diff --git a/freqtrade/data/btanalysis.py b/freqtrade/data/btanalysis.py
index 9772506a7..3567f4112 100644
--- a/freqtrade/data/btanalysis.py
+++ b/freqtrade/data/btanalysis.py
@@ -373,7 +373,7 @@ def load_trades_from_db(db_url: str, strategy: Optional[str] = None) -> pd.DataF
     filters = []
     if strategy:
         filters.append(Trade.strategy == strategy)
-    trades = trade_list_to_dataframe(Trade.get_trades(filters).all())
+    trades = trade_list_to_dataframe(list(Trade.get_trades(filters).all()))
 
     return trades
 
diff --git a/freqtrade/persistence/trade_model.py b/freqtrade/persistence/trade_model.py
index a2bbd1ee1..58f6c666a 100644
--- a/freqtrade/persistence/trade_model.py
+++ b/freqtrade/persistence/trade_model.py
@@ -7,10 +7,9 @@ from datetime import datetime, timedelta, timezone
 from math import isclose
 from typing import Any, ClassVar, Dict, List, Optional, cast
 
-from sqlalchemy import (Enum, Float, ForeignKey, Integer, Result, Select, String, UniqueConstraint,
-                        desc, func, select)
-from sqlalchemy.orm import (Mapped, Query, QueryPropertyDescriptor, lazyload, mapped_column,
-                            relationship)
+from sqlalchemy import (Enum, Float, ForeignKey, Integer, ScalarResult, Select, String,
+                        UniqueConstraint, desc, func, select)
+from sqlalchemy.orm import Mapped, QueryPropertyDescriptor, lazyload, mapped_column, relationship
 
 from freqtrade.constants import (DATETIME_PRINT_FORMAT, MATH_CLOSE_PREC, NON_OPEN_EXCHANGE_STATES,
                                  BuySell, LongShort)
@@ -1154,9 +1153,9 @@ class LocalTrade():
         get open trade count
         """
         if Trade.use_db:
-            return Trade._session.scalar(
+            return Trade._session.execute(
                 select(func.count(Trade.id)).filter(Trade.is_open.is_(True))
-            )
+            ).scalar_one()
         else:
             return LocalTrade.bt_open_open_trade_count
 
@@ -1335,7 +1334,7 @@ class Trade(ModelBase, LocalTrade):
             )
 
     @staticmethod
-    def get_trades_query(trade_filter=None, include_orders: bool = True) -> Select['Trade']:
+    def get_trades_query(trade_filter=None, include_orders: bool = True) -> Select:
         """
         Helper function to query Trades using filters.
         NOTE: Not supported in Backtesting.
@@ -1360,7 +1359,7 @@ class Trade(ModelBase, LocalTrade):
         return this_query
 
     @staticmethod
-    def get_trades(trade_filter=None, include_orders: bool = True) -> Query['Trade']:
+    def get_trades(trade_filter=None, include_orders: bool = True) -> ScalarResult['Trade']:
         """
         Helper function to query Trades using filters.
         NOTE: Not supported in Backtesting.
@@ -1370,7 +1369,7 @@ class Trade(ModelBase, LocalTrade):
                              e.g. `(trade_filter=Trade.id == trade_id)`
         :return: unsorted query object
         """
-        return Trade._session.execute(Trade.get_trades_query(trade_filter, include_orders))
+        return Trade._session.scalars(Trade.get_trades_query(trade_filter, include_orders))
 
     @staticmethod
     def get_open_order_trades() -> List['Trade']:
@@ -1378,7 +1377,7 @@ class Trade(ModelBase, LocalTrade):
         Returns all open trades
         NOTE: Not supported in Backtesting.
         """
-        return Trade.get_trades(Trade.open_order_id.isnot(None)).all()
+        return cast(List[Trade], Trade.get_trades(Trade.open_order_id.isnot(None)).all())
 
     @staticmethod
     def get_open_trades_without_assigned_fees():
@@ -1408,12 +1407,12 @@ class Trade(ModelBase, LocalTrade):
         Retrieves total realized profit
         """
         if Trade.use_db:
-            total_profit = Trade._session.scalar(
+            total_profit: float = Trade._session.execute(
                 select(func.sum(Trade.close_profit_abs)).filter(Trade.is_open.is_(False))
-            )
+            ).scalar_one()
         else:
-            total_profit = sum(
-                t.close_profit_abs for t in LocalTrade.get_trades_proxy(is_open=False))
+            total_profit = sum(t.close_profit_abs  # type: ignore
+                               for t in LocalTrade.get_trades_proxy(is_open=False))
         return total_profit or 0
 
     @staticmethod
diff --git a/freqtrade/rpc/rpc.py b/freqtrade/rpc/rpc.py
index db2b35049..45150423b 100644
--- a/freqtrade/rpc/rpc.py
+++ b/freqtrade/rpc/rpc.py
@@ -159,7 +159,7 @@ class RPC:
         """
         # Fetch open trades
         if trade_ids:
-            trades: List[Trade] = Trade.get_trades(trade_filter=Trade.id.in_(trade_ids)).all()
+            trades: Sequence[Trade] = Trade.get_trades(trade_filter=Trade.id.in_(trade_ids)).all()
         else:
             trades = Trade.get_open_trades()
 
@@ -449,7 +449,7 @@ class RPC:
         """ Returns cumulative profit statistics """
         trade_filter = ((Trade.is_open.is_(False) & (Trade.close_date >= start_date)) |
                         Trade.is_open.is_(True))
-        trades: Sequence[Trade] = Trade._session.execute(Trade.get_trades_query(
+        trades: Sequence[Trade] = Trade._session.scalars(Trade.get_trades_query(
             trade_filter, include_orders=False).order_by(Trade.id)).all()
 
         profit_all_coin = []