diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py
index 1f5d96bc4..e16ea8606 100644
--- a/freqtrade/optimize/backtesting.py
+++ b/freqtrade/optimize/backtesting.py
@@ -964,6 +964,7 @@ class Backtesting:
                     contract_size=contract_size,
                     orders=[],
                 )
+                LocalTrade.add_bt_trade(trade)
 
             trade.adjust_stop_loss(trade.open_rate, self.strategy.stoploss, initial=True)
 
@@ -1196,8 +1197,6 @@ class Backtesting:
                     # This emulates previous behavior - not sure if this is correct
                     # Prevents entering if the trade-slot was freed in this candle
                     open_trade_count_start += 1
-                    # logger.debug(f"{pair} - Emulate creation of new trade: {trade}.")
-                    LocalTrade.add_bt_trade(trade)
                     self.wallets.update()
             else:
                 self._collate_rejected(pair, row)
diff --git a/tests/optimize/test_backtesting.py b/tests/optimize/test_backtesting.py
index 64dfd1613..4cd56ba76 100644
--- a/tests/optimize/test_backtesting.py
+++ b/tests/optimize/test_backtesting.py
@@ -501,34 +501,38 @@ def test_backtest__enter_trade(default_conf, fee, mocker) -> None:
 
     # Fake 2 trades, so there's not enough amount for the next trade left.
     LocalTrade.trades_open.append(trade)
-    LocalTrade.trades_open.append(trade)
     backtesting.wallets.update()
     trade = backtesting._enter_trade(pair, row=row, direction='long')
     assert trade is None
     LocalTrade.trades_open.pop()
     trade = backtesting._enter_trade(pair, row=row, direction='long')
     assert trade is not None
+    LocalTrade.trades_open.pop()
 
     backtesting.strategy.custom_stake_amount = lambda **kwargs: 123.5
     backtesting.wallets.update()
     trade = backtesting._enter_trade(pair, row=row, direction='long')
+    LocalTrade.trades_open.pop()
     assert trade
     assert trade.stake_amount == 123.5
 
     # In case of error - use proposed stake
     backtesting.strategy.custom_stake_amount = lambda **kwargs: 20 / 0
     trade = backtesting._enter_trade(pair, row=row, direction='long')
+    LocalTrade.trades_open.pop()
     assert trade
     assert trade.stake_amount == 495
     assert trade.is_short is False
 
     trade = backtesting._enter_trade(pair, row=row, direction='short')
+    LocalTrade.trades_open.pop()
     assert trade
     assert trade.stake_amount == 495
     assert trade.is_short is True
 
     mocker.patch(f"{EXMS}.get_max_pair_stake_amount", return_value=300.0)
     trade = backtesting._enter_trade(pair, row=row, direction='long')
+    LocalTrade.trades_open.pop()
     assert trade
     assert trade.stake_amount == 300.0