By trade and strategy statistics I meant https://zorro-project.com/manual/en/winloss.htm and https://zorro-project.com/manual/en/statistics.htm

Winloss is available at any bar and derived values like R2, Ulcer, Mean, etc only in objective().

As a rule of thumb, any value that is calculated only once based on the complete data, is, obviously, only available after session end.