diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py
index b6b7c113f..2edb65e1b 100644
--- a/freqtrade/optimize/backtesting.py
+++ b/freqtrade/optimize/backtesting.py
@@ -1332,10 +1332,9 @@ class Backtesting:
         pair: str,
         current_time: datetime,
         end_date: datetime,
-        open_trade_count_start: int,
         trade_dir: Optional[LongShort],
         is_first: bool = True,
-    ) -> int:
+    ) -> None:
         """
         NOTE: This method is used by Hyperopt at each iteration. Please keep it optimized.
 
@@ -1345,7 +1344,6 @@ class Backtesting:
             # 1. Manage currently open orders of active trades
             if self.manage_open_orders(t, current_time, row):
                 # Close trade
-                open_trade_count_start -= 1
                 LocalTrade.remove_bt_trade(t)
                 self.wallets.update()
 
@@ -1361,13 +1359,9 @@ class Backtesting:
             and trade_dir is not None
             and not PairLocks.is_pair_locked(pair, row[DATE_IDX], trade_dir)
         ):
-            if self.trade_slot_available(open_trade_count_start):
+            if self.trade_slot_available(LocalTrade.bt_open_open_trade_count):
                 trade = self._enter_trade(pair, row, trade_dir)
                 if trade:
-                    # TODO: hacky workaround to avoid opening > max_open_trades
-                    # This emulates previous behavior - not sure if this is correct
-                    # Prevents entering if the trade-slot was freed in this candle
-                    open_trade_count_start += 1
                     self.wallets.update()
             else:
                 self._collate_rejected(pair, row)
@@ -1386,7 +1380,6 @@ class Backtesting:
             order = trade.select_order(trade.exit_side, is_open=True)
             if order:
                 self._process_exit_order(order, trade, current_time, row, pair)
-        return open_trade_count_start
 
     def time_pair_generator(
         self, start_date: datetime, end_date: datetime, increment: timedelta, pairs: List[str]
@@ -1439,7 +1432,6 @@ class Backtesting:
             start_date, end_date, self.timeframe_td, list(data.keys())
         ):
             if is_first:
-                open_trade_count_start = LocalTrade.bt_open_open_trade_count
                 self.check_abort()
                 strategy_safe_wrapper(self.strategy.bot_loop_start, supress_error=True)(
                     current_time=current_time
@@ -1473,9 +1465,7 @@ class Backtesting:
                 ].copy()
                 if len(detail_data) == 0:
                     # Fall back to "regular" data if no detail data was found for this candle
-                    open_trade_count_start = self.backtest_loop(
-                        row, pair, current_time, end_date, open_trade_count_start, trade_dir
-                    )
+                    self.backtest_loop(row, pair, current_time, end_date, trade_dir)
                     continue
                 detail_data.loc[:, "enter_long"] = row[LONG_IDX]
                 detail_data.loc[:, "exit_long"] = row[ELONG_IDX]
@@ -1487,12 +1477,11 @@ class Backtesting:
                 current_time_det = current_time
                 for det_row in detail_data[HEADERS].values.tolist():
                     self.dataprovider._set_dataframe_max_date(current_time_det)
-                    open_trade_count_start = self.backtest_loop(
+                    self.backtest_loop(
                         det_row,
                         pair,
                         current_time_det,
                         end_date,
-                        open_trade_count_start,
                         trade_dir,
                         is_first,
                     )
@@ -1500,9 +1489,7 @@ class Backtesting:
                     is_first = False
             else:
                 self.dataprovider._set_dataframe_max_date(current_time)
-                open_trade_count_start = self.backtest_loop(
-                    row, pair, current_time, end_date, open_trade_count_start, trade_dir
-                )
+                self.backtest_loop(row, pair, current_time, end_date, trade_dir)
 
         self.handle_left_open(LocalTrade.bt_trades_open_pp, data=data)
         self.wallets.update()