diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py
index a1e820808..f721acafb 100644
--- a/freqtrade/strategy/interface.py
+++ b/freqtrade/strategy/interface.py
@@ -807,8 +807,8 @@ class IStrategy(ABC, HyperStrategyMixin):
             return self.populate_buy_trend(dataframe)  # type: ignore
         else:
             df = self.populate_buy_trend(dataframe, metadata)
-            # TODO-lev: IF both buy and enter_long exist, this will fail.
-            df = df.rename({'buy': 'enter_long', 'buy_tag': 'long_tag'}, axis='columns')
+            if 'enter_long' not in df.columns:
+                df = df.rename({'buy': 'enter_long', 'buy_tag': 'long_tag'}, axis='columns')
 
             return df
 
@@ -829,8 +829,9 @@ class IStrategy(ABC, HyperStrategyMixin):
             return self.populate_sell_trend(dataframe)  # type: ignore
         else:
             df = self.populate_sell_trend(dataframe, metadata)
-            # TODO-lev: IF both sell and exit_long exist, this will fail at a later point
-            return df.rename({'sell': 'exit_long'}, axis='columns')
+            if 'exit_long' not in df.columns:
+                df = df.rename({'sell': 'exit_long'}, axis='columns')
+            return df
 
     def leverage(self, pair: str, current_time: datetime, current_rate: float,
                  proposed_leverage: float, max_leverage: float,
diff --git a/tests/optimize/__init__.py b/tests/optimize/__init__.py
index f29d8d585..dffe3209f 100644
--- a/tests/optimize/__init__.py
+++ b/tests/optimize/__init__.py
@@ -44,8 +44,12 @@ def _get_frame_time_from_offset(offset):
 
 
 def _build_backtest_dataframe(data):
-    columns = ['date', 'open', 'high', 'low', 'close', 'volume', 'buy', 'sell']
-    columns = columns + ['buy_tag'] if len(data[0]) == 9 else columns
+    columns = ['date', 'open', 'high', 'low', 'close', 'volume', 'enter_long', 'exit_long',
+               'enter_short', 'exit_short']
+    if len(data[0]) == 8:
+        # No short columns
+        data = [d + [0, 0] for d in data]
+    columns = columns + ['long_tag'] if len(data[0]) == 11 else columns
 
     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 e5c037f3e..e14f82c33 100644
--- a/tests/optimize/test_backtest_detail.py
+++ b/tests/optimize/test_backtest_detail.py
@@ -519,12 +519,12 @@ tc32 = BTContainer(data=[
 # 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   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
-    [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]],
+    # D   O     H     L     C    V    EL XL ES Xs  BT
+    [0, 5000, 5050, 4950, 5000, 6172, 1, 0, 0, 0, 'buy_signal_01'],
+    [1, 5000, 5500, 5000, 4900, 6172, 0, 0, 0, 0, None],    # enter trade (signal on last candle) and stop
+    [2, 4900, 5250, 4500, 5100, 6172, 0, 0, 0, 0, None],
+    [3, 5100, 5100, 4650, 4750, 6172, 0, 0, 0, 0, None],
+    [4, 4750, 4950, 4350, 4750, 6172, 0, 0, 0, 0, None]],
     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,
@@ -571,6 +571,7 @@ TESTS = [
     tc31,
     tc32,
     tc33,
+    # TODO-lev: Add tests for short here
 ]