diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py
index 91963f223..00ad3faf0 100644
--- a/freqtrade/strategy/interface.py
+++ b/freqtrade/strategy/interface.py
@@ -777,10 +777,11 @@ class IStrategy(ABC, HyperStrategyMixin):
         Does not run advise_buy or advise_sell!
         Used by optimize operations only, not during dry / live runs.
         Using .copy() to get a fresh copy of the dataframe for every strategy run.
+        Also copy on output to avoid PerformanceWarnings pandas 1.3.0 started to show.
         Has positive effects on memory usage for whatever reason - also when
         using only one strategy.
         """
-        return {pair: self.advise_indicators(pair_data.copy(), {'pair': pair})
+        return {pair: self.advise_indicators(pair_data.copy(), {'pair': pair}).copy()
                 for pair, pair_data in data.items()}
 
     def advise_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame: