diff --git a/pkg/strategy/bollmaker/strategy.go b/pkg/strategy/bollmaker/strategy.go
index a8ea3837d..ccbdc47a8 100644
--- a/pkg/strategy/bollmaker/strategy.go
+++ b/pkg/strategy/bollmaker/strategy.go
@@ -85,7 +85,7 @@ type Strategy struct {
 	// MinProfitActivationRate activates MinProfitSpread when position RoI higher than the specified percentage
 	MinProfitActivationRate *fixedpoint.Value `json:"minProfitActivationRate"`
 
-	// UseTickerPrice use the ticker api to get the mid price instead of the closed kline price.
+	// UseTickerPrice use the ticker api to get the mid-price instead of the closed kline price.
 	// The back-test engine is kline-based, so the ticker price api is not supported.
 	// Turn this on if you want to do real trading.
 	UseTickerPrice bool `json:"useTickerPrice"`
@@ -336,7 +336,7 @@ func (s *Strategy) placeOrders(ctx context.Context, midPrice fixedpoint.Value, k
 
 	// Apply quantity skew
 	// CASE #1:
-	// WHEN: price is in the neutral bollginer band (window 1) == neutral
+	// WHEN: price is in the neutral bollinger band (window 1) == neutral
 	// THEN: we don't apply skew
 	// CASE #2:
 	// WHEN: price is in the upper band (window 2 > price > window 1) == upTrend
@@ -385,7 +385,7 @@ func (s *Strategy) placeOrders(ctx context.Context, midPrice fixedpoint.Value, k
 	isLongPosition := s.Position.IsLong()
 	isShortPosition := s.Position.IsShort()
 
-	if s.MinProfitActivationRate == nil || s.Position.ROI(midPrice).Compare(*s.MinProfitActivationRate) >= 0 {
+	if s.MinProfitActivationRate == nil || (s.MinProfitActivationRate != nil && s.Position.ROI(midPrice).Compare(*s.MinProfitActivationRate) >= 0) {
 		minProfitPrice := s.Position.AverageCost.Mul(fixedpoint.One.Add(s.MinProfitSpread))
 		if isShortPosition {
 			minProfitPrice = s.Position.AverageCost.Mul(fixedpoint.One.Sub(s.MinProfitSpread))