diff --git a/build_helpers/schema.json b/build_helpers/schema.json
index e12b0bf0d..73c06ba46 100644
--- a/build_helpers/schema.json
+++ b/build_helpers/schema.json
@@ -102,8 +102,17 @@
     },
     "dry_run_wallet": {
       "description": "Initial wallet balance for dry run mode.",
-      "type": "number",
-      "default": 1000
+      "type": [
+        "number",
+        "object"
+      ],
+      "default": 1000,
+      "patternProperties": {
+        "^[a-zA-Z0-9]+$": {
+          "type": "number"
+        }
+      },
+      "additionalProperties": false
     },
     "cancel_open_orders_on_exit": {
       "description": "Cancel open orders when exiting.",
diff --git a/docs/advanced-hyperopt.md b/docs/advanced-hyperopt.md
index 480b20daf..b12d8f5b6 100644
--- a/docs/advanced-hyperopt.md
+++ b/docs/advanced-hyperopt.md
@@ -39,6 +39,7 @@ class SuperDuperHyperOptLoss(IHyperOptLoss):
         config: Config,
         processed: dict[str, DataFrame],
         backtest_stats: dict[str, Any],
+        starting_balance: float,
         **kwargs,
     ) -> float:
         """
@@ -70,6 +71,7 @@ Currently, the arguments are:
 * `config`: Config object used (Note: Not all strategy-related parameters will be updated here if they are part of a hyperopt space).
 * `processed`: Dict of Dataframes with the pair as keys containing the data used for backtesting.
 * `backtest_stats`: Backtesting statistics using the same format as the backtesting file "strategy" substructure. Available fields can be seen in `generate_strategy_stats()` in `optimize_reports.py`.
+* `starting_balance`: Starting balance used for backtesting.
 
 This function needs to return a floating point number (`float`). Smaller numbers will be interpreted as better results. The parameters and balancing for this is up to you.
 
diff --git a/docs/configuration.md b/docs/configuration.md
index b7a7b082d..614bd0db2 100644
--- a/docs/configuration.md
+++ b/docs/configuration.md
@@ -168,7 +168,7 @@ Mandatory parameters are marked as **Required**, which means that they are requi
 | `timeframe` | The timeframe to use (e.g `1m`, `5m`, `15m`, `30m`, `1h` ...). Usually missing in configuration, and specified in the strategy. [Strategy Override](#parameters-in-the-strategy). <br> **Datatype:** String
 | `fiat_display_currency` | Fiat currency used to show your profits. [More information below](#what-values-can-be-used-for-fiat_display_currency). <br> **Datatype:** String
 | `dry_run` | **Required.** Define if the bot must be in Dry Run or production mode. <br>*Defaults to `true`.* <br> **Datatype:** Boolean
-| `dry_run_wallet` | Define the starting amount in stake currency for the simulated wallet used by the bot running in Dry Run mode.<br>*Defaults to `1000`.* <br> **Datatype:** Float
+| `dry_run_wallet` | Define the starting amount in stake currency for the simulated wallet used by the bot running in Dry Run mode. [More information below](#dry-run-wallet)<br>*Defaults to `1000`.* <br> **Datatype:** Float or Dict
 | `cancel_open_orders_on_exit` | Cancel open orders when the `/stop` RPC command is issued, `Ctrl+C` is pressed or the bot dies unexpectedly. When set to `true`, this allows you to use `/stop` to cancel unfilled and partially filled orders in the event of a market crash. It does not impact open positions. <br>*Defaults to `false`.* <br> **Datatype:** Boolean
 | `process_only_new_candles` | Enable processing of indicators only when new candles arrive. If false each loop populates the indicators, this will mean the same candle is processed many times creating system load but can be useful of your strategy depends on tick data not only candle. [Strategy Override](#parameters-in-the-strategy). <br>*Defaults to `true`.*  <br> **Datatype:** Boolean
 | `minimal_roi` | **Required.** Set the threshold as ratio the bot will use to exit a trade. [More information below](#understand-minimal_roi). [Strategy Override](#parameters-in-the-strategy). <br> **Datatype:** Dict
@@ -324,6 +324,25 @@ To limit this calculation in case of large stoploss values, the calculated minim
 !!! Warning
     Since the limits on exchanges are usually stable and are not updated often, some pairs can show pretty high minimum limits, simply because the price increased a lot since the last limit adjustment by the exchange. Freqtrade adjusts the stake-amount to this value, unless it's > 30% more than the calculated/desired stake-amount - in which case the trade is rejected.
 
+#### Dry-run wallet
+
+When running in dry-run mode, the bot will use a simulated wallet to execute trades. The starting balance of this wallet is defined by `dry_run_wallet` (defaults to 1000).
+For more complex scenarios, you can also assign a dictionary to `dry_run_wallet` to define the starting balance for each currency.
+
+```json
+"dry_run_wallet": {
+    "BTC": 0.01,
+    "ETH": 2,
+    "USDT": 1000
+}
+```
+
+Command line options (`--dry-run-wallet`) can be used to override the configuration value, but only for the float value, not for the dictionary. If you'd like to use the dictionary, please adjust the configuration file.
+
+!!! Note
+    Balances not in stake-currency will not be used for trading, but are shown as part of the wallet balance.
+    On Cross-margin exchanges, the wallet balance may be used to calculate the available collateral for trading.
+
 #### Tradable balance
 
 By default, the bot assumes that the `complete amount - 1%` is at it's disposal, and when using [dynamic stake amount](#dynamic-stake-amount), it will split the complete balance into `max_open_trades` buckets per trade.
diff --git a/freqtrade/commands/optimize_commands.py b/freqtrade/commands/optimize_commands.py
index ea75f3bd1..9695a313b 100644
--- a/freqtrade/commands/optimize_commands.py
+++ b/freqtrade/commands/optimize_commands.py
@@ -17,7 +17,7 @@ def setup_optimize_configuration(args: dict[str, Any], method: RunMode) -> dict[
     :return: Configuration
     """
     from freqtrade.configuration import setup_utils_configuration
-    from freqtrade.util import fmt_coin
+    from freqtrade.util import fmt_coin, get_dry_run_wallet
 
     config = setup_utils_configuration(args, method)
 
@@ -26,7 +26,7 @@ def setup_optimize_configuration(args: dict[str, Any], method: RunMode) -> dict[
         RunMode.HYPEROPT: "hyperoptimization",
     }
     if method in no_unlimited_runmodes.keys():
-        wallet_size = config["dry_run_wallet"] * config["tradable_balance_ratio"]
+        wallet_size = get_dry_run_wallet(config) * config["tradable_balance_ratio"]
         # tradable_balance_ratio
         if (
             config["stake_amount"] != constants.UNLIMITED_STAKE_AMOUNT
diff --git a/freqtrade/configuration/config_schema.py b/freqtrade/configuration/config_schema.py
index 30f1f6f28..d31069e7b 100644
--- a/freqtrade/configuration/config_schema.py
+++ b/freqtrade/configuration/config_schema.py
@@ -85,8 +85,10 @@ CONF_SCHEMA = {
         },
         "dry_run_wallet": {
             "description": "Initial wallet balance for dry run mode.",
-            "type": "number",
+            "type": ["number", "object"],
             "default": DRY_RUN_WALLET,
+            "patternProperties": {r"^[a-zA-Z0-9]+$": {"type": "number"}},
+            "additionalProperties": False,
         },
         "cancel_open_orders_on_exit": {
             "description": "Cancel open orders when exiting.",
diff --git a/freqtrade/exchange/binance.py b/freqtrade/exchange/binance.py
index cdd815736..6959811c3 100644
--- a/freqtrade/exchange/binance.py
+++ b/freqtrade/exchange/binance.py
@@ -57,8 +57,14 @@ class Binance(Exchange):
         (TradingMode.FUTURES, MarginMode.ISOLATED)
     ]
 
-    def get_tickers(self, symbols: list[str] | None = None, *, cached: bool = False) -> Tickers:
-        tickers = super().get_tickers(symbols=symbols, cached=cached)
+    def get_tickers(
+        self,
+        symbols: list[str] | None = None,
+        *,
+        cached: bool = False,
+        market_type: TradingMode | None = None,
+    ) -> Tickers:
+        tickers = super().get_tickers(symbols=symbols, cached=cached, market_type=market_type)
         if self.trading_mode == TradingMode.FUTURES:
             # Binance's future result has no bid/ask values.
             # Therefore we must fetch that from fetch_bids_asks and combine the two results.
diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py
index cb95cd061..54f37d00d 100644
--- a/freqtrade/exchange/exchange.py
+++ b/freqtrade/exchange/exchange.py
@@ -201,7 +201,7 @@ class Exchange:
 
         self._cache_lock = Lock()
         # Cache for 10 minutes ...
-        self._fetch_tickers_cache: TTLCache = TTLCache(maxsize=2, ttl=60 * 10)
+        self._fetch_tickers_cache: TTLCache = TTLCache(maxsize=4, ttl=60 * 10)
         # Cache values for 300 to avoid frequent polling of the exchange for prices
         # Caching only applies to RPC methods, so prices for open trades are still
         # refreshed once every iteration.
@@ -1801,24 +1801,37 @@ class Exchange:
             raise OperationalException(e) from e
 
     @retrier
-    def get_tickers(self, symbols: list[str] | None = None, *, cached: bool = False) -> Tickers:
+    def get_tickers(
+        self,
+        symbols: list[str] | None = None,
+        *,
+        cached: bool = False,
+        market_type: TradingMode | None = None,
+    ) -> Tickers:
         """
         :param symbols: List of symbols to fetch
         :param cached: Allow cached result
+        :param market_type: Market type to fetch - either spot or futures.
         :return: fetch_tickers result
         """
         tickers: Tickers
         if not self.exchange_has("fetchTickers"):
             return {}
+        cache_key = f"fetch_tickers_{market_type}" if market_type else "fetch_tickers"
         if cached:
             with self._cache_lock:
-                tickers = self._fetch_tickers_cache.get("fetch_tickers")  # type: ignore
+                tickers = self._fetch_tickers_cache.get(cache_key)  # type: ignore
             if tickers:
                 return tickers
         try:
-            tickers = self._api.fetch_tickers(symbols)
+            # Re-map futures to swap
+            market_types = {
+                TradingMode.FUTURES: "swap",
+            }
+            params = {"type": market_types.get(market_type, market_type)} if market_type else {}
+            tickers = self._api.fetch_tickers(symbols, params)
             with self._cache_lock:
-                self._fetch_tickers_cache["fetch_tickers"] = tickers
+                self._fetch_tickers_cache[cache_key] = tickers
             return tickers
         except ccxt.NotSupported as e:
             raise OperationalException(
diff --git a/freqtrade/exchange/kraken.py b/freqtrade/exchange/kraken.py
index 75e2bcbd3..8573d611d 100644
--- a/freqtrade/exchange/kraken.py
+++ b/freqtrade/exchange/kraken.py
@@ -50,11 +50,17 @@ class Kraken(Exchange):
 
         return parent_check and market.get("darkpool", False) is False
 
-    def get_tickers(self, symbols: list[str] | None = None, *, cached: bool = False) -> Tickers:
+    def get_tickers(
+        self,
+        symbols: list[str] | None = None,
+        *,
+        cached: bool = False,
+        market_type: TradingMode | None = None,
+    ) -> Tickers:
         # Only fetch tickers for current stake currency
         # Otherwise the request for kraken becomes too large.
         symbols = list(self.get_markets(quote_currencies=[self._config["stake_currency"]]))
-        return super().get_tickers(symbols=symbols, cached=cached)
+        return super().get_tickers(symbols=symbols, cached=cached, market_type=market_type)
 
     def consolidate_balances(self, balances: CcxtBalances) -> CcxtBalances:
         """
diff --git a/freqtrade/optimize/analysis/lookahead_helpers.py b/freqtrade/optimize/analysis/lookahead_helpers.py
index d664f9635..631a9549f 100644
--- a/freqtrade/optimize/analysis/lookahead_helpers.py
+++ b/freqtrade/optimize/analysis/lookahead_helpers.py
@@ -10,7 +10,7 @@ from freqtrade.constants import Config
 from freqtrade.exceptions import OperationalException
 from freqtrade.optimize.analysis.lookahead import LookaheadAnalysis
 from freqtrade.resolvers import StrategyResolver
-from freqtrade.util import print_rich_table
+from freqtrade.util import get_dry_run_wallet, print_rich_table
 
 
 logger = logging.getLogger(__name__)
@@ -163,7 +163,7 @@ class LookaheadAnalysisSubFunctions:
             config["max_open_trades"] = len(config["pairs"])
 
         min_dry_run_wallet = 1000000000
-        if config["dry_run_wallet"] < min_dry_run_wallet:
+        if get_dry_run_wallet(config) < min_dry_run_wallet:
             logger.info(
                 "Dry run wallet was not set to 1 billion, pushing it up there "
                 "just to avoid false positives"
diff --git a/freqtrade/optimize/hyperopt/hyperopt_optimizer.py b/freqtrade/optimize/hyperopt/hyperopt_optimizer.py
index bd234aa57..c8d18d224 100644
--- a/freqtrade/optimize/hyperopt/hyperopt_optimizer.py
+++ b/freqtrade/optimize/hyperopt/hyperopt_optimizer.py
@@ -28,6 +28,7 @@ from freqtrade.optimize.hyperopt_loss.hyperopt_loss_interface import IHyperOptLo
 from freqtrade.optimize.hyperopt_tools import HyperoptStateContainer, HyperoptTools
 from freqtrade.optimize.optimize_reports import generate_strategy_stats
 from freqtrade.resolvers.hyperopt_resolver import HyperOptLossResolver
+from freqtrade.util.dry_run_wallet import get_dry_run_wallet
 
 
 # Suppress scikit-learn FutureWarnings from skopt
@@ -363,6 +364,7 @@ class HyperOptimizer:
                 config=self.config,
                 processed=processed,
                 backtest_stats=strat_stats,
+                starting_balance=get_dry_run_wallet(self.config),
             )
         return {
             "loss": loss,
diff --git a/freqtrade/optimize/hyperopt_loss/hyperopt_loss_calmar.py b/freqtrade/optimize/hyperopt_loss/hyperopt_loss_calmar.py
index f22d59e50..4f1a82e1e 100644
--- a/freqtrade/optimize/hyperopt_loss/hyperopt_loss_calmar.py
+++ b/freqtrade/optimize/hyperopt_loss/hyperopt_loss_calmar.py
@@ -9,7 +9,6 @@ from datetime import datetime
 
 from pandas import DataFrame
 
-from freqtrade.constants import Config
 from freqtrade.data.metrics import calculate_calmar
 from freqtrade.optimize.hyperopt import IHyperOptLoss
 
@@ -24,10 +23,9 @@ class CalmarHyperOptLoss(IHyperOptLoss):
     @staticmethod
     def hyperopt_loss_function(
         results: DataFrame,
-        trade_count: int,
         min_date: datetime,
         max_date: datetime,
-        config: Config,
+        starting_balance: float,
         *args,
         **kwargs,
     ) -> float:
@@ -36,7 +34,6 @@ class CalmarHyperOptLoss(IHyperOptLoss):
 
         Uses Calmar Ratio calculation.
         """
-        starting_balance = config["dry_run_wallet"]
         calmar_ratio = calculate_calmar(results, min_date, max_date, starting_balance)
         # print(expected_returns_mean, max_drawdown, calmar_ratio)
         return -calmar_ratio
diff --git a/freqtrade/optimize/hyperopt_loss/hyperopt_loss_interface.py b/freqtrade/optimize/hyperopt_loss/hyperopt_loss_interface.py
index a48fee731..ddc96d6a0 100644
--- a/freqtrade/optimize/hyperopt_loss/hyperopt_loss_interface.py
+++ b/freqtrade/optimize/hyperopt_loss/hyperopt_loss_interface.py
@@ -31,6 +31,7 @@ class IHyperOptLoss(ABC):
         config: Config,
         processed: dict[str, DataFrame],
         backtest_stats: dict[str, Any],
+        starting_balance: float,
         **kwargs,
     ) -> float:
         """
diff --git a/freqtrade/optimize/hyperopt_loss/hyperopt_loss_max_drawdown_relative.py b/freqtrade/optimize/hyperopt_loss/hyperopt_loss_max_drawdown_relative.py
index ee7088d75..3cd578cb4 100644
--- a/freqtrade/optimize/hyperopt_loss/hyperopt_loss_max_drawdown_relative.py
+++ b/freqtrade/optimize/hyperopt_loss/hyperopt_loss_max_drawdown_relative.py
@@ -7,7 +7,6 @@ Hyperoptimization.
 
 from pandas import DataFrame
 
-from freqtrade.constants import Config
 from freqtrade.data.metrics import calculate_underwater
 from freqtrade.optimize.hyperopt import IHyperOptLoss
 
@@ -21,7 +20,9 @@ class MaxDrawDownRelativeHyperOptLoss(IHyperOptLoss):
     """
 
     @staticmethod
-    def hyperopt_loss_function(results: DataFrame, config: Config, *args, **kwargs) -> float:
+    def hyperopt_loss_function(
+        results: DataFrame, starting_balance: float, *args, **kwargs
+    ) -> float:
         """
         Objective function.
 
@@ -31,7 +32,7 @@ class MaxDrawDownRelativeHyperOptLoss(IHyperOptLoss):
         total_profit = results["profit_abs"].sum()
         try:
             drawdown_df = calculate_underwater(
-                results, value_col="profit_abs", starting_balance=config["dry_run_wallet"]
+                results, value_col="profit_abs", starting_balance=starting_balance
             )
             max_drawdown = abs(min(drawdown_df["drawdown"]))
             relative_drawdown = max(drawdown_df["drawdown_relative"])
diff --git a/freqtrade/optimize/hyperopt_loss/hyperopt_loss_multi_metric.py b/freqtrade/optimize/hyperopt_loss/hyperopt_loss_multi_metric.py
index de8d117d6..adffdfb0b 100644
--- a/freqtrade/optimize/hyperopt_loss/hyperopt_loss_multi_metric.py
+++ b/freqtrade/optimize/hyperopt_loss/hyperopt_loss_multi_metric.py
@@ -33,7 +33,6 @@ TARGET_TRADE_AMOUNT variable sets the minimum number of trades required to avoid
 import numpy as np
 from pandas import DataFrame
 
-from freqtrade.constants import Config
 from freqtrade.data.metrics import calculate_expectancy, calculate_max_drawdown
 from freqtrade.optimize.hyperopt import IHyperOptLoss
 
@@ -57,7 +56,7 @@ class MultiMetricHyperOptLoss(IHyperOptLoss):
     def hyperopt_loss_function(
         results: DataFrame,
         trade_count: int,
-        config: Config,
+        starting_balance: float,
         **kwargs,
     ) -> float:
         total_profit = results["profit_abs"].sum()
@@ -83,7 +82,7 @@ class MultiMetricHyperOptLoss(IHyperOptLoss):
         # Calculate drawdown
         try:
             drawdown = calculate_max_drawdown(
-                results, starting_balance=config["dry_run_wallet"], value_col="profit_abs"
+                results, starting_balance=starting_balance, value_col="profit_abs"
             )
             relative_account_drawdown = drawdown.relative_account_drawdown
         except ValueError:
diff --git a/freqtrade/optimize/hyperopt_loss/hyperopt_loss_profit_drawdown.py b/freqtrade/optimize/hyperopt_loss/hyperopt_loss_profit_drawdown.py
index 61e2a6d32..af1b33dfb 100644
--- a/freqtrade/optimize/hyperopt_loss/hyperopt_loss_profit_drawdown.py
+++ b/freqtrade/optimize/hyperopt_loss/hyperopt_loss_profit_drawdown.py
@@ -10,7 +10,6 @@ individual needs.
 
 from pandas import DataFrame
 
-from freqtrade.constants import Config
 from freqtrade.data.metrics import calculate_max_drawdown
 from freqtrade.optimize.hyperopt import IHyperOptLoss
 
@@ -21,12 +20,14 @@ DRAWDOWN_MULT = 0.075
 
 class ProfitDrawDownHyperOptLoss(IHyperOptLoss):
     @staticmethod
-    def hyperopt_loss_function(results: DataFrame, config: Config, *args, **kwargs) -> float:
+    def hyperopt_loss_function(
+        results: DataFrame, starting_balance: float, *args, **kwargs
+    ) -> float:
         total_profit = results["profit_abs"].sum()
 
         try:
             drawdown = calculate_max_drawdown(
-                results, starting_balance=config["dry_run_wallet"], value_col="profit_abs"
+                results, starting_balance=starting_balance, value_col="profit_abs"
             )
             relative_account_drawdown = drawdown.relative_account_drawdown
         except ValueError:
diff --git a/freqtrade/optimize/hyperopt_loss/hyperopt_loss_sharpe.py b/freqtrade/optimize/hyperopt_loss/hyperopt_loss_sharpe.py
index 2c7042a8a..20e4ee2b6 100644
--- a/freqtrade/optimize/hyperopt_loss/hyperopt_loss_sharpe.py
+++ b/freqtrade/optimize/hyperopt_loss/hyperopt_loss_sharpe.py
@@ -9,7 +9,6 @@ from datetime import datetime
 
 from pandas import DataFrame
 
-from freqtrade.constants import Config
 from freqtrade.data.metrics import calculate_sharpe
 from freqtrade.optimize.hyperopt import IHyperOptLoss
 
@@ -24,10 +23,9 @@ class SharpeHyperOptLoss(IHyperOptLoss):
     @staticmethod
     def hyperopt_loss_function(
         results: DataFrame,
-        trade_count: int,
         min_date: datetime,
         max_date: datetime,
-        config: Config,
+        starting_balance: float,
         *args,
         **kwargs,
     ) -> float:
@@ -36,7 +34,6 @@ class SharpeHyperOptLoss(IHyperOptLoss):
 
         Uses Sharpe Ratio calculation.
         """
-        starting_balance = config["dry_run_wallet"]
         sharp_ratio = calculate_sharpe(results, min_date, max_date, starting_balance)
         # print(expected_returns_mean, up_stdev, sharp_ratio)
         return -sharp_ratio
diff --git a/freqtrade/optimize/hyperopt_loss/hyperopt_loss_sortino.py b/freqtrade/optimize/hyperopt_loss/hyperopt_loss_sortino.py
index 32ff0c73f..935d038e5 100644
--- a/freqtrade/optimize/hyperopt_loss/hyperopt_loss_sortino.py
+++ b/freqtrade/optimize/hyperopt_loss/hyperopt_loss_sortino.py
@@ -9,7 +9,6 @@ from datetime import datetime
 
 from pandas import DataFrame
 
-from freqtrade.constants import Config
 from freqtrade.data.metrics import calculate_sortino
 from freqtrade.optimize.hyperopt import IHyperOptLoss
 
@@ -24,10 +23,9 @@ class SortinoHyperOptLoss(IHyperOptLoss):
     @staticmethod
     def hyperopt_loss_function(
         results: DataFrame,
-        trade_count: int,
         min_date: datetime,
         max_date: datetime,
-        config: Config,
+        starting_balance: float,
         *args,
         **kwargs,
     ) -> float:
@@ -36,7 +34,6 @@ class SortinoHyperOptLoss(IHyperOptLoss):
 
         Uses Sortino Ratio calculation.
         """
-        starting_balance = config["dry_run_wallet"]
         sortino_ratio = calculate_sortino(results, min_date, max_date, starting_balance)
         # print(expected_returns_mean, down_stdev, sortino_ratio)
         return -sortino_ratio
diff --git a/freqtrade/optimize/optimize_reports/optimize_reports.py b/freqtrade/optimize/optimize_reports/optimize_reports.py
index 8f1f0140a..23119077b 100644
--- a/freqtrade/optimize/optimize_reports/optimize_reports.py
+++ b/freqtrade/optimize/optimize_reports/optimize_reports.py
@@ -18,7 +18,7 @@ from freqtrade.data.metrics import (
     calculate_sortino,
 )
 from freqtrade.ft_types import BacktestResultType
-from freqtrade.util import decimals_per_coin, fmt_coin
+from freqtrade.util import decimals_per_coin, fmt_coin, get_dry_run_wallet
 
 
 logger = logging.getLogger(__name__)
@@ -69,7 +69,7 @@ def generate_rejected_signals(
 
 
 def _generate_result_line(
-    result: DataFrame, starting_balance: int, first_column: str | list[str]
+    result: DataFrame, starting_balance: float, first_column: str | list[str]
 ) -> dict:
     """
     Generate one result dict, with "first_column" as key.
@@ -111,7 +111,7 @@ def _generate_result_line(
 def generate_pair_metrics(
     pairlist: list[str],
     stake_currency: str,
-    starting_balance: int,
+    starting_balance: float,
     results: DataFrame,
     skip_nan: bool = False,
 ) -> list[dict]:
@@ -144,7 +144,7 @@ def generate_pair_metrics(
 
 def generate_tag_metrics(
     tag_type: Literal["enter_tag", "exit_reason"] | list[Literal["enter_tag", "exit_reason"]],
-    starting_balance: int,
+    starting_balance: float,
     results: DataFrame,
     skip_nan: bool = False,
 ) -> list[dict]:
@@ -373,7 +373,7 @@ def generate_strategy_stats(
         return {}
     config = content["config"]
     max_open_trades = min(config["max_open_trades"], len(pairlist))
-    start_balance = config["dry_run_wallet"]
+    start_balance = get_dry_run_wallet(config)
     stake_currency = config["stake_currency"]
 
     pair_results = generate_pair_metrics(
diff --git a/freqtrade/plot/plotting.py b/freqtrade/plot/plotting.py
index cf86f070d..8ec7c7bae 100644
--- a/freqtrade/plot/plotting.py
+++ b/freqtrade/plot/plotting.py
@@ -28,6 +28,7 @@ from freqtrade.plugins.pairlist.pairlist_helpers import expand_pairlist
 from freqtrade.resolvers import ExchangeResolver, StrategyResolver
 from freqtrade.strategy import IStrategy
 from freqtrade.strategy.strategy_wrapper import strategy_safe_wrapper
+from freqtrade.util import get_dry_run_wallet
 
 
 logger = logging.getLogger(__name__)
@@ -706,7 +707,7 @@ def plot_profit(config: Config) -> None:
         trades,
         config["timeframe"],
         config.get("stake_currency", ""),
-        config.get("available_capital", config["dry_run_wallet"]),
+        config.get("available_capital", get_dry_run_wallet(config)),
     )
     store_plot_file(
         fig,
diff --git a/freqtrade/rpc/rpc.py b/freqtrade/rpc/rpc.py
index afa8baea2..d4c05d2d2 100644
--- a/freqtrade/rpc/rpc.py
+++ b/freqtrade/rpc/rpc.py
@@ -7,7 +7,7 @@ from abc import abstractmethod
 from collections.abc import Generator, Sequence
 from datetime import date, datetime, timedelta, timezone
 from math import isnan
-from typing import Any, cast
+from typing import Any
 
 import psutil
 from dateutil.relativedelta import relativedelta
@@ -682,12 +682,23 @@ class RPC:
             est_bot_stake = amount
         else:
             pair = self._freqtrade.exchange.get_valid_pair_combination(coin, stake_currency)
-            rate: float | None = cast(Ticker, tickers.get(pair, {})).get("last", None)
-            if rate:
-                if pair.startswith(stake_currency) and not pair.endswith(stake_currency):
-                    rate = 1.0 / rate
-                est_stake = rate * balance.total
-                est_bot_stake = rate * amount
+            ticker: Ticker | None = tickers.get(pair, None)
+            if not ticker:
+                tickers_spot: Tickers = self._freqtrade.exchange.get_tickers(
+                    cached=True,
+                    market_type=TradingMode.SPOT
+                    if self._config.get("trading_mode", TradingMode.SPOT) != TradingMode.SPOT
+                    else TradingMode.FUTURES,
+                )
+                ticker = tickers_spot.get(pair, None)
+
+            if ticker:
+                rate: float | None = ticker.get("last", None)
+                if rate:
+                    if pair.startswith(stake_currency) and not pair.endswith(stake_currency):
+                        rate = 1.0 / rate
+                    est_stake = rate * balance.total
+                    est_bot_stake = rate * amount
 
         return est_stake, est_bot_stake
 
diff --git a/freqtrade/util/__init__.py b/freqtrade/util/__init__.py
index 7a4d4d119..a0b618b11 100644
--- a/freqtrade/util/__init__.py
+++ b/freqtrade/util/__init__.py
@@ -11,6 +11,7 @@ from freqtrade.util.datetime_helpers import (
     format_ms_time,
     shorten_date,
 )
+from freqtrade.util.dry_run_wallet import get_dry_run_wallet
 from freqtrade.util.formatters import decimals_per_coin, fmt_coin, fmt_coin2, round_value
 from freqtrade.util.ft_precise import FtPrecise
 from freqtrade.util.measure_time import MeasureTime
@@ -35,6 +36,7 @@ __all__ = [
     "dt_utc",
     "format_date",
     "format_ms_time",
+    "get_dry_run_wallet",
     "FtPrecise",
     "PeriodicCache",
     "shorten_date",
diff --git a/freqtrade/util/dry_run_wallet.py b/freqtrade/util/dry_run_wallet.py
new file mode 100644
index 000000000..c904db6b3
--- /dev/null
+++ b/freqtrade/util/dry_run_wallet.py
@@ -0,0 +1,12 @@
+from freqtrade.constants import Config
+
+
+def get_dry_run_wallet(config: Config) -> int | float:
+    """
+    Return dry-run wallet balance in stake currency from configuration.
+    This setup also supports dictionary mode for dry-run-wallet.
+    """
+    if isinstance(_start_cap := config["dry_run_wallet"], float | int):
+        return _start_cap
+    else:
+        return _start_cap.get("stake_currency")
diff --git a/freqtrade/wallets.py b/freqtrade/wallets.py
index 2b26fb8b6..9864d0604 100644
--- a/freqtrade/wallets.py
+++ b/freqtrade/wallets.py
@@ -41,7 +41,14 @@ class Wallets:
         self._exchange = exchange
         self._wallets: dict[str, Wallet] = {}
         self._positions: dict[str, PositionWallet] = {}
-        self._start_cap = config["dry_run_wallet"]
+        self._start_cap: dict[str, float] = {}
+        self._stake_currency = config["stake_currency"]
+
+        if isinstance(_start_cap := config["dry_run_wallet"], float | int):
+            self._start_cap[self._stake_currency] = _start_cap
+        else:
+            self._start_cap = _start_cap
+
         self._last_wallet_refresh: datetime | None = None
         self.update()
 
@@ -109,10 +116,18 @@ class Wallets:
                     for o in trade.open_orders
                     if o.amount and o.ft_order_side == trade.exit_side
                 )
+                curr_wallet_bal = self._start_cap.get(curr, 0)
 
-                _wallets[curr] = Wallet(curr, trade.amount - pending, pending, trade.amount)
+                _wallets[curr] = Wallet(
+                    curr,
+                    curr_wallet_bal + trade.amount - pending,
+                    pending,
+                    trade.amount + curr_wallet_bal,
+                )
 
-            current_stake = self._start_cap + tot_profit - tot_in_trades
+            current_stake = (
+                self._start_cap.get(self._stake_currency, 0) + tot_profit - tot_in_trades
+            )
             total_stake = current_stake + used_stake
         else:
             tot_in_trades = 0
@@ -129,16 +144,24 @@ class Wallets:
                     collateral=collateral,
                     side=position.trade_direction,
                 )
-            current_stake = self._start_cap + tot_profit - tot_in_trades
+            current_stake = (
+                self._start_cap.get(self._stake_currency, 0) + tot_profit - tot_in_trades
+            )
+
             used_stake = tot_in_trades
             total_stake = current_stake + tot_in_trades
 
-        _wallets[self._config["stake_currency"]] = Wallet(
-            currency=self._config["stake_currency"],
+        _wallets[self._stake_currency] = Wallet(
+            currency=self._stake_currency,
             free=current_stake,
             used=used_stake,
             total=total_stake,
         )
+        for currency in self._start_cap:
+            if currency not in _wallets:
+                bal = self._start_cap[currency]
+                _wallets[currency] = Wallet(currency, bal, 0, bal)
+
         self._wallets = _wallets
         self._positions = _positions
 
@@ -244,7 +267,7 @@ class Wallets:
         else:
             tot_profit = Trade.get_total_closed_profit()
             open_stakes = Trade.total_open_trades_stakes()
-            available_balance = self.get_free(self._config["stake_currency"])
+            available_balance = self.get_free(self._stake_currency)
             return available_balance - tot_profit + open_stakes
 
     def get_total_stake_amount(self):
@@ -264,9 +287,9 @@ class Wallets:
             # Ensure <tradable_balance_ratio>% is used from the overall balance
             # Otherwise we'd risk lowering stakes with each open trade.
             # (tied up + current free) * ratio) - tied up
-            available_amount = (
-                val_tied_up + self.get_free(self._config["stake_currency"])
-            ) * self._config["tradable_balance_ratio"]
+            available_amount = (val_tied_up + self.get_free(self._stake_currency)) * self._config[
+                "tradable_balance_ratio"
+            ]
         return available_amount
 
     def get_available_stake_amount(self) -> float:
@@ -277,7 +300,7 @@ class Wallets:
         (<open_trade stakes> + free amount) * tradable_balance_ratio - <open_trade stakes>
         """
 
-        free = self.get_free(self._config["stake_currency"])
+        free = self.get_free(self._stake_currency)
         return min(self.get_total_stake_amount() - Trade.total_open_trades_stakes(), free)
 
     def _calculate_unlimited_stake_amount(
@@ -336,8 +359,8 @@ class Wallets:
         if edge:
             stake_amount = edge.stake_amount(
                 pair,
-                self.get_free(self._config["stake_currency"]),
-                self.get_total(self._config["stake_currency"]),
+                self.get_free(self._stake_currency),
+                self.get_total(self._stake_currency),
                 val_tied_up,
             )
         else:
diff --git a/tests/optimize/test_hyperoptloss.py b/tests/optimize/test_hyperoptloss.py
index 53de37a0e..8f1b1c786 100644
--- a/tests/optimize/test_hyperoptloss.py
+++ b/tests/optimize/test_hyperoptloss.py
@@ -39,13 +39,34 @@ def test_loss_calculation_prefer_correct_trade_count(hyperopt_conf, hyperopt_res
     hyperopt_conf.update({"hyperopt_loss": "ShortTradeDurHyperOptLoss"})
     hl = HyperOptLossResolver.load_hyperoptloss(hyperopt_conf)
     correct = hl.hyperopt_loss_function(
-        hyperopt_results, 600, datetime(2019, 1, 1), datetime(2019, 5, 1)
+        results=hyperopt_results,
+        trade_count=600,
+        min_date=datetime(2019, 1, 1),
+        max_date=datetime(2019, 5, 1),
+        config=hyperopt_conf,
+        processed=None,
+        backtest_stats={"profit_total": hyperopt_results["profit_abs"].sum()},
+        starting_balance=hyperopt_conf["dry_run_wallet"],
     )
     over = hl.hyperopt_loss_function(
-        hyperopt_results, 600 + 100, datetime(2019, 1, 1), datetime(2019, 5, 1)
+        results=hyperopt_results,
+        trade_count=600 + 100,
+        min_date=datetime(2019, 1, 1),
+        max_date=datetime(2019, 5, 1),
+        config=hyperopt_conf,
+        processed=None,
+        backtest_stats={"profit_total": hyperopt_results["profit_abs"].sum()},
+        starting_balance=hyperopt_conf["dry_run_wallet"],
     )
     under = hl.hyperopt_loss_function(
-        hyperopt_results, 600 - 100, datetime(2019, 1, 1), datetime(2019, 5, 1)
+        results=hyperopt_results,
+        trade_count=600 - 100,
+        min_date=datetime(2019, 1, 1),
+        max_date=datetime(2019, 5, 1),
+        config=hyperopt_conf,
+        processed=None,
+        backtest_stats={"profit_total": hyperopt_results["profit_abs"].sum()},
+        starting_balance=hyperopt_conf["dry_run_wallet"],
     )
     assert over > correct
     assert under > correct
@@ -58,9 +79,25 @@ def test_loss_calculation_prefer_shorter_trades(hyperopt_conf, hyperopt_results)
     hyperopt_conf.update({"hyperopt_loss": "ShortTradeDurHyperOptLoss"})
     hl = HyperOptLossResolver.load_hyperoptloss(hyperopt_conf)
     longer = hl.hyperopt_loss_function(
-        hyperopt_results, 100, datetime(2019, 1, 1), datetime(2019, 5, 1)
+        results=hyperopt_results,
+        trade_count=100,
+        min_date=datetime(2019, 1, 1),
+        max_date=datetime(2019, 5, 1),
+        config=hyperopt_conf,
+        processed=None,
+        backtest_stats={"profit_total": hyperopt_results["profit_abs"].sum()},
+        starting_balance=hyperopt_conf["dry_run_wallet"],
+    )
+    shorter = hl.hyperopt_loss_function(
+        results=resultsb,
+        trade_count=100,
+        min_date=datetime(2019, 1, 1),
+        max_date=datetime(2019, 5, 1),
+        config=hyperopt_conf,
+        processed=None,
+        backtest_stats={"profit_total": resultsb["profit_abs"].sum()},
+        starting_balance=hyperopt_conf["dry_run_wallet"],
     )
-    shorter = hl.hyperopt_loss_function(resultsb, 100, datetime(2019, 1, 1), datetime(2019, 5, 1))
     assert shorter < longer
 
 
@@ -73,11 +110,34 @@ def test_loss_calculation_has_limited_profit(hyperopt_conf, hyperopt_results) ->
     hyperopt_conf.update({"hyperopt_loss": "ShortTradeDurHyperOptLoss"})
     hl = HyperOptLossResolver.load_hyperoptloss(hyperopt_conf)
     correct = hl.hyperopt_loss_function(
-        hyperopt_results, 600, datetime(2019, 1, 1), datetime(2019, 5, 1)
+        results=hyperopt_results,
+        trade_count=600,
+        min_date=datetime(2019, 1, 1),
+        max_date=datetime(2019, 5, 1),
+        config=hyperopt_conf,
+        processed=None,
+        backtest_stats={"profit_total": hyperopt_results["profit_abs"].sum()},
+        starting_balance=hyperopt_conf["dry_run_wallet"],
+    )
+    over = hl.hyperopt_loss_function(
+        results=results_over,
+        trade_count=600,
+        min_date=datetime(2019, 1, 1),
+        max_date=datetime(2019, 5, 1),
+        config=hyperopt_conf,
+        processed=None,
+        backtest_stats={"profit_total": results_over["profit_abs"].sum()},
+        starting_balance=hyperopt_conf["dry_run_wallet"],
     )
-    over = hl.hyperopt_loss_function(results_over, 600, datetime(2019, 1, 1), datetime(2019, 5, 1))
     under = hl.hyperopt_loss_function(
-        results_under, 600, datetime(2019, 1, 1), datetime(2019, 5, 1)
+        results=results_under,
+        trade_count=600,
+        min_date=datetime(2019, 1, 1),
+        max_date=datetime(2019, 5, 1),
+        config=hyperopt_conf,
+        processed=None,
+        backtest_stats={"profit_total": results_under["profit_abs"].sum()},
+        starting_balance=hyperopt_conf["dry_run_wallet"],
     )
     assert over < correct
     assert under > correct
@@ -109,31 +169,34 @@ def test_loss_functions_better_profits(default_conf, hyperopt_results, lossfunct
     default_conf.update({"hyperopt_loss": lossfunction})
     hl = HyperOptLossResolver.load_hyperoptloss(default_conf)
     correct = hl.hyperopt_loss_function(
-        hyperopt_results,
+        results=hyperopt_results,
         trade_count=len(hyperopt_results),
         min_date=datetime(2019, 1, 1),
         max_date=datetime(2019, 5, 1),
         config=default_conf,
         processed=None,
         backtest_stats={"profit_total": hyperopt_results["profit_abs"].sum()},
+        starting_balance=default_conf["dry_run_wallet"],
     )
     over = hl.hyperopt_loss_function(
-        results_over,
+        results=results_over,
         trade_count=len(results_over),
         min_date=datetime(2019, 1, 1),
         max_date=datetime(2019, 5, 1),
         config=default_conf,
         processed=None,
         backtest_stats={"profit_total": results_over["profit_abs"].sum()},
+        starting_balance=default_conf["dry_run_wallet"],
     )
     under = hl.hyperopt_loss_function(
-        results_under,
+        results=results_under,
         trade_count=len(results_under),
         min_date=datetime(2019, 1, 1),
         max_date=datetime(2019, 5, 1),
         config=default_conf,
         processed=None,
         backtest_stats={"profit_total": results_under["profit_abs"].sum()},
+        starting_balance=default_conf["dry_run_wallet"],
     )
     assert over < correct
     assert under > correct
diff --git a/tests/rpc/test_rpc.py b/tests/rpc/test_rpc.py
index dd8c1bb9a..efdc18977 100644
--- a/tests/rpc/test_rpc.py
+++ b/tests/rpc/test_rpc.py
@@ -530,6 +530,13 @@ def test_rpc_balance_handle(default_conf_usdt, mocker, tickers):
             "total": 5.0,
             "used": 4.0,
         },
+        # Invalid coin not in tickers list.
+        # This triggers a 2nd call to get_tickers
+        "NotACoin": {
+            "free": 0.0,
+            "total": 2.0,
+            "used": 0.0,
+        },
         "USDT": {
             "free": 50.0,
             "total": 100.0,
@@ -590,8 +597,10 @@ def test_rpc_balance_handle(default_conf_usdt, mocker, tickers):
 
     assert pytest.approx(result["total"]) == 2824.83464
     assert pytest.approx(result["value"]) == 2824.83464 * 1.2
-    assert tickers.call_count == 1
+    assert tickers.call_count == 2
     assert tickers.call_args_list[0][1]["cached"] is True
+    # Testing futures - so we should get spot tickers
+    assert tickers.call_args_list[1][1]["market_type"] == "spot"
     assert "USD" == result["symbol"]
     assert result["currencies"] == [
         {
@@ -622,6 +631,20 @@ def test_rpc_balance_handle(default_conf_usdt, mocker, tickers):
             "is_bot_managed": False,
             "is_position": False,
         },
+        {
+            "currency": "NotACoin",
+            "balance": 2.0,
+            "bot_owned": 0,
+            "est_stake": 0,
+            "est_stake_bot": 0,
+            "free": 0.0,
+            "is_bot_managed": False,
+            "is_position": False,
+            "position": 0,
+            "side": "long",
+            "stake": "USDT",
+            "used": 0.0,
+        },
         {
             "currency": "USDT",
             "free": 50.0,
diff --git a/tests/test_wallets.py b/tests/test_wallets.py
index 2c12d27b5..d5e49438a 100644
--- a/tests/test_wallets.py
+++ b/tests/test_wallets.py
@@ -168,7 +168,7 @@ def test_get_trade_stake_amount_unlimited_amount(
     assert result == 0
 
     freqtrade.config["dry_run_wallet"] = 200
-    freqtrade.wallets._start_cap = 200
+    freqtrade.wallets._start_cap["BTC"] = 200
     result = freqtrade.wallets.get_trade_stake_amount("XRP/USDT", 3)
     assert round(result, 4) == round(result2, 4)
 
@@ -451,3 +451,63 @@ def test_check_exit_amount_futures(mocker, default_conf, fee):
     assert freqtrade.wallets.check_exit_amount(trade) is False
     assert total_mock.call_count == 0
     assert update_mock.call_count == 1
+
+
+@pytest.mark.parametrize(
+    "config,wallets",
+    [
+        (
+            {"stake_currency": "USDT", "dry_run_wallet": 1000.0},
+            {"USDT": {"currency": "USDT", "free": 1000.0, "used": 0.0, "total": 1000.0}},
+        ),
+        (
+            {"stake_currency": "USDT", "dry_run_wallet": {"USDT": 1000.0, "BTC": 0.1, "ETH": 2.0}},
+            {
+                "USDT": {"currency": "USDT", "free": 1000.0, "used": 0.0, "total": 1000.0},
+                "BTC": {"currency": "BTC", "free": 0.1, "used": 0.0, "total": 0.1},
+                "ETH": {"currency": "ETH", "free": 2.0, "used": 0.0, "total": 2.0},
+            },
+        ),
+    ],
+)
+def test_dry_run_wallet_initialization(mocker, default_conf_usdt, config, wallets):
+    default_conf_usdt.update(config)
+    freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
+
+    # Verify each wallet matches the expected values
+    for currency, expected_wallet in wallets.items():
+        wallet = freqtrade.wallets._wallets[currency]
+        assert wallet.currency == expected_wallet["currency"]
+        assert wallet.free == expected_wallet["free"]
+        assert wallet.used == expected_wallet["used"]
+        assert wallet.total == expected_wallet["total"]
+
+    # Verify no extra wallets were created
+    assert len(freqtrade.wallets._wallets) == len(wallets)
+
+    # Create a trade and verify the new currency is added to the wallets
+    mocker.patch(f"{EXMS}.get_min_pair_stake_amount", return_value=0.0)
+    mocker.patch(f"{EXMS}.get_rate", return_value=2.22)
+    mocker.patch(
+        f"{EXMS}.fetch_ticker",
+        return_value={
+            "bid": 0.20,
+            "ask": 0.22,
+            "last": 0.22,
+        },
+    )
+    freqtrade.execute_entry("NEO/USDT", 100.0)
+
+    # Update wallets and verify NEO is now included
+    freqtrade.wallets.update()
+    assert "NEO" in freqtrade.wallets._wallets
+
+    assert freqtrade.wallets._wallets["NEO"].total == 45.04504504  # 100 USDT / 0.22
+    assert freqtrade.wallets._wallets["NEO"].used == 0.0
+    assert freqtrade.wallets._wallets["NEO"].free == 45.04504504
+
+    # Verify USDT wallet was reduced by trade amount
+    assert (
+        pytest.approx(freqtrade.wallets._wallets["USDT"].total) == wallets["USDT"]["total"] - 100.0
+    )
+    assert len(freqtrade.wallets._wallets) == len(wallets) + 1  # Original wallets + NEO