diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py
index 8328d61d3..82c072867 100644
--- a/freqtrade/optimize/backtesting.py
+++ b/freqtrade/optimize/backtesting.py
@@ -312,7 +312,9 @@ class Backtesting:
                     # Worst case: price ticks tiny bit above open and dives down.
                     stop_rate = sell_row[OPEN_IDX] * (1 - abs(trade.stop_loss_pct))
                     assert stop_rate < sell_row[HIGH_IDX]
-                return stop_rate
+                # Limit lower-end to candle low to avoid sells below the low.
+                # This still remains "worst case" - but "worst realistic case".
+                return max(sell_row[LOW_IDX], stop_rate)
 
             # Set close_rate to stoploss
             return trade.stop_loss
diff --git a/tests/optimize/__init__.py b/tests/optimize/__init__.py
index 6ad2d300b..8a2be39a1 100644
--- a/tests/optimize/__init__.py
+++ b/tests/optimize/__init__.py
@@ -54,4 +54,10 @@ def _build_backtest_dataframe(data):
         frame[column] = frame[column].astype('float64')
     if 'buy_tag' not in columns:
         frame['buy_tag'] = None
+
+    # Ensure all candles make kindof sense
+    assert all(frame['low'] <= frame['close'])
+    assert all(frame['low'] <= frame['open'])
+    assert all(frame['high'] >= frame['close'])
+    assert all(frame['high'] >= frame['open'])
     return frame
diff --git a/tests/optimize/test_backtest_detail.py b/tests/optimize/test_backtest_detail.py
index e5c037f3e..775f15b87 100644
--- a/tests/optimize/test_backtest_detail.py
+++ b/tests/optimize/test_backtest_detail.py
@@ -17,10 +17,10 @@ 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]],
+    [2, 4987, 5012, 4986, 4986, 6172, 0, 0],  # exit with stoploss hit
+    [3, 5010, 5010, 4980, 5010, 6172, 0, 1],
+    [4, 5010, 5011, 4977, 4995, 6172, 0, 0],
+    [5, 4995, 4995, 4950, 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)]
 )
@@ -32,9 +32,9 @@ tc1 = BTContainer(data=[
     [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]],
+    [3, 4975, 5000, 4975, 4977, 6172, 0, 0],
+    [4, 4977, 4995, 4977, 4995, 6172, 0, 0],
+    [5, 4995, 4995, 4950, 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)]
 )
@@ -69,7 +69,7 @@ tc3 = BTContainer(data=[
     [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]],
+    [6, 4950, 4975, 4950, 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)]
@@ -99,7 +99,7 @@ tc5 = BTContainer(data=[
     [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],
+    [4, 4962, 4987, 4962, 4972, 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)]
@@ -113,7 +113,7 @@ tc6 = BTContainer(data=[
     [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],
+    [4, 4962, 4987, 4950, 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)]
@@ -127,7 +127,7 @@ tc7 = BTContainer(data=[
     [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],
+    [4, 4962, 4987, 4950, 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)]
@@ -167,7 +167,7 @@ tc9 = BTContainer(data=[
 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],
+    [1, 5000, 5100, 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]],
@@ -183,7 +183,7 @@ tc10 = BTContainer(data=[
 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],
+    [1, 5000, 5100, 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]],
@@ -199,7 +199,7 @@ tc11 = BTContainer(data=[
 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],
+    [1, 5000, 5100, 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]],
@@ -216,8 +216,8 @@ tc13 = BTContainer(data=[
     [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]],
+    [3, 4850, 5050, 4750, 4750, 6172, 0, 0],
+    [4, 4750, 4950, 4750, 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)]
 )
@@ -229,7 +229,7 @@ tc14 = BTContainer(data=[
     [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],
+    [3, 4850, 5050, 4750, 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)]
@@ -243,7 +243,7 @@ tc15 = BTContainer(data=[
     [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],
+    [3, 4850, 5050, 4750, 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),
@@ -259,7 +259,7 @@ tc16 = BTContainer(data=[
     [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],
+    [4, 4962, 4987, 4950, 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)]
@@ -275,7 +275,7 @@ tc17 = BTContainer(data=[
     [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],
+    [4, 4962, 4987, 4950, 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)]
@@ -291,7 +291,7 @@ tc18 = BTContainer(data=[
     [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],
+    [4, 4962, 4987, 4950, 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)]
@@ -306,8 +306,8 @@ tc19 = BTContainer(data=[
     [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]],
+    [4, 4962, 4987, 4950, 4950, 6172, 0, 0],
+    [5, 4550, 4975, 4550, 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)]
 )
@@ -321,8 +321,8 @@ tc20 = BTContainer(data=[
     [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]],
+    [4, 4962, 4987, 4950, 4950, 6172, 0, 0],
+    [5, 4925, 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)]
 )
@@ -334,7 +334,7 @@ tc20 = BTContainer(data=[
 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],
+    [1, 5000, 5100, 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]],
@@ -350,7 +350,7 @@ tc21 = BTContainer(data=[
 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],
+    [1, 5000, 5100, 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]],
@@ -369,7 +369,7 @@ tc22 = BTContainer(data=[
 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],
+    [1, 5000, 5100, 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]],
@@ -386,10 +386,10 @@ 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]],
+    [2, 4987, 5012, 4986, 4986, 6172, 0, 0],
+    [3, 5010, 5010, 4855, 5010, 6172, 0, 1],  # Triggers stoploss + sellsignal
+    [4, 5010, 5010, 4977, 4995, 6172, 0, 0],
+    [5, 4995, 4995, 4950, 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)]
 )
@@ -401,10 +401,10 @@ 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]],
+    [2, 4987, 5012, 4986, 4986, 6172, 0, 0],
+    [3, 5010, 5010, 4986, 5010, 6172, 0, 1],
+    [4, 5010, 5010, 4855, 4995, 6172, 0, 0],  # Triggers stoploss + sellsignal acted on
+    [5, 4995, 4995, 4950, 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)]
 )
@@ -416,10 +416,10 @@ 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],
+    [2, 4987, 5012, 4986, 4986, 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]],
+    [4, 5010, 5010, 4855, 4995, 6172, 0, 0],
+    [5, 4995, 4995, 4950, 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)]
 )
@@ -432,10 +432,10 @@ 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],
+    [2, 4987, 5012, 4986, 4986, 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]],
+    [5, 4995, 4995, 4950, 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)]
 )
@@ -447,7 +447,7 @@ tc27 = BTContainer(data=[
 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],
+    [1, 5000, 5100, 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]],
@@ -463,7 +463,7 @@ tc28 = BTContainer(data=[
 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)
+    [1, 5000, 5050, 5000, 5000, 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]],
@@ -477,7 +477,7 @@ tc29 = BTContainer(data=[
 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
+    [1, 5000, 5500, 4900, 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]],
@@ -491,7 +491,7 @@ tc30 = BTContainer(data=[
 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
+    [1, 5000, 5500, 4900, 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]],
@@ -506,7 +506,7 @@ tc31 = BTContainer(data=[
 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
+    [1, 5000, 5500, 4951, 5000, 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]],
@@ -521,7 +521,7 @@ tc32 = BTContainer(data=[
 tc33 = BTContainer(data=[
     # D   O     H     L     C    V    B  S   BT
     [0, 5000, 5050, 4950, 5000, 6172, 1, 0, 'buy_signal_01'],
-    [1, 5000, 5500, 5000, 4900, 6172, 0, 0, None],    # enter trade (signal on last candle) and stop
+    [1, 5000, 5500, 4951, 5000, 6172, 0, 0, None],    # enter trade (signal on last candle) and stop
     [2, 4900, 5250, 4500, 5100, 6172, 0, 0, None],
     [3, 5100, 5100, 4650, 4750, 6172, 0, 0, None],
     [4, 4750, 4950, 4350, 4750, 6172, 0, 0, None]],