diff --git a/README.md b/README.md
index d9b511b0..4ea87037 100644
--- a/README.md
+++ b/README.md
@@ -80,6 +80,8 @@ Avg. Drawdown [%]                       -5.58
 Max. Drawdown Duration      688 days 00:00:00
 Avg. Drawdown Duration       41 days 00:00:00
 # Trades                                   93
+# Long Trades                              93
+# Short Trades                              0
 Win Rate [%]                            53.76
 Best Trade [%]                          57.12
 Worst Trade [%]                        -16.63
diff --git a/backtesting/_stats.py b/backtesting/_stats.py
index 3888192b..4ef41705 100644
--- a/backtesting/_stats.py
+++ b/backtesting/_stats.py
@@ -169,6 +169,8 @@ def _round_timedelta(value, _period=_data_period(index)):
     s['Max. Drawdown Duration'] = _round_timedelta(dd_dur.max())
     s['Avg. Drawdown Duration'] = _round_timedelta(dd_dur.mean())
     s['# Trades'] = n_trades = len(trades_df)
+    s['# Long Trades'] = int((trades_df['Size'] > 0).sum()) if n_trades else 0
+    s['# Short Trades'] = int((trades_df['Size'] < 0).sum()) if n_trades else 0
     win_rate = np.nan if not n_trades else (pl > 0).mean()
     s['Win Rate [%]'] = win_rate * 100
     s['Best Trade [%]'] = returns.max() * 100
diff --git a/backtesting/backtesting.py b/backtesting/backtesting.py
index d356b211..db589980 100644
--- a/backtesting/backtesting.py
+++ b/backtesting/backtesting.py
@@ -1296,6 +1296,8 @@ def run(self, **kwargs) -> pd.Series:
             Max. Drawdown Duration      584 days 00:00:00
             Avg. Drawdown Duration       41 days 00:00:00
             # Trades                                   66
+            # Long Trades                              33
+            # Short Trades                             33
             Win Rate [%]                          46.9697
             Best Trade [%]                       53.59595
             Worst Trade [%]                     -18.39887
diff --git a/backtesting/test/_test.py b/backtesting/test/_test.py
index d74fde9f..eb6bd541 100644
--- a/backtesting/test/_test.py
+++ b/backtesting/test/_test.py
@@ -330,6 +330,8 @@ def test_compute_stats(self):
         expected = pd.Series({
                 # NOTE: These values are also used on the website!  # noqa: E126
                 '# Trades': 66,
+                '# Long Trades': 33,
+                '# Short Trades': 33,
                 'Avg. Drawdown Duration': pd.Timedelta('41 days 00:00:00'),
                 'Avg. Drawdown [%]': -5.925851581948801,
                 'Avg. Trade Duration': pd.Timedelta('46 days 00:00:00'),
@@ -378,6 +380,9 @@ def almost_equal(a, b):
             sorted(['Equity', 'DrawdownPct', 'DrawdownDuration']))
 
         self.assertEqual(len(stats['_trades']), 66)
+        self.assertEqual(stats['# Long Trades'], 33)
+        self.assertEqual(stats['# Short Trades'], 33)
+        self.assertEqual(stats['# Long Trades'] + stats['# Short Trades'], stats['# Trades'])
 
         indicator_columns = [
             f'{entry}_SMA(C,{n})'