diff --git a/pkg/core/tradecollector.go b/pkg/core/tradecollector.go
index d961890af..7dda8b686 100644
--- a/pkg/core/tradecollector.go
+++ b/pkg/core/tradecollector.go
@@ -134,7 +134,7 @@ func (c *TradeCollector) BindStreamForBackground(stream types.Stream) {
 
 func (c *TradeCollector) BindStream(stream types.Stream) {
 	stream.OnTradeUpdate(func(trade types.Trade) {
-		c.processTrade(trade)
+		c.ProcessTrade(trade)
 	})
 }
 
diff --git a/pkg/strategy/common/profit_fixer.go b/pkg/strategy/common/profit_fixer.go
index 44817acdf..9aebcf617 100644
--- a/pkg/strategy/common/profit_fixer.go
+++ b/pkg/strategy/common/profit_fixer.go
@@ -10,6 +10,7 @@ import (
 	"golang.org/x/sync/errgroup"
 
 	"github.com/c9s/bbgo/pkg/bbgo"
+	"github.com/c9s/bbgo/pkg/core"
 	"github.com/c9s/bbgo/pkg/exchange/batch"
 	"github.com/c9s/bbgo/pkg/types"
 )
@@ -22,6 +23,8 @@ type ProfitFixerConfig struct {
 // ProfitFixer implements a trade-history-based profit fixer
 type ProfitFixer struct {
 	sessions map[string]types.ExchangeTradeHistoryService
+
+	core.ConverterManager
 }
 
 func NewProfitFixer() *ProfitFixer {
@@ -106,6 +109,8 @@ func (f *ProfitFixer) Fix(
 
 func (f *ProfitFixer) FixFromTrades(allTrades []types.Trade, stats *types.ProfitStats, position *types.Position) error {
 	for _, trade := range allTrades {
+		trade = f.ConverterManager.ConvertTrade(trade)
+
 		profit, netProfit, madeProfit := position.AddTrade(trade)
 		if madeProfit {
 			p := position.NewProfit(trade, profit, netProfit)
diff --git a/pkg/strategy/xdepthmaker/strategy.go b/pkg/strategy/xdepthmaker/strategy.go
index 7a8d80c4c..9e35997aa 100644
--- a/pkg/strategy/xdepthmaker/strategy.go
+++ b/pkg/strategy/xdepthmaker/strategy.go
@@ -160,6 +160,7 @@ type Strategy struct {
 
 	Environment *bbgo.Environment
 
+	// Symbol is the maker exchange symbol
 	Symbol string `json:"symbol"`
 
 	// HedgeSymbol is the symbol for the hedge exchange
@@ -262,6 +263,7 @@ func (s *Strategy) CrossSubscribe(sessions map[string]*bbgo.ExchangeSession) {
 	})
 
 	hedgeSession.Subscribe(types.KLineChannel, s.HedgeSymbol, types.SubscribeOptions{Interval: "1m"})
+
 	makerSession.Subscribe(types.KLineChannel, s.Symbol, types.SubscribeOptions{Interval: "1m"})
 }
 
@@ -355,6 +357,8 @@ func (s *Strategy) CrossRun(
 		s.CrossExchangeMarketMakingStrategy.ProfitStats = types.NewProfitStats(makerMarket)
 
 		fixer := common.NewProfitFixer()
+		fixer.ConverterManager = s.ConverterManager
+
 		if ss, ok := makerSession.Exchange.(types.ExchangeTradeHistoryService); ok {
 			log.Infof("adding makerSession %s to profitFixer", makerSession.Name)
 			fixer.AddExchange(makerSession.Name, ss)