diff --git a/freqtrade/data/btanalysis/trade_parallelism.py b/freqtrade/data/btanalysis/trade_parallelism.py
index 70b418b49..8ed9702e0 100644
--- a/freqtrade/data/btanalysis/trade_parallelism.py
+++ b/freqtrade/data/btanalysis/trade_parallelism.py
@@ -129,25 +129,24 @@ def balance_distribution_over_time(
             if order["ft_is_entry"]:
                 # Entry order: lock collateral and pay fee
                 # For both long and short: balance decreases by collateral + fee
-                fee = stake * trade.fee_open
+                fee_open = stake * trade.fee_open
                 current_position += real_amount
                 current_collateral += stake_no_lev
                 df.loc[filled_at:end_date, pair] += real_amount
                 df.loc[filled_at:end_date, f"{pair}_collateral"] += stake_no_lev
-                df.loc[filled_at:, stake_currency] -= stake_no_lev + fee
+                df.loc[filled_at:, stake_currency] -= stake_no_lev + fee_open
             else:
                 # Exit order: release collateral and realize profit/loss
-                fee = stake * trade.fee_close
+                fee_close = stake * trade.fee_close
                 if trade.is_short:
                     # For SHORT
                     df.loc[filled_at:, stake_currency] += (
                         current_collateral * (1 + trade.leverage) - stake
-                    )
-                    current_collateral * (1 + trade.leverage) - stake
+                    ) - fee_close
                 else:
                     # For LONG
-                    df.loc[filled_at:, stake_currency] += stake - current_collateral * (
-                        trade.leverage - 1
+                    df.loc[filled_at:, stake_currency] += (
+                        stake - current_collateral * (trade.leverage - 1) - fee_close
                     )
                 df.loc[filled_at:end_date, pair] -= real_amount
                 df.loc[filled_at:end_date, f"{pair}_collateral"] -= stake_no_lev