diff --git a/freqtrade/data/entryexitanalysis.py b/freqtrade/data/entryexitanalysis.py
index 99b0e3bcb..4e64c1ecc 100644
--- a/freqtrade/data/entryexitanalysis.py
+++ b/freqtrade/data/entryexitanalysis.py
@@ -51,10 +51,8 @@ def _load_exit_signal_candles(backtest_dir: Path) -> Dict[str, Dict[str, pd.Data
     return _load_backtest_analysis_data(backtest_dir, "exited")
 
 
-def _process_candles_and_indicators(
-    pairlist, strategy_name, trades, signal_candles, analyse_on="open_date"
-):
-    analysed_trades_dict = {strategy_name: {}}
+def _process_candles_and_indicators(pairlist, strategy_name, trades, signal_candles, date_col: str):
+    analysed_trades_dict: Dict[str, Dict] = {strategy_name: {}}
 
     try:
         logger.info(f"Processing {strategy_name} : {len(pairlist)} pairs")
@@ -62,7 +60,7 @@ def _process_candles_and_indicators(
         for pair in pairlist:
             if pair in signal_candles[strategy_name]:
                 analysed_trades_dict[strategy_name][pair] = _analyze_candles_and_indicators(
-                    pair, trades, signal_candles[strategy_name][pair], analyse_on
+                    pair, trades, signal_candles[strategy_name][pair], date_col
                 )
     except Exception as e:
         print(f"Cannot process entry/exit reasons for {strategy_name}: ", e)
@@ -71,7 +69,7 @@ def _process_candles_and_indicators(
 
 
 def _analyze_candles_and_indicators(
-    pair: str, trades: pd.DataFrame, signal_candles: pd.DataFrame, analyse_on="open_date"
+    pair: str, trades: pd.DataFrame, signal_candles: pd.DataFrame, date_col: str
 ) -> pd.DataFrame:
     buyf = signal_candles
 
@@ -83,7 +81,7 @@ def _analyze_candles_and_indicators(
 
         if trades_red.shape[0] > 0 and buyf.shape[0] > 0:
             for t, v in trades_red.iterrows():
-                allinds = buyf.loc[(buyf["date"] < v[analyse_on])]
+                allinds = buyf.loc[(buyf["date"] < v[date_col])]
                 if allinds.shape[0] > 0:
                     tmp_inds = allinds.iloc[[-1]]
 
@@ -343,10 +341,10 @@ def process_entry_exit_reasons(config: Config):
             trades = load_backtest_data(config["exportfilename"], strategy_name)
 
             if trades is not None and not trades.empty:
-                analyse_on = "open_date"
+                date_col = "open_date"
                 if do_exited is True:
                     signal_candles = _load_exit_signal_candles(config["exportfilename"])
-                    analyse_on = "close_date"
+                    date_col = "close_date"
                 else:
                     signal_candles = _load_signal_candles(config["exportfilename"])
 
@@ -366,7 +364,7 @@ def process_entry_exit_reasons(config: Config):
                     strategy_name,
                     trades,
                     signal_candles,
-                    analyse_on,
+                    date_col,
                 )
 
                 res_df = prepare_results(
diff --git a/freqtrade/optimize/optimize_reports/optimize_reports.py b/freqtrade/optimize/optimize_reports/optimize_reports.py
index f90bba3f9..24c2d049f 100644
--- a/freqtrade/optimize/optimize_reports/optimize_reports.py
+++ b/freqtrade/optimize/optimize_reports/optimize_reports.py
@@ -25,7 +25,7 @@ logger = logging.getLogger(__name__)
 
 
 def generate_trade_signal_candles(
-    preprocessed_df: Dict[str, DataFrame], bt_results: Dict[str, Any], analysis_on: str
+    preprocessed_df: Dict[str, DataFrame], bt_results: Dict[str, Any], date_col: str
 ) -> Dict[str, DataFrame]:
     signal_candles_only = {}
     for pair in preprocessed_df.keys():
@@ -37,7 +37,7 @@ def generate_trade_signal_candles(
 
         if pairdf.shape[0] > 0:
             for t, v in pairresults.iterrows():
-                allinds = pairdf.loc[(pairdf["date"] < v[analysis_on])]
+                allinds = pairdf.loc[(pairdf["date"] < v[date_col])]
                 signal_inds = allinds.iloc[[-1]]
                 signal_candles_only_df = concat(
                     [signal_candles_only_df.infer_objects(), signal_inds.infer_objects()]