diff --git a/pkg/strategy/xmaker/strategy.go b/pkg/strategy/xmaker/strategy.go
index da4563786..66dbece1b 100644
--- a/pkg/strategy/xmaker/strategy.go
+++ b/pkg/strategy/xmaker/strategy.go
@@ -36,6 +36,7 @@ func (s *Strategy) ID() string {
 
 type State struct {
 	HedgePosition fixedpoint.Value `json:"hedgePosition"`
+	Position      *bbgo.Position    `json:"position,omitempty"`
 }
 
 type Strategy struct {
@@ -342,8 +343,13 @@ func (s *Strategy) handleTradeUpdate(trade types.Trade) {
 
 	}
 
-	log.Infof("identified trade %d with an existing order: %d", trade.ID, trade.OrderID)
-	s.Notify("identified %s trade %d with an existing order: %d", trade.Symbol, trade.ID, trade.OrderID)
+	s.Notify("Identified %s trade %d with an existing order: %d", trade.Symbol, trade.ID, trade.OrderID)
+
+	if profit, madeProfit := s.state.Position.AddTrade(trade) ; madeProfit {
+		s.Notify("%s trade just made profit %f %s", profit, s.state.Position.QuoteCurrency)
+	} else {
+		s.Notify("%s trade modified the position average cost to %f %s", s.state.Position.AverageCost.Float64(), s.state.Position.QuoteCurrency)
+	}
 
 	s.state.HedgePosition.AtomicAdd(q)
 
@@ -351,7 +357,6 @@ func (s *Strategy) handleTradeUpdate(trade types.Trade) {
 
 	log.Warnf("%s position changed: %f", s.Symbol, pos.Float64())
 	s.Notifiability.Notify("%s position is changed to %f", s.Symbol, pos.Float64())
-
 	s.lastPrice = trade.Price
 }
 
@@ -436,6 +441,15 @@ func (s *Strategy) CrossRun(ctx context.Context, _ bbgo.OrderExecutionRouter, se
 		s.Notify("position is restored => %f", s.state.HedgePosition.Float64())
 	}
 
+	// if position is nil, we need to allocate a new position for calculation
+	if s.state.Position == nil {
+		s.state.Position = &bbgo.Position{
+			Symbol: s.Symbol,
+			BaseCurrency: s.makerMarket.BaseCurrency,
+			QuoteCurrency: s.makerMarket.QuoteCurrency,
+		}
+	}
+
 	s.book = types.NewStreamBook(s.Symbol)
 	s.book.BindStream(s.sourceSession.Stream)