diff --git a/qlib/backtest/backtest.py b/qlib/backtest/backtest.py
index 6ab17c5c5..f5cbfb047 100644
--- a/qlib/backtest/backtest.py
+++ b/qlib/backtest/backtest.py
@@ -61,10 +61,9 @@ def collect_data_loop(start_time, end_time, trade_strategy: BaseStrategy, trade_
             for _executor in all_executors
             if _executor.generate_report
         }
-        all_indicators = {
-            "{}{}".format(
-                *Freq.parse(_executor.time_per_step)
-            ): _executor.get_trade_indicator().generate_trade_indicators_dataframe()
-            for _executor in all_executors
-        }
+        all_indicators = {}
+        for _executor in all_executors:
+            key = "{}{}".format( *Freq.parse(_executor.time_per_step))
+            all_indicators[key] = _executor.get_trade_indicator().generate_trade_indicators_dataframe()
+            all_indicators[key + "_obj"] = _executor.get_trade_indicator()
         return_value.update({"report": all_reports, "indicator": all_indicators})