diff --git a/backtesting/backtest_iron_condor.py b/backtesting/backtest_iron_condor.py
index a0716a8..61936d4 100644
--- a/backtesting/backtest_iron_condor.py
+++ b/backtesting/backtest_iron_condor.py
@@ -134,21 +134,21 @@ def _backtest_iron_condor(
     premium_received = original_call_spread_price + original_put_spread_price
 
     call_spread_details = {
-        "legs": [{"action": "SELL", "strike": call_spread_entry['strike_short_strike'], "type": "CALL"}, 
-                 {"action": "BUY", "strike": call_spread_entry['strike_long_strike'], "type": "CALL"}],
-        "open": original_call_spread_price,
-        "high": None,
-        "low": None,
-        "close": None
+        "Legs": [{"Action": "SELL", "Strike": call_spread_entry['strike_short_strike'], "Type": "CALL"}, 
+                 {"Action": "BUY", "Strike": call_spread_entry['strike_long_strike'], "Type": "CALL"}],
+        "Open": original_call_spread_price,
+        "High": None,
+        "Low": None,
+        "Close": None
     }
 
     put_spread_details = {
-        "legs": [{"action": "SELL", "strike": put_spread_entry['strike_short_strike'], "type": "PUT"}, 
-                 {"action": "BUY", "strike": put_spread_entry['strike_long_strike'], "type": "PUT"}],
-        "open": original_put_spread_price,
-        "high": None,
-        "low": None,
-        "close": None
+        "Legs": [{"Action": "SELL", "Strike": put_spread_entry['strike_short_strike'], "Type": "PUT"}, 
+                 {"Action": "BUY", "Strike": put_spread_entry['strike_long_strike'], "Type": "PUT"}],
+        "Open": original_put_spread_price,
+        "High": None,
+        "Low": None,
+        "Close": None
     }
 
     trades_entered = False
@@ -185,18 +185,18 @@ def _backtest_iron_condor(
         else:
             current_put_spread_price = ((put_spread['ask_short_strike'] + put_spread['bid_short_strike']) / 2.0) - ((put_spread['ask_long_strike'] + put_spread['bid_long_strike']) / 2.0)
         
-        call_spread_details['high'] = max(call_spread_details['high'] or float('-inf'), current_call_spread_price)
-        call_spread_details['low'] = min(call_spread_details['low'] or float('inf'), current_call_spread_price)
-        call_spread_details['close'] = current_call_spread_price
+        call_spread_details['High'] = max(call_spread_details['High'] or float('-inf'), current_call_spread_price)
+        call_spread_details['Low'] = min(call_spread_details['Low'] or float('inf'), current_call_spread_price)
+        call_spread_details['Close'] = current_call_spread_price
 
-        put_spread_details['high'] = max(put_spread_details['high'] or float('-inf'), current_put_spread_price)
-        put_spread_details['low'] = min(put_spread_details['low'] or float('inf'), current_put_spread_price)
-        put_spread_details['close'] = current_put_spread_price
+        put_spread_details['High'] = max(put_spread_details['High'] or float('-inf'), current_put_spread_price)
+        put_spread_details['Low'] = min(put_spread_details['Low'] or float('inf'), current_put_spread_price)
+        put_spread_details['Close'] = current_put_spread_price
 
         if not call_spread_stopped_out:
             if current_call_spread_price >= ((call_spread_strategy.stop_loss_multiple + 1) * original_call_spread_price):
                 premium_received -= original_call_spread_price * (call_spread_strategy.stop_loss_multiple + 1)
-                call_spread_details['close'] = original_call_spread_price * (call_spread_strategy.stop_loss_multiple + 1) + 0.10
+                call_spread_details['Close'] = original_call_spread_price * (call_spread_strategy.stop_loss_multiple + 1) + 0.10
                 # Calculate exit slippage.
                 premium_received -= 0.10 # TODO: Make this configurable.
                 call_spread_stopped_out = True
@@ -207,7 +207,7 @@ def _backtest_iron_condor(
             if current_put_spread_price >= ((put_spread_strategy.stop_loss_multiple + 1) * original_put_spread_price):
                 premium_received -= original_put_spread_price * (put_spread_strategy.stop_loss_multiple + 1)
                 premium_received -= 0.10 # TODO: Make this configurable.
-                put_spread_details['close'] = original_put_spread_price * (put_spread_strategy.stop_loss_multiple + 1) + 0.10
+                put_spread_details['Close'] = original_put_spread_price * (put_spread_strategy.stop_loss_multiple + 1) + 0.10
                 put_spread_stopped_out = True
                 exit_time = call_spread.name[-8:]
                 logging.info('Put Spread Stopped Out')