diff --git a/freqtrade/data/btanalysis.py b/freqtrade/data/btanalysis.py
index 4f29d7652..1aa3bef4a 100644
--- a/freqtrade/data/btanalysis.py
+++ b/freqtrade/data/btanalysis.py
@@ -25,7 +25,6 @@ BT_DATA_COLUMNS = ['pair', 'stake_amount', 'amount', 'open_date', 'close_date',
                    'stop_loss_ratio', 'min_rate', 'max_rate', 'is_open', 'enter_tag',
                    'is_short'
                    ]
-# TODO-lev: usage of the above might need compatibility code (buy_tag, is_short?, ...?)
 
 
 def get_latest_optimize_filename(directory: Union[Path, str], variant: str) -> str:
@@ -160,6 +159,13 @@ def load_backtest_data(filename: Union[Path, str], strategy: Optional[str] = Non
                                               utc=True,
                                               infer_datetime_format=True
                                               )
+            # Compatibility support for pre short Columns
+            if 'is_short' not in df.columns:
+                df['is_short'] = 0
+            if 'enter_tag' not in df.columns:
+                df['enter_tag'] = df['buy_tag']
+                df = df.drop(['buy_tag'], axis=1)
+
     else:
         # old format - only with lists.
         raise OperationalException(
diff --git a/tests/data/test_btanalysis.py b/tests/data/test_btanalysis.py
index e9e6a4440..1ad43a8e3 100644
--- a/tests/data/test_btanalysis.py
+++ b/tests/data/test_btanalysis.py
@@ -90,7 +90,8 @@ def test_load_backtest_data_multi(testdatadir):
     for strategy in ('StrategyTestV2', 'TestStrategy'):
         bt_data = load_backtest_data(filename, strategy=strategy)
         assert isinstance(bt_data, DataFrame)
-        assert set(bt_data.columns) == set(BT_DATA_COLUMNS + ['close_timestamp', 'open_timestamp'])
+        assert set(bt_data.columns) == set(
+            BT_DATA_COLUMNS + ['close_timestamp', 'open_timestamp'])
         assert len(bt_data) == 179
 
         # Test loading from string (must yield same result)