diff --git a/docs/backtesting.md b/docs/backtesting.md
index 5d836d01b..f732068f1 100644
--- a/docs/backtesting.md
+++ b/docs/backtesting.md
@@ -20,7 +20,8 @@ usage: freqtrade backtesting [-h] [-v] [--logfile FILE] [-V] [-c PATH]
                              [--dry-run-wallet DRY_RUN_WALLET]
                              [--timeframe-detail TIMEFRAME_DETAIL]
                              [--strategy-list STRATEGY_LIST [STRATEGY_LIST ...]]
-                             [--export {none,trades}] [--export-filename PATH]
+                             [--export {none,trades,signals}]
+                             [--export-filename PATH]
                              [--breakdown {day,week,month} [{day,week,month} ...]]
                              [--cache {none,day,week,month}]
 
@@ -63,18 +64,17 @@ optional arguments:
                         `30m`, `1h`, `1d`).
   --strategy-list STRATEGY_LIST [STRATEGY_LIST ...]
                         Provide a space-separated list of strategies to
-                        backtest. Please note that timeframe needs to be
-                        set either in config or via command line. When using
-                        this together with `--export trades`, the strategy-
-                        name is injected into the filename (so `backtest-
-                        data.json` becomes `backtest-data-SampleStrategy.json`
-  --export {none,trades}
+                        backtest. Please note that timeframe needs to be set
+                        either in config or via command line. When using this
+                        together with `--export trades`, the strategy-name is
+                        injected into the filename (so `backtest-data.json`
+                        becomes `backtest-data-SampleStrategy.json`
+  --export {none,trades,signals}
                         Export backtest results (default: trades).
-  --export-filename PATH
-                        Save backtest results to the file with this filename.
-                        Requires `--export` to be set as well. Example:
-                        `--export-filename=user_data/backtest_results/backtest
-                        _today.json`
+  --export-filename PATH, --backtest-filename PATH
+                        Use this filename for backtest results.Requires
+                        `--export` to be set as well. Example: `--export-filen
+                        ame=user_data/backtest_results/backtest_today.json`
   --breakdown {day,week,month} [{day,week,month} ...]
                         Show backtesting breakdown per [day, week, month].
   --cache {none,day,week,month}
diff --git a/docs/configuration.md b/docs/configuration.md
index 061b6c77c..5770450a6 100644
--- a/docs/configuration.md
+++ b/docs/configuration.md
@@ -229,7 +229,6 @@ Mandatory parameters are marked as **Required**, which means that they are requi
 | `dataformat_trades` | Data format to use to store historical trades data. <br> *Defaults to `jsongz`*. <br> **Datatype:** String
 | `position_adjustment_enable` | Enables the strategy to use position adjustments (additional buys or sells). [More information here](strategy-callbacks.md#adjust-trade-position). <br> [Strategy Override](#parameters-in-the-strategy). <br>*Defaults to `false`.*<br> **Datatype:** Boolean
 | `max_entry_position_adjustment` | Maximum additional order(s) for each open trade on top of the first entry Order. Set it to `-1` for unlimited additional orders. [More information here](strategy-callbacks.md#adjust-trade-position). <br> [Strategy Override](#parameters-in-the-strategy). <br>*Defaults to `-1`.*<br> **Datatype:** Positive Integer or -1
-| `backtest_signal_candle_export_enable` | Enables the exporting of signal candles for use in post-backtesting analysis of buy tags. See [Strategy Analysis](strategy_analysis_example.md#analyse-the-buy-entry-and-sell-exit-tags). <br>*Defaults to `false`.*<br> **Datatype:** Boolean
 
 ### Parameters in the strategy
 
diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py
index c2d9f1edb..f4149fdc1 100644
--- a/freqtrade/optimize/backtesting.py
+++ b/freqtrade/optimize/backtesting.py
@@ -131,9 +131,6 @@ class Backtesting:
         self.config['startup_candle_count'] = self.required_startup
         self.exchange.validate_required_startup_candles(self.required_startup, self.timeframe)
 
-        self.backtest_signal_candle_export_enable = self.config.get(
-            'backtest_signal_candle_export_enable', False)
-
         self.trading_mode: TradingMode = config.get('trading_mode', TradingMode.SPOT)
         # strategies which define "can_short=True" will fail to load in Spot mode.
         self._can_short = self.trading_mode != TradingMode.SPOT
@@ -1077,8 +1074,8 @@ class Backtesting:
         })
         self.all_results[self.strategy.get_strategy_name()] = results
 
-        if self.config.get('export', 'none') == 'signals' and \
-                self.dataprovider.runmode == RunMode.BACKTEST:
+        if (self.config.get('export', 'none') == 'signals' and
+                self.dataprovider.runmode == RunMode.BACKTEST):
             self._generate_trade_signal_candles(preprocessed_tmp, results)
 
         return min_date, max_date
@@ -1163,8 +1160,8 @@ class Backtesting:
             if self.config.get('export', 'none') == 'trades':
                 store_backtest_stats(self.config['exportfilename'], self.results)
 
-            if self.config.get('export', 'none') == 'signals' and \
-                    self.dataprovider.runmode == RunMode.BACKTEST:
+            if (self.config.get('export', 'none') == 'signals' and
+                    self.dataprovider.runmode == RunMode.BACKTEST):
                 store_backtest_stats(self.config['exportfilename'], self.results)
                 store_backtest_signal_candles(self.config['exportfilename'], self.processed_dfs)
 
diff --git a/tests/optimize/test_backtesting.py b/tests/optimize/test_backtesting.py
index 08957acf9..797d3bafa 100644
--- a/tests/optimize/test_backtesting.py
+++ b/tests/optimize/test_backtesting.py
@@ -384,14 +384,16 @@ def test_backtesting_start(default_conf, mocker, testdatadir, caplog) -> None:
     mocker.patch('freqtrade.optimize.backtesting.generate_backtest_stats')
     mocker.patch('freqtrade.optimize.backtesting.show_backtest_results')
     sbs = mocker.patch('freqtrade.optimize.backtesting.store_backtest_stats')
+    sbc = mocker.patch('freqtrade.optimize.backtesting.store_backtest_signal_candles')
     mocker.patch('freqtrade.plugins.pairlistmanager.PairListManager.whitelist',
                  PropertyMock(return_value=['UNITTEST/BTC']))
 
     default_conf['timeframe'] = '1m'
     default_conf['datadir'] = testdatadir
-    default_conf['export'] = 'trades'
+    default_conf['export'] = 'signals'
     default_conf['exportfilename'] = 'export.txt'
     default_conf['timerange'] = '-1510694220'
+    default_conf['runmode'] = RunMode.BACKTEST
 
     backtesting = Backtesting(default_conf)
     backtesting._set_strategy(backtesting.strategylist[0])
@@ -407,6 +409,7 @@ def test_backtesting_start(default_conf, mocker, testdatadir, caplog) -> None:
     assert backtesting.strategy.dp._pairlists is not None
     assert backtesting.strategy.bot_loop_start.call_count == 1
     assert sbs.call_count == 1
+    assert sbc.call_count == 1
 
 
 def test_backtesting_start_no_data(default_conf, mocker, caplog, testdatadir) -> None: