diff --git a/freqtrade/data/dataprovider.py b/freqtrade/data/dataprovider.py
index 7e4fc36d48a..b979faff618 100644
--- a/freqtrade/data/dataprovider.py
+++ b/freqtrade/data/dataprovider.py
@@ -79,7 +79,7 @@ def _set_dataframe_max_index(self, limit_index: int):
 
     def _set_dataframe_max_date(self, limit_date: datetime):
         """
-        Limit infomrative dataframe to max specified index.
+        Limit informative dataframe to max specified index.
         Only relevant in backtesting.
         :param limit_date: "current date"
         """
diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py
index 81784c9a3f1..a1ef29fa117 100644
--- a/freqtrade/optimize/backtesting.py
+++ b/freqtrade/optimize/backtesting.py
@@ -1486,8 +1486,9 @@ def backtest(self, processed: dict, start_date: datetime, end_date: datetime) ->
             current_detail_time: datetime = row[DATE_IDX].to_pydatetime()
             trade_dir: LongShort | None = self.check_for_trade_entry(row)
 
+            pair_has_open_trades = len(LocalTrade.bt_trades_open_pp[pair]) > 0
             if (
-                (trade_dir is not None or len(LocalTrade.bt_trades_open_pp[pair]) > 0)
+                (trade_dir is not None or pair_has_open_trades)
                 and self.timeframe_detail
                 and pair in self.detail_data
             ):
@@ -1525,6 +1526,9 @@ def backtest(self, processed: dict, start_date: datetime, end_date: datetime) ->
                     )
                     current_time_det += self.timeframe_detail_td
                     is_first = False
+                    if pair_has_open_trades and not len(LocalTrade.bt_trades_open_pp[pair]) > 0:
+                        # Auto-lock pair for the rest of the candle if the trade has been closed.
+                        break
             else:
                 self.dataprovider._set_dataframe_max_date(current_time)
                 self.backtest_loop(row, pair, current_time, trade_dir, not is_last_row)
diff --git a/tests/optimize/test_backtesting.py b/tests/optimize/test_backtesting.py
index 20db3088a29..81d63cf64fa 100644
--- a/tests/optimize/test_backtesting.py
+++ b/tests/optimize/test_backtesting.py
@@ -1647,8 +1647,8 @@ def _trend_alternate_hold(dataframe=None, metadata=None):
     if use_detail:
         # Backtest loop is called once per candle per pair
         # Exact numbers depend on trade state - but should be around 3_800
-        assert bl_spy.call_count > 1_350
-        assert bl_spy.call_count < 1_500
+        assert bl_spy.call_count > 1_220
+        assert bl_spy.call_count < 1_300
     else:
         assert bl_spy.call_count < 995
 
@@ -1896,7 +1896,7 @@ def _trend_alternate_hold(dataframe=None, metadata=None):
 
     if use_detail:
         # Backtest loop is called once per candle per pair
-        assert bl_spy.call_count == 1523
+        assert bl_spy.call_count == 1484
     else:
         assert bl_spy.call_count == 479