diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py
index 138fcce50..797e47786 100644
--- a/freqtrade/optimize/backtesting.py
+++ b/freqtrade/optimize/backtesting.py
@@ -452,6 +452,7 @@ class Backtesting:
         self.replaced_entry_orders = 0
         self.canceled_exit_orders = 0
         self.replaced_exit_orders = 0
+        self.wallet_captures = []
         self.dataprovider.clear_cache()
         if enable_protections:
             self._load_protections(self.strategy)