diff --git a/backtesting/backtest_iron_condor.py b/backtesting/backtest_iron_condor.py
index ba4e1a9..1a0a927 100644
--- a/backtesting/backtest_iron_condor.py
+++ b/backtesting/backtest_iron_condor.py
@@ -124,18 +124,18 @@ def _backtest_iron_condor(
         "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
+        "High": float('-inf'),
+        "Low": float('inf'),
+        "Close": 0.0
     }
 
     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
+        "High": float('-inf'),
+        "Low": float('inf'),
+        "Close": 0.0
     }
 
     trades_entered = False
@@ -172,13 +172,11 @@ 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'], current_call_spread_price)
+        call_spread_details['Low'] = min(call_spread_details['Low'], 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'], current_put_spread_price)
+        put_spread_details['Low'] = min(put_spread_details['Low'], 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):
@@ -231,9 +229,11 @@ def _backtest_iron_condor(
 
     if not call_spread_stopped_out and current_call_spread_price > 0.05:
         premium_received -= current_call_spread_price
+        call_spread_details['Close'] = current_call_spread_price
 
     if not put_spread_stopped_out and current_put_spread_price > 0.05:
         premium_received -= current_put_spread_price
+        put_spread_details['Close'] = current_put_spread_price
 
     number_of_contracts = call_spread_strategy.number_of_contracts
     stop_out_fees = 0.0 # It costs money to get stopped out.