diff --git a/config/dca2.yaml b/config/dca2.yaml
index 6cb8b6ca9..894afc634 100644
--- a/config/dca2.yaml
+++ b/config/dca2.yaml
@@ -23,9 +23,8 @@ exchangeStrategies:
   dca2:
     symbol: ETHUSDT
     short: false
-    budget: 200
-    maxOrderNum: 5
-    priceDeviation: 1%
-    takeProfitRatio: 0.2%
-    coolDownInterval: 3m
-    circuitBreakLossThreshold: -0.9
+    quoteInvestment: "200"
+    maxOrderCount: 5
+    priceDeviation: "0.01"
+    takeProfitRatio: "0.002"
+    coolDownInterval: 180
diff --git a/pkg/strategy/dca2/state.go b/pkg/strategy/dca2/state.go
index bd8756976..24aa15cef 100644
--- a/pkg/strategy/dca2/state.go
+++ b/pkg/strategy/dca2/state.go
@@ -3,6 +3,8 @@ package dca2
 import (
 	"context"
 	"time"
+
+	"github.com/c9s/bbgo/pkg/bbgo"
 )
 
 type State int64
@@ -177,12 +179,13 @@ func (s *Strategy) runOpenPositionOrdersCancelled(ctx context.Context, next Stat
 	s.logger.Info("[State] OpenPositionOrdersCancelled -> TakeProfitReady")
 }
 
-func (s *Strategy) runTakeProfitReady(_ context.Context, next State) {
+func (s *Strategy) runTakeProfitReady(ctx context.Context, next State) {
 	// wait 3 seconds to avoid position not update
 	time.Sleep(3 * time.Second)
 
 	s.logger.Info("[State] TakeProfitReady - start reseting position and calculate quote investment for next round")
 	s.QuoteInvestment = s.QuoteInvestment.Add(s.Position.Quote)
+	s.ProfitStats.QuoteInvestment = s.QuoteInvestment
 
 	// reset position
 	s.Position.Reset()
@@ -191,6 +194,8 @@ func (s *Strategy) runTakeProfitReady(_ context.Context, next State) {
 	s.EmitProfit(s.ProfitStats)
 	s.ProfitStats.FinishRound()
 
+	bbgo.Sync(ctx, s)
+
 	// set the start time of the next round
 	s.startTimeOfNextRound = time.Now().Add(s.CoolDownInterval.Duration())
 	s.state = WaitToOpenPosition
diff --git a/pkg/strategy/dca2/strategy.go b/pkg/strategy/dca2/strategy.go
index 5128a5235..f68077ec2 100644
--- a/pkg/strategy/dca2/strategy.go
+++ b/pkg/strategy/dca2/strategy.go
@@ -159,6 +159,7 @@ func (s *Strategy) Run(ctx context.Context, _ bbgo.OrderExecutor, session *bbgo.
 
 	s.OrderExecutor.TradeCollector().OnTrade(func(trade types.Trade, profit, netProfit fixedpoint.Value) {
 		s.ProfitStats.AddTrade(trade)
+		bbgo.Sync(ctx, s)
 	})
 
 	s.OrderExecutor.ActiveMakerOrders().OnFilled(func(o types.Order) {
@@ -206,6 +207,8 @@ func (s *Strategy) Run(ctx context.Context, _ bbgo.OrderExecutor, session *bbgo.
 					s.logger.Infof("[DCA] recovered position %s", s.Position.String())
 					s.logger.Infof("[DCA] recovered quote investment %s", s.QuoteInvestment)
 					s.logger.Infof("[DCA] recovered startTimeOfNextRound %s", s.startTimeOfNextRound)
+
+					bbgo.Sync(ctx, s)
 				} else {
 					s.state = WaitToOpenPosition
 				}