Of course, it's possible.
Create a struct with what you want to save, and create an array of them.
from what i know mt4 dont save session..you need to save any data to outside file the load it again if needed. for box check see

Wingdings - Objects Constants - Constants, Enumerations and Structures - MQL4 Reference
- docs.mql4.com
Wingdings - Objects Constants - Constants, Enumerations and Structures - MQL4 Reference
Files:
File_writer.mq4
9 kb
Thanks for your help.
But how can I recognized if trades loss or won?
If I put in array or session, or write file I understand but problem how can I get from mql4 that trades are lost?

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Hi,
I don't want to place trade.
Instead of place trade I need to use Array, put all trades data into Array and if loss/profit trades need to save in array?
I can use lot for each trade 0.01 and then check, but I need without make trade because in this case I will lost 0.01.
I can make this in demo account but I'm trying to get better solution, because if I cannot make backtesting.
Simple instead to place trade, to put in array and then with Print read array to display data
Is this possible?
Regards,