diff --git a/catalyst/examples/arbitrage_with_interface.py b/catalyst/examples/arbitrage_with_interface.py
index 425f995b..56a1e889 100644
--- a/catalyst/examples/arbitrage_with_interface.py
+++ b/catalyst/examples/arbitrage_with_interface.py
@@ -1,6 +1,7 @@
 from logbook import Logger
 
 from catalyst.api import (
+    record,
     order,
     symbol,
     get_open_orders
@@ -26,12 +27,12 @@ def initialize(context):
         symbol(context.trading_pair_symbol, context.selling_exchange.name)
 
     context.entry_points = [
-        dict(gap=0.01, amount=0.05),
-        dict(gap=0.02, amount=0.1),
+        dict(gap=0.03, amount=0.05),
+        dict(gap=0.04, amount=0.1),
+        dict(gap=0.05, amount=0.5),
     ]
     context.exit_points = [
-        dict(gap=0.01, amount=0.05),
-        dict(gap=-0.02, amount=0.01),
+        dict(gap=-0.02, amount=0.5),
     ]
 
     context.MAX_POSITIONS = 50
@@ -168,6 +169,7 @@ def handle_data(context, data):
             gap_percent=gap * 100
         )
     )
+    record(buying_price=buying_price, selling_price=selling_price, gap=gap)
 
     for exchange in context.trading_pairs:
         asset = context.trading_pairs[exchange]
diff --git a/catalyst/exchange/algorithm_exchange.py b/catalyst/exchange/algorithm_exchange.py
index 86b836f2..88128091 100644
--- a/catalyst/exchange/algorithm_exchange.py
+++ b/catalyst/exchange/algorithm_exchange.py
@@ -409,6 +409,9 @@ class ExchangeTradingAlgorithm(TradingAlgorithm):
             self.add_pnl_stats(minute_stats)
             if self.recorded_vars:
                 self.add_custom_signals_stats(minute_stats)
+                recorded_cols = self.recorded_vars.keys()
+            else:
+                recorded_cols = None
 
             self.add_exposure_stats(minute_stats)
 
@@ -416,7 +419,11 @@ class ExchangeTradingAlgorithm(TradingAlgorithm):
             log.debug(
                 'statistics for the last {stats_minutes} minutes:\n{stats}'.format(
                     stats_minutes=self.stats_minutes,
-                    stats=get_pretty_stats(print_df, self.stats_minutes)
+                    stats=get_pretty_stats(
+                        stats_df=print_df,
+                        recorded_cols=recorded_cols,
+                        num_rows=self.stats_minutes
+                    )
                 ))
 
             today = pd.to_datetime('today', utc=True)
diff --git a/catalyst/exchange/stats_utils.py b/catalyst/exchange/stats_utils.py
index eda1b2fd..2cf65b43 100644
--- a/catalyst/exchange/stats_utils.py
+++ b/catalyst/exchange/stats_utils.py
@@ -1,7 +1,7 @@
 import pandas as pd
 
 
-def get_pretty_stats(stats_df, num_rows=10):
+def get_pretty_stats(stats_df, recorded_cols=None, num_rows=10):
     """
     Format and print the last few rows of a statistics DataFrame.
     See the pyfolio project for the data structure.
@@ -22,6 +22,10 @@ def get_pretty_stats(stats_df, num_rows=10):
                'pnl', 'long_exposure', 'short_exposure', 'orders',
                'transactions', 'positions']
 
+    if recorded_cols is not None:
+        for column in recorded_cols:
+            columns.append(column)
+
     def format_positions(positions):
         parts = []
         for position in positions: