diff --git a/backtesting/backtest_iron_condor.py b/backtesting/backtest_iron_condor.py
index defa709..f686da2 100644
--- a/backtesting/backtest_iron_condor.py
+++ b/backtesting/backtest_iron_condor.py
@@ -22,13 +22,6 @@ MARKET_OPEN = '09:35:00'
 OPTION_DATA_DIRECTORY = os.getenv('OPTION_DATA_DIRECTORY')
 STRIKE_MULTIPLE = 5.0
 
-# Metrics
-dates = []
-max_drawdowns = []
-max_profits = []
-wins = []
-exit_times = []
-
 def get_spread_history_credit(historical_option_data: pd.DataFrame, option_strat: CreditTargetStrategy) -> pd.DataFrame:
     current_date = historical_option_data.iloc[0]['quote_datetime'][:10]
     opening_quotes = historical_option_data[(historical_option_data['quote_datetime'] == (current_date + ' ' + option_strat.trade_entry_time))].copy()
@@ -246,12 +239,6 @@ def _backtest_iron_condor(
     commissions = 4 * number_of_contracts
     premium_received = (premium_received * number_of_contracts * 100) - (fees + commissions) - stop_out_fees
 
-    dates.append(current_date)
-    max_drawdowns.append(max_drawdown)
-    max_profits.append(max_profit)
-    wins.append(True if premium_received > 0 else False)
-    exit_times.append(exit_time)
-
     result = BacktestResult(
         date = current_date,
         entry_time = f'{current_date} {entry_time}',