Creating coordinates for polygon using Python lists

I want to make an algorithm that will create coordinates (corner coordinates) for square polygons. See the picture below:

I have written some code so far, but only for the X-axis, and I think it could be improved.

My desired output should be two nested lists, one for X and one for Y. There should be 25 polygons (5x5):

X_list = [[0, 5, 5, 0], [5, 10, 10, 5], [10, 15, 15, 10], ...]
Y_list = [[0, 0, 5, 5] , [0, 0, 5, 5], [0, 0, 5, 5], ...]

This is the code that I have. How can I make it work, so that it can make polygons on Y-axis too.

max_x = 20
max_y = 20

x = 0
y = 0

xlist = []
ylist = []

lon = []
lad = []
while x < max_x and y < max_y:

    xlist = []
    ylist = []

    x = x
    y = y
    xlist.append(x)
    ylist.append(y)

    x += 5
    y = y
    xlist.append(x)
    ylist.append(y)

    x = x
    y += 5
    xlist.append(x)
    ylist.append(y)

    x -= 5
    y = y
    xlist.append(x)
    ylist.append(y)
    x += 5
    y -= 5

    lon.append(xlist)
    lad.append(ylist)

print(lon)
print(lad)