diff --git a/freqtrade/data/btanalysis.py b/freqtrade/data/btanalysis.py
index 9dbd69e3e..b9625e745 100644
--- a/freqtrade/data/btanalysis.py
+++ b/freqtrade/data/btanalysis.py
@@ -52,7 +52,7 @@ def load_backtest_data(filename) -> pd.DataFrame:
     return df
 
 
-def parallel_trade_analysis(results: pd.DataFrame, timeframe: str) -> pd.DataFrame:
+def analyze_trade_parallelism(results: pd.DataFrame, timeframe: str) -> pd.DataFrame:
     """
     Find overlapping trades by expanding each trade once per period it was open
     and then counting overlaps.
@@ -62,7 +62,8 @@ def parallel_trade_analysis(results: pd.DataFrame, timeframe: str) -> pd.DataFra
     """
     from freqtrade.exchange import timeframe_to_minutes
     timeframe_min = timeframe_to_minutes(timeframe)
-    dates = [pd.Series(pd.date_range(row[1].open_time, row[1].close_time, freq=f"{timeframe_min}min"))
+    dates = [pd.Series(pd.date_range(row[1].open_time, row[1].close_time,
+                                     freq=f"{timeframe_min}min"))
              for row in results[['open_time', 'close_time']].iterrows()]
     deltas = [len(x) for x in dates]
     dates = pd.Series(pd.concat(dates).values, name='date')
@@ -85,7 +86,7 @@ def evaluate_result_multi(results: pd.DataFrame, timeframe: str,
     :param max_open_trades: parameter max_open_trades used during backtest run
     :return: dataframe with open-counts per time-period in freq
     """
-    df_final = parallel_trade_analysis(results, timeframe)
+    df_final = analyze_trade_parallelism(results, timeframe)
     return df_final[df_final['open_trades'] > max_open_trades]
 
 
diff --git a/tests/data/test_btanalysis.py b/tests/data/test_btanalysis.py
index 78781cffd..b49344bbd 100644
--- a/tests/data/test_btanalysis.py
+++ b/tests/data/test_btanalysis.py
@@ -10,7 +10,7 @@ from freqtrade.data.btanalysis import (BT_DATA_COLUMNS,
                                        create_cum_profit,
                                        extract_trades_of_period,
                                        load_backtest_data, load_trades,
-                                       load_trades_from_db)
+                                       load_trades_from_db, analyze_trade_parallelism)
 from freqtrade.data.history import load_data, load_pair_history
 from tests.test_persistence import create_mock_trades
 
@@ -32,7 +32,7 @@ def test_load_backtest_data(testdatadir):
 
 
 @pytest.mark.usefixtures("init_persistence")
-def test_load_trades_db(default_conf, fee, mocker):
+def test_load_trades_from_db(default_conf, fee, mocker):
 
     create_mock_trades(fee)
     # remove init so it does not init again
@@ -84,6 +84,17 @@ def test_extract_trades_of_period(testdatadir):
     assert trades1.iloc[-1].close_time == Arrow(2017, 11, 14, 15, 25, 0).datetime
 
 
+def test_analyze_trade_parallelism(default_conf, mocker, testdatadir):
+    filename = testdatadir / "backtest-result_test.json"
+    bt_data = load_backtest_data(filename)
+
+    res = analyze_trade_parallelism(bt_data, "5m")
+    assert isinstance(res, DataFrame)
+    assert 'open_trades' in res.columns
+    assert res['open_trades'].max() == 3
+    assert res['open_trades'].min() == 0
+
+
 def test_load_trades(default_conf, mocker):
     db_mock = mocker.patch("freqtrade.data.btanalysis.load_trades_from_db", MagicMock())
     bt_mock = mocker.patch("freqtrade.data.btanalysis.load_backtest_data", MagicMock())