You can't measure power output with wearable tech. There have been a few attempts at power-meter shoes, but they've all been failed efforts. You need to measure power on the bike: at the pedals, the cranks, or the rear hub. DC Rainmaker has
a huge roundup of these. Note: they're expensive, and probably not worth it unless you're ready to invest the mental effort to understand power-based training and the physical effort to put that into practice.
Smart trainers also have built-in power meters, and he has a roundup of those too, if you are OK with riding without moving.
Calories burned is a function of work, which is a function of power.
If you train with a power meter and HRM for a while, you can work out rough equivalences between the two, so you can kinda-sorta use heart rate to approximate power output, but it's not reliable. And you can do some math to figure out the approximate power output for a ride, after it's over, but again, this will be approximate.