diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py
index 63151f732..9836722fd 100644
--- a/freqtrade/optimize/backtesting.py
+++ b/freqtrade/optimize/backtesting.py
@@ -567,8 +567,7 @@ class Backtesting:
             pos_trade = self._get_exit_for_signal(trade, row, exit_, amount)
             if pos_trade is not None:
                 order = pos_trade.orders[-1]
-                if self._get_order_filled(order.ft_price, row):
-                    self._close_open_order(order, trade, current_date, row)
+                if self._try_close_open_order(order, trade, current_date, row):
                     trade.recalc_trade_from_orders()
                 self.wallets.update()
                 return pos_trade
@@ -579,11 +578,18 @@ class Backtesting:
         """ Rate is within candle, therefore filled"""
         return row[LOW_IDX] <= rate <= row[HIGH_IDX]
 
-    def _close_open_order(
-            self, order: Order, trade: LocalTrade, current_date: datetime, row: Tuple) -> None:
-        """ Close an open order, and update trade accordingly"""
-        order.close_bt_order(current_date, trade)
-        trade.open_order_id = None
+    def _try_close_open_order(
+            self, order: Optional[Order], trade: LocalTrade, current_date: datetime,
+            row: Tuple) -> bool:
+        """
+        Check if an order is open and if it should've filled.
+        :return:  True if the order filled.
+        """
+        if order and self._get_order_filled(order.ft_price, row):
+            order.close_bt_order(current_date, trade)
+            trade.open_order_id = None
+            return True
+        return False
 
     def _get_exit_for_signal(
             self, trade: LocalTrade, row: Tuple, exit_: ExitCheckTuple,
@@ -909,9 +915,7 @@ class Backtesting:
             )
             order._trade_bt = trade
             trade.orders.append(order)
-            if self._get_order_filled(order.ft_price, row):
-                self._close_open_order(order, trade, current_time, row)
-            else:
+            if not self._try_close_open_order(order, trade, current_time, row):
                 trade.open_order_id = str(self.order_id_counter)
             trade.recalc_trade_from_orders()
 
@@ -1127,8 +1131,7 @@ class Backtesting:
         for trade in list(LocalTrade.bt_trades_open_pp[pair]):
             # 3. Process entry orders.
             order = trade.select_order(trade.entry_side, is_open=True)
-            if order and self._get_order_filled(order.ft_price, row):
-                self._close_open_order(order, trade, current_time, row)
+            if self._try_close_open_order(order, trade, current_time, row):
                 self.wallets.update()
 
             # 4. Create exit orders (if any)
@@ -1137,8 +1140,7 @@ class Backtesting:
 
             # 5. Process exit orders.
             order = trade.select_order(trade.exit_side, is_open=True)
-            if order and self._get_order_filled(order.ft_price, row):
-                self._close_open_order(order, trade, current_time, row)
+            if self._try_close_open_order(order, trade, current_time, row):
                 sub_trade = order.safe_amount_after_fee != trade.amount
                 if sub_trade:
                     trade.recalc_trade_from_orders()