diff --git a/backtesting/backtest_iron_condor.py b/backtesting/backtest_iron_condor.py
index 500a2c2..fe74b3b 100644
--- a/backtesting/backtest_iron_condor.py
+++ b/backtesting/backtest_iron_condor.py
@@ -278,10 +278,6 @@ def backtest_iron_condor(
         filters: List[BacktestFilter] = []
     ) -> pd.DataFrame:
 
-    total_premium_received = 0.0
-    total_trades = 0.0
-    total_wins = 0.0
-
     start_year = start_date.year
     end_year = end_date.year
 
@@ -313,6 +309,7 @@ def backtest_iron_condor(
                     futures.append(future)
 
     backtest_results = []
+    total_premium_received = 0.0
     for future in futures:
         backtest_result = future.result()
         if backtest_result:
@@ -320,15 +317,6 @@ def backtest_iron_condor(
             backtest_result.profit = total_premium_received
             backtest_results.append(backtest_result)
 
-            if backtest_result.trade_entered:
-                total_trades += 1
-                if backtest_result.trade_pnl > 0.0:
-                    total_wins += 1
-
-            logging.info('Overall PnL: %f', total_premium_received)
-            logging.info('Win Rate: %f', (total_wins / total_trades) if total_trades > 0 else 0.0)
-            logging.info('Average Premium Received: %f', (total_premium_received / total_trades) if total_trades > 0 else 0.0)
-
     # TODO: Either look up the symbol in the historical option data or have the client provide it.
     backtest_results = pd.DataFrame([{
         'Date': result.date,