stoploss
 tc27 = BTContainer(data=[
-    # D  O     H     L     C     V    B  S
-    [0, 5000, 5025, 4975, 4987, 6172, 1, 0],
-    [1, 5000, 5025, 4975, 4987, 6172, 0, 0],  # enter trade (signal on last candle)
-    [2, 4987, 5012, 4986, 4600, 6172, 0, 0],
-    [3, 5010, 5012, 4986, 5010, 6172, 0, 1],  # sell-signal
-    [4, 5010, 5251, 4855, 4995, 6172, 0, 0],  # Triggers ROI, sell-signal acted on
-    [5, 4995, 4995, 4995, 4950, 6172, 0, 0]],
+    # D  O     H     L     C     V    B  S  SN
+    [0, 5000, 5025, 4975, 4987, 6172, 1, 0, ''],
+    [1, 5000, 5025, 4975, 4987, 6172, 0, 0, ''],  # enter trade (signal on last candle)
+    [2, 4987, 5012, 4986, 4600, 6172, 0, 0, ''],
+    [3, 5010, 5012, 4986, 5010, 6172, 0, 1, ''],  # sell-signal
+    [4, 5010, 5251, 4855, 4995, 6172, 0, 0, ''],  # Triggers ROI, sell-signal acted on
+    [5, 4995, 4995, 4995, 4950, 6172, 0, 0, '']],
     stop_loss=-0.10, roi={"0": 0.05}, profit_perc=0.05, use_sell_signal=True,
     trades=[BTrade(sell_reason=SellType.ROI, open_tick=1, close_tick=4)]
 )
@@ -445,12 +445,12 @@ tc27 = BTContainer(data=[
 # therefore "open" will be used
 # stop-loss: 10%, ROI: 10% (should not apply), stoploss adjusted candle 2
 tc28 = BTContainer(data=[
-    # D   O     H     L     C    V    B  S
-    [0, 5000, 5050, 4950, 5000, 6172, 1, 0],
-    [1, 5000, 5050, 4950, 5100, 6172, 0, 0],
-    [2, 5100, 5251, 5100, 5100, 6172, 0, 0],
-    [3, 4850, 5050, 4650, 4750, 6172, 0, 0],
-    [4, 4750, 4950, 4350, 4750, 6172, 0, 0]],
+    # D   O     H     L     C    V    B  S  SN
+    [0, 5000, 5050, 4950, 5000, 6172, 1, 0, ''],
+    [1, 5000, 5050, 4950, 5100, 6172, 0, 0, ''],
+    [2, 5100, 5251, 5100, 5100, 6172, 0, 0, ''],
+    [3, 4850, 5050, 4650, 4750, 6172, 0, 0, ''],
+    [4, 4750, 4950, 4350, 4750, 6172, 0, 0, '']],
     stop_loss=-0.10, roi={"0": 0.10}, profit_perc=-0.03, trailing_stop=True,
     trailing_only_offset_is_reached=True, trailing_stop_positive_offset=0.05,
     trailing_stop_positive=0.03,
@@ -461,12 +461,12 @@ tc28 = BTContainer(data=[
 # high of stoploss candle.
 # stop-loss: 10%, ROI: 10% (should not apply)
 tc29 = BTContainer(data=[
-    # D   O     H     L     C    V    B  S
-    [0, 5000, 5050, 4950, 5000, 6172, 1, 0],
-    [1, 5000, 5050, 5000, 4900, 6172, 0, 0],    # enter trade (signal on last candle)
-    [2, 4900, 5250, 4500, 5100, 6172, 0, 0],    # Triggers trailing-stoploss
-    [3, 5100, 5100, 4650, 4750, 6172, 0, 0],
-    [4, 4750, 4950, 4350, 4750, 6172, 0, 0]],
+    # D   O     H     L     C    V    B  S  SN
+    [0, 5000, 5050, 4950, 5000, 6172, 1, 0, ''],
+    [1, 5000, 5050, 5000, 4900, 6172, 0, 0, ''],    # enter trade (signal on last candle)
+    [2, 4900, 5250, 4500, 5100, 6172, 0, 0, ''],    # Triggers trailing-stoploss
+    [3, 5100, 5100, 4650, 4750, 6172, 0, 0, ''],
+    [4, 4750, 4950, 4350, 4750, 6172, 0, 0, '']],
     stop_loss=-0.10, roi={"0": 0.10}, profit_perc=-0.02, trailing_stop=True,
     trailing_stop_positive=0.03,
     trades=[BTrade(sell_reason=SellType.TRAILING_STOP_LOSS, open_tick=1, close_tick=2)]
@@ -475,12 +475,12 @@ tc29 = BTContainer(data=[
 # Test 30: trailing_stop should be triggered immediately on trade open candle.
 # stop-loss: 10%, ROI: 10% (should not apply)
 tc30 = BTContainer(data=[
-    # D   O     H     L     C    V    B  S
-    [0, 5000, 5050, 4950, 5000, 6172, 1, 0],
-    [1, 5000, 5500, 5000, 4900, 6172, 0, 0],    # enter trade (signal on last candle) and stop
-    [2, 4900, 5250, 4500, 5100, 6172, 0, 0],
-    [3, 5100, 5100, 4650, 4750, 6172, 0, 0],
-    [4, 4750, 4950, 4350, 4750, 6172, 0, 0]],
+    # D   O     H     L     C    V    B  S  SN
+    [0, 5000, 5050, 4950, 5000, 6172, 1, 0, ''],
+    [1, 5000, 5500, 5000, 4900, 6172, 0, 0, ''],    # enter trade (signal on last candle) and stop
+    [2, 4900, 5250, 4500, 5100, 6172, 0, 0, ''],
+    [3, 5100, 5100, 4650, 4750, 6172, 0, 0, ''],
+    [4, 4750, 4950, 4350, 4750, 6172, 0, 0, '']],
     stop_loss=-0.10, roi={"0": 0.10}, profit_perc=-0.01, trailing_stop=True,
     trailing_stop_positive=0.01,
     trades=[BTrade(sell_reason=SellType.TRAILING_STOP_LOSS, open_tick=1, close_tick=1)]
@@ -489,12 +489,12 @@ tc30 = BTContainer(data=[
 # Test 31: trailing_stop should be triggered immediately on trade open candle.
 # stop-loss: 10%, ROI: 10% (should not apply)
 tc31 = BTContainer(data=[
-    # D   O     H     L     C    V    B  S
-    [0, 5000, 5050, 4950, 5000, 6172, 1, 0],
-    [1, 5000, 5500, 5000, 4900, 6172, 0, 0],    # enter trade (signal on last candle) and stop
-    [2, 4900, 5250, 4500, 5100, 6172, 0, 0],
-    [3, 5100, 5100, 4650, 4750, 6172, 0, 0],
-    [4, 4750, 4950, 4350, 4750, 6172, 0, 0]],
+    # D   O     H     L     C    V    B  S  SN
+    [0, 5000, 5050, 4950, 5000, 6172, 1, 0, ''],
+    [1, 5000, 5500, 5000, 4900, 6172, 0, 0, ''],    # enter trade (signal on last candle) and stop
+    [2, 4900, 5250, 4500, 5100, 6172, 0, 0, ''],
+    [3, 5100, 5100, 4650, 4750, 6172, 0, 0, ''],
+    [4, 4750, 4950, 4350, 4750, 6172, 0, 0, '']],
     stop_loss=-0.10, roi={"0": 0.10}, profit_perc=0.01, trailing_stop=True,
     trailing_only_offset_is_reached=True, trailing_stop_positive_offset=0.02,
     trailing_stop_positive=0.01,
@@ -504,18 +504,33 @@ tc31 = BTContainer(data=[
 # Test 32: trailing_stop should be triggered immediately on trade open candle.
 # stop-loss: 1%, ROI: 10% (should not apply)
 tc32 = BTContainer(data=[
-    # D   O     H     L     C    V    B  S
-    [0, 5000, 5050, 4950, 5000, 6172, 1, 0],
-    [1, 5000, 5500, 5000, 4900, 6172, 0, 0],    # enter trade (signal on last candle) and stop
-    [2, 4900, 5250, 4500, 5100, 6172, 0, 0],
-    [3, 5100, 5100, 4650, 4750, 6172, 0, 0],
-    [4, 4750, 4950, 4350, 4750, 6172, 0, 0]],
+    # D   O     H     L     C    V    B  S  SN
+    [0, 5000, 5050, 4950, 5000, 6172, 1, 0, ''],
+    [1, 5000, 5500, 5000, 4900, 6172, 0, 0, ''],    # enter trade (signal on last candle) and stop
+    [2, 4900, 5250, 4500, 5100, 6172, 0, 0, ''],
+    [3, 5100, 5100, 4650, 4750, 6172, 0, 0, ''],
+    [4, 4750, 4950, 4350, 4750, 6172, 0, 0, '']],
     stop_loss=-0.01, roi={"0": 0.10}, profit_perc=-0.01, trailing_stop=True,
     trailing_only_offset_is_reached=True, trailing_stop_positive_offset=0.02,
     trailing_stop_positive=0.01, use_custom_stoploss=True,
     trades=[BTrade(sell_reason=SellType.TRAILING_STOP_LOSS, open_tick=1, close_tick=1)]
 )
 
+# Test 33: trailing_stop should be triggered immediately on trade open candle.
+# stop-loss: 1%, ROI: 10% (should not apply)
+tc33 = BTContainer(data=[
+    # D   O     H     L     C    V    B  S  SN
+    [0, 5000, 5050, 4950, 5000, 6172, 1, 0, 'buy_signal_01'],
+    [1, 5000, 5500, 5000, 4900, 6172, 0, 0, ''],    # enter trade (signal on last candle) and stop
+    [2, 4900, 5250, 4500, 5100, 6172, 0, 0, ''],
+    [3, 5100, 5100, 4650, 4750, 6172, 0, 0, ''],
+    [4, 4750, 4950, 4350, 4750, 6172, 0, 0, '']],
+    stop_loss=-0.01, roi={"0": 0.10}, profit_perc=-0.01, trailing_stop=True,
+    trailing_only_offset_is_reached=True, trailing_stop_positive_offset=0.02,
+    trailing_stop_positive=0.01, use_custom_stoploss=True,
+    trades=[BTrade(sell_reason=SellType.TRAILING_STOP_LOSS, open_tick=1, close_tick=1, buy_signal_name='buy_signal_01')]
+)
+
 TESTS = [
     tc0,
     tc1,
@@ -550,6 +565,7 @@ TESTS = [
     tc30,
     tc31,
     tc32,
+    tc33,
 ]
 
 
@@ -598,5 +614,6 @@ def test_backtest_results(default_conf, fee, mocker, caplog, data) -> None:
     for c, trade in enumerate(data.trades):
         res = results.iloc[c]
         assert res.sell_reason == trade.sell_reason.value
+        assert res.buy_signal_name == trade.buy_signal_name
         assert res.open_date == _get_frame_time_from_offset(trade.open_tick)
         assert res.close_date == _get_frame_time_from_offset(trade.close_tick)