diff --git a/backtesting/_stats.py b/backtesting/_stats.py
index f2bb4f7c..26141025 100644
--- a/backtesting/_stats.py
+++ b/backtesting/_stats.py
@@ -67,6 +67,24 @@ def compute_stats(
             'ExitTime': [t.exit_time for t in trades],
             'Tag': [t.tag for t in trades],
         })
+
+        # Retrieve the DataFrame of all indicators from the strategy instance
+        indicators_df = strategy_instance.get_indicators_dataframe()
+
+        # Iterate over the trades and get the indicator values
+        for i, trade in trades_df.iterrows():
+            entry_bar = trade['EntryBar']
+            exit_bar = trade['ExitBar']
+
+            # Get the indicators at the entry and exit bars
+            entry_indicators = indicators_df.loc[ohlc_data.index[entry_bar]]
+            exit_indicators = indicators_df.loc[ohlc_data.index[exit_bar]]
+
+            # Add the indicator values to the trades_df
+            for column in entry_indicators.index:
+                trades_df.at[i, f'Entry_{column}'] = entry_indicators[column]
+                trades_df.at[i, f'Exit_{column}'] = exit_indicators[column]
+
         trades_df['Duration'] = trades_df['ExitTime'] - trades_df['EntryTime']
     del trades
 
diff --git a/backtesting/backtesting.py b/backtesting/backtesting.py
index 9c168703..b0bde2e8 100644
--- a/backtesting/backtesting.py
+++ b/backtesting/backtesting.py
@@ -74,6 +74,14 @@ def _check_params(self, params):
                     "can be optimized or run with.")
             setattr(self, k, v)
         return params
+    
+    def get_indicators_dataframe(self):
+        """
+        Compile all indicator arrays into a DataFrame with the same index as the strategy data.
+        """
+    
+        indicators_dict = {ind.name: ind for ind in self._indicators}
+        return pd.DataFrame(indicators_dict, index=self._data.index)
 
     def I(self,  # noqa: E743
           func: Callable, *args,
diff --git a/test.py b/test.py
new file mode 100644
index 00000000..aede446b
--- /dev/null
+++ b/test.py
@@ -0,0 +1,28 @@
+from backtesting import Backtest, Strategy
+from backtesting.lib import crossover
+
+from backtesting.test import SMA, GOOG
+
+
+class SmaCross(Strategy):
+    n1 = 10
+    n2 = 20
+
+    def init(self):
+        close = self.data.Close
+        self.sma1 = self.I(SMA, close, self.n1)
+        self.sma2 = self.I(SMA, close, self.n2)
+
+    def next(self):
+        if crossover(self.sma1, self.sma2):
+            self.buy()
+        elif crossover(self.sma2, self.sma1):
+            self.sell()
+
+
+bt = Backtest(GOOG, SmaCross,
+              cash=10000, commission=.002,
+              exclusive_orders=True)
+
+output = bt.run()
+print(output['_trades'])
\ No newline at end of file