diff --git a/pkg/risk/account_value.go b/pkg/risk/account_value.go
index 519d122da..5a0f606e6 100644
--- a/pkg/risk/account_value.go
+++ b/pkg/risk/account_value.go
@@ -283,7 +283,7 @@ func CalculateQuoteQuantity(session *bbgo.ExchangeSession, ctx context.Context,
 	usingLeverage := session.Margin || session.IsolatedMargin || session.Futures || session.IsolatedFutures
 	if !usingLeverage {
 		// For spot, we simply return the quote balance
-		return quoteBalance.Available, nil
+		return quoteBalance.Available.Mul(fixedpoint.Min(leverage, fixedpoint.One)), nil
 	}
 
 	// using leverage -- starts from here
@@ -294,5 +294,5 @@ func CalculateQuoteQuantity(session *bbgo.ExchangeSession, ctx context.Context,
 	}
 	logrus.Infof("calculating available leveraged quote quantity: account available quote = %+v", availableQuote)
 
-	return availableQuote, nil
+	return availableQuote.Mul(leverage), nil
 }
diff --git a/pkg/strategy/supertrend/strategy.go b/pkg/strategy/supertrend/strategy.go
index d876c7e45..7081c70bd 100644
--- a/pkg/strategy/supertrend/strategy.go
+++ b/pkg/strategy/supertrend/strategy.go
@@ -282,35 +282,23 @@ func (s *Strategy) calculateQuantity(ctx context.Context, currentPrice fixedpoin
 		}
 
 		return balance.Available.Mul(fixedpoint.Min(s.Leverage, fixedpoint.One)).Div(currentPrice)
-	} else if !usingLeverage { // Spot
-		if side == types.SideTypeBuy {
-			balance, ok := s.session.GetAccount().Balance(s.Market.QuoteCurrency)
-			if !ok {
-				log.Errorf("can not update %s quote balance from exchange", s.Symbol)
-				return fixedpoint.Zero
-			}
-
-			return balance.Available.Mul(fixedpoint.Min(s.Leverage, fixedpoint.One)).Div(currentPrice)
-		} else if side == types.SideTypeSell {
-			balance, ok := s.session.GetAccount().Balance(s.Market.BaseCurrency)
-			if !ok {
-				log.Errorf("can not update %s base balance from exchange", s.Symbol)
-				return fixedpoint.Zero
-			}
-
-			return balance.Available
-		}
-	} else { // Using leverage
-		netValue, err := s.AccountValueCalculator.NetValue(ctx)
-		if err != nil {
-			log.WithError(err).Errorf("%s can not get net account value from exchange", s.Symbol)
+	} else if !usingLeverage && side == types.SideTypeSell { // Spot sell
+		balance, ok := s.session.GetAccount().Balance(s.Market.BaseCurrency)
+		if !ok {
+			log.Errorf("can not update %s base balance from exchange", s.Symbol)
 			return fixedpoint.Zero
 		}
 
-		return netValue.Mul(s.Leverage).Div(currentPrice)
-	}
+		return balance.Available.Mul(fixedpoint.Min(s.Leverage, fixedpoint.One))
+	} else { // Using leverage or spot buy
+		quoteQty, err := risk.CalculateQuoteQuantity(s.session, ctx, s.Market.QuoteCurrency, s.Leverage)
+		if err != nil {
+			log.WithError(err).Errorf("can not update %s quote balance from exchange", s.Symbol)
+			return fixedpoint.Zero
+		}
 
-	return fixedpoint.Zero
+		return quoteQty.Div(currentPrice)
+	}
 }
 
 // PrintResult prints accumulated profit status