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We formulate the general approach based on the Lindblad equation to calculate the full counting statistics of work and heat produced by driven quantum systems weakly coupled with a Markovian thermal bath. The approach can be applied to a wide class of dissipative quantum systems driven by an arbitrary force protocol. We show the validity of general fluctuation relations and consider several generic examples. The possibilities of using calorimetric measurements to test the presence of coherence and entanglement in the open quantum systems are discussed.