diff --git a/pkg/strategy/xmaker/metrics.go b/pkg/strategy/xmaker/metrics.go
index bd898e184..c4acef245 100644
--- a/pkg/strategy/xmaker/metrics.go
+++ b/pkg/strategy/xmaker/metrics.go
@@ -2,12 +2,19 @@ package xmaker
 
 import "github.com/prometheus/client_golang/prometheus"
 
-var delayHedgeCounterMetrics = prometheus.NewCounterVec(
+var delayedHedgeCounterMetrics = prometheus.NewCounterVec(
 	prometheus.CounterOpts{
-		Name: "xmaker_delay_hedge_counter",
+		Name: "xmaker_delayed_hedge_counter",
 		Help: "delay hedge counter",
 	}, []string{"strategy_type", "strategy_id", "exchange", "symbol"})
 
+var delayedHedgeMaxDurationMetrics = prometheus.NewHistogramVec(
+	prometheus.HistogramOpts{
+		Name:    "xmaker_delayed_hedge_max_duration",
+		Help:    "delay hedge max duration in milliseconds",
+		Buckets: prometheus.ExponentialBuckets(50, 2.0, 13),
+	}, []string{"strategy_type", "strategy_id", "exchange", "symbol"})
+
 var cancelOrderDurationMetrics = prometheus.NewHistogramVec(
 	prometheus.HistogramOpts{
 		Name:    "xmaker_cancel_order_duration_milliseconds",
@@ -88,6 +95,13 @@ var configAskMarginMetrics = prometheus.NewGaugeVec(
 		Help: "",
 	}, []string{"strategy_type", "strategy_id", "symbol"})
 
+var netProfitMarginHistogram = prometheus.NewHistogramVec(
+	prometheus.HistogramOpts{
+		Name:    "xmaker_net_profit_margin",
+		Help:    "net profit",
+		Buckets: prometheus.ExponentialBuckets(0.001, 2.0, 10),
+	}, []string{"strategy_type", "strategy_id", "exchange", "symbol"})
+
 func init() {
 	prometheus.MustRegister(
 		openOrderBidExposureInUsdMetrics,
@@ -103,6 +117,8 @@ func init() {
 		configMaxExposureMetrics,
 		configBidMarginMetrics,
 		configAskMarginMetrics,
-		delayHedgeCounterMetrics,
+		delayedHedgeCounterMetrics,
+		delayedHedgeMaxDurationMetrics,
+		netProfitMarginHistogram,
 	)
 }
diff --git a/pkg/strategy/xmaker/strategy.go b/pkg/strategy/xmaker/strategy.go
index 86d9e0e6c..c1f41db9b 100644
--- a/pkg/strategy/xmaker/strategy.go
+++ b/pkg/strategy/xmaker/strategy.go
@@ -1331,9 +1331,10 @@ func (s *Strategy) canDelayHedge(hedgeSide types.SideType, pos fixedpoint.Value)
 
 	if (signal > 0 && hedgeSide == types.SideTypeSell) || (signal < 0 && hedgeSide == types.SideTypeBuy) {
 		if period < delay {
-			s.logger.Infof("delay hedge enabled, signal %f is strong enough, waiting for the next tick to hedge %s quantity (max period %s)", signal, pos, s.MaxDelayHedgeDuration.Duration().String())
+			s.logger.Infof("delay hedge enabled, signal %f is strong enough, waiting for the next tick to hedge %s quantity (max delay %s)", signal, pos, delay)
 
-			delayHedgeCounterMetrics.With(s.metricsLabels).Inc()
+			delayedHedgeCounterMetrics.With(s.metricsLabels).Inc()
+			delayedHedgeMaxDurationMetrics.With(s.metricsLabels).Observe(float64(delay.Milliseconds()))
 			return true
 		}
 	}
@@ -2011,6 +2012,8 @@ func (s *Strategy) CrossRun(
 
 			bbgo.Notify(profit)
 
+			netProfitMarginHistogram.With(s.metricsLabels).Observe(profit.NetProfitMargin.Float64())
+
 			s.ProfitStats.AddProfit(*profit)
 			s.Environment.RecordPosition(s.Position, trade, profit)
 		}