diff --git a/freqtrade/data/btanalysis.py b/freqtrade/data/btanalysis.py
index accb92e42..c32db9165 100644
--- a/freqtrade/data/btanalysis.py
+++ b/freqtrade/data/btanalysis.py
@@ -284,7 +284,7 @@ def load_backtest_data(filename: Union[Path, str], strategy: Optional[str] = Non
                 df['enter_tag'] = df['buy_tag']
                 df = df.drop(['buy_tag'], axis=1)
             if 'orders' not in df.columns:
-                df.loc[:, 'orders'] = None
+                df['orders'] = None
 
     else:
         # old format - only with lists.
diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py
index 601190b4f..e942bdfeb 100644
--- a/freqtrade/optimize/backtesting.py
+++ b/freqtrade/optimize/backtesting.py
@@ -370,10 +370,10 @@ class Backtesting:
             for col in HEADERS[5:]:
                 tag_col = col in ('enter_tag', 'exit_tag')
                 if col in df_analyzed.columns:
-                    df_analyzed.loc[:, col] = df_analyzed.loc[:, col].replace(
+                    df_analyzed[col] = df_analyzed.loc[:, col].replace(
                         [nan], [0 if not tag_col else None]).shift(1)
                 elif not df_analyzed.empty:
-                    df_analyzed.loc[:, col] = 0 if not tag_col else None
+                    df_analyzed[col] = 0 if not tag_col else None
 
             df_analyzed = df_analyzed.drop(df_analyzed.head(1).index)
 
diff --git a/tests/data/test_btanalysis.py b/tests/data/test_btanalysis.py
index 72084d067..dab76d0cb 100644
--- a/tests/data/test_btanalysis.py
+++ b/tests/data/test_btanalysis.py
@@ -275,7 +275,7 @@ def test_create_cum_profit1(testdatadir):
     filename = testdatadir / "backtest_results/backtest-result_new.json"
     bt_data = load_backtest_data(filename)
     # Move close-time to "off" the candle, to make sure the logic still works
-    bt_data.loc[:, 'close_date'] = bt_data.loc[:, 'close_date'] + DateOffset(seconds=20)
+    bt_data['close_date'] = bt_data.loc[:, 'close_date'] + DateOffset(seconds=20)
     timerange = TimeRange.parse_timerange("20180110-20180112")
 
     df = load_pair_history(pair="TRX/BTC", timeframe='5m',
diff --git a/tests/optimize/test_backtesting.py b/tests/optimize/test_backtesting.py
index 697443e00..bd87b2b42 100644
--- a/tests/optimize/test_backtesting.py
+++ b/tests/optimize/test_backtesting.py
@@ -839,7 +839,7 @@ def test_backtest_trim_no_data_left(default_conf, fee, mocker, testdatadir) -> N
     data = history.load_data(datadir=testdatadir, timeframe='5m', pairs=['UNITTEST/BTC'],
                              timerange=timerange)
     df = data['UNITTEST/BTC']
-    df.loc[:, 'date'] = df.loc[:, 'date'] - timedelta(days=1)
+    df['date'] = df.loc[:, 'date'] - timedelta(days=1)
     # Trimming 100 candles, so after 2nd trimming, no candle is left.
     df = df.iloc[:100]
     data['XRP/USDT'] = df
diff --git a/tests/plugins/test_pairlist.py b/tests/plugins/test_pairlist.py
index 538751251..d6f074edb 100644
--- a/tests/plugins/test_pairlist.py
+++ b/tests/plugins/test_pairlist.py
@@ -622,10 +622,10 @@ def test_VolumePairList_range(mocker, whitelist_conf, shitcoinmarkets, tickers,
 
     # create candles for high volume with all candles high volume, but very low price.
     ohlcv_history_high_volume = ohlcv_history.copy()
-    ohlcv_history_high_volume.loc[:, 'volume'] = 10
-    ohlcv_history_high_volume.loc[:, 'low'] = ohlcv_history_high_volume.loc[:, 'low'] * 0.01
-    ohlcv_history_high_volume.loc[:, 'high'] = ohlcv_history_high_volume.loc[:, 'high'] * 0.01
-    ohlcv_history_high_volume.loc[:, 'close'] = ohlcv_history_high_volume.loc[:, 'close'] * 0.01
+    ohlcv_history_high_volume['volume'] = 10
+    ohlcv_history_high_volume['low'] = ohlcv_history_high_volume.loc[:, 'low'] * 0.01
+    ohlcv_history_high_volume['high'] = ohlcv_history_high_volume.loc[:, 'high'] * 0.01
+    ohlcv_history_high_volume['close'] = ohlcv_history_high_volume.loc[:, 'close'] * 0.01
 
     mocker.patch('freqtrade.exchange.ftx.Ftx.market_is_tradable', return_value=True)