diff --git a/pkg/types/trade_stats.go b/pkg/types/trade_stats.go
index 8c9f20e62..79c403b88 100644
--- a/pkg/types/trade_stats.go
+++ b/pkg/types/trade_stats.go
@@ -16,6 +16,8 @@ type TradeStats struct {
 	Losses              []fixedpoint.Value `json:"losses" yaml:"losses"`
 	MostProfitableTrade fixedpoint.Value   `json:"mostProfitableTrade" yaml:"mostProfitableTrade"`
 	MostLossTrade       fixedpoint.Value   `json:"mostLossTrade" yaml:"mostLossTrade"`
+	ProfitFactor        fixedpoint.Value   `json:"profitFactor" yaml:"profitFactor"`
+	TotalNetProfit      fixedpoint.Value   `json:"totalNetProfit" yaml:"totalNetProfit"`
 }
 
 func (s *TradeStats) Add(pnl fixedpoint.Value) {
@@ -30,6 +32,7 @@ func (s *TradeStats) Add(pnl fixedpoint.Value) {
 		s.GrossLoss = s.GrossLoss.Add(pnl)
 		s.MostLossTrade = fixedpoint.Min(s.MostLossTrade, pnl)
 	}
+	s.TotalNetProfit = s.TotalNetProfit.Add(pnl)
 
 	// The win/loss ratio is your wins divided by your losses.
 	// In the example, suppose for the sake of simplicity that 60 trades were winners, and 40 were losers.
@@ -39,6 +42,8 @@ func (s *TradeStats) Add(pnl fixedpoint.Value) {
 	} else {
 		s.WinningRatio = fixedpoint.NewFromFloat(float64(s.NumOfProfitTrade) / float64(s.NumOfLossTrade))
 	}
+
+	s.ProfitFactor = s.GrossProfit.Div(s.GrossLoss)
 }
 
 func (s *TradeStats) String() string {