diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py
index 18c7288dd..47f920e01 100644
--- a/freqtrade/optimize/backtesting.py
+++ b/freqtrade/optimize/backtesting.py
@@ -1139,7 +1139,7 @@ class Backtesting:
                 amount=amount,
                 filled=0,
                 remaining=amount,
-                cost=amount * propose_rate + trade.fee_open,
+                cost=amount * propose_rate * (1 + self.fee),
                 ft_order_tag=entry_tag,
             )
             order._trade_bt = trade
diff --git a/tests/optimize/test_backtesting.py b/tests/optimize/test_backtesting.py
index 7c14956e7..05ebf2298 100644
--- a/tests/optimize/test_backtesting.py
+++ b/tests/optimize/test_backtesting.py
@@ -632,7 +632,7 @@ def test_backtest__enter_trade_futures(default_conf_usdt, fee, mocker) -> None:
     trade = backtesting._enter_trade(pair, row=row, direction="short")
     assert pytest.approx(trade.liquidation_price) == 0.11787191
     assert pytest.approx(trade.orders[0].cost) == (
-        trade.stake_amount * trade.leverage + trade.fee_open
+        trade.stake_amount * trade.leverage * (1 + fee.return_value)
     )
     assert pytest.approx(trade.orders[-1].stake_amount) == trade.stake_amount