diff --git a/freqtrade/data/btanalysis.py b/freqtrade/data/btanalysis.py
index 2f991d247..4a9f69167 100644
--- a/freqtrade/data/btanalysis.py
+++ b/freqtrade/data/btanalysis.py
@@ -19,11 +19,6 @@ logger = logging.getLogger(__name__)
 BT_DATA_COLUMNS_OLD = ["pair", "profit_percent", "open_date", "close_date", "index",
                        "trade_duration", "open_rate", "close_rate", "open_at_end", "sell_reason"]
 
-# Mid-term format, created by BacktestResult Named Tuple
-BT_DATA_COLUMNS_MID = ['pair', 'profit_percent', 'open_date', 'close_date', 'trade_duration',
-                       'open_rate', 'close_rate', 'open_at_end', 'sell_reason', 'fee_open',
-                       'fee_close', 'amount', 'profit_abs', 'profit_ratio']
-
 # Newest format
 BT_DATA_COLUMNS = ['pair', 'stake_amount', 'amount', 'open_date', 'close_date',
                    'open_rate', 'close_rate',
diff --git a/tests/data/test_btanalysis.py b/tests/data/test_btanalysis.py
index 747a9d24e..f58f8da66 100644
--- a/tests/data/test_btanalysis.py
+++ b/tests/data/test_btanalysis.py
@@ -8,7 +8,7 @@ from pandas import DataFrame, DateOffset, Timestamp, to_datetime
 
 from freqtrade.configuration import TimeRange
 from freqtrade.constants import LAST_BT_RESULT_FN
-from freqtrade.data.btanalysis import (BT_DATA_COLUMNS, BT_DATA_COLUMNS_MID, BT_DATA_COLUMNS_OLD,
+from freqtrade.data.btanalysis import (BT_DATA_COLUMNS, BT_DATA_COLUMNS_OLD,
                                        analyze_trade_parallelism, calculate_csum,
                                        calculate_market_change, calculate_max_drawdown,
                                        calculate_underwater, combine_dataframes_with_mean,
diff --git a/tests/optimize/test_optimize_reports.py b/tests/optimize/test_optimize_reports.py
index ac7467dfd..925dc3caa 100644
--- a/tests/optimize/test_optimize_reports.py
+++ b/tests/optimize/test_optimize_reports.py
@@ -1,4 +1,3 @@
-import datetime
 import re
 from datetime import timedelta
 from pathlib import Path