diff --git a/pkg/report/profit_tracker.go b/pkg/report/profit_tracker.go
index 85b7972d7..86885034e 100644
--- a/pkg/report/profit_tracker.go
+++ b/pkg/report/profit_tracker.go
@@ -9,9 +9,10 @@ import (
 type ProfitTracker struct {
 	types.IntervalWindow
 
-	market             types.Market
-	profitStatsSlice   []*types.ProfitStats
-	currentProfitStats **types.ProfitStats
+	ProfitStatsSlice   []*types.ProfitStats
+	CurrentProfitStats **types.ProfitStats
+
+	market types.Market
 }
 
 // InitOld is for backward capability. ps is the ProfitStats of the strategy, market is the strategy market
@@ -22,18 +23,20 @@ func (p *ProfitTracker) InitOld(ps **types.ProfitStats, market types.Market) {
 		*ps = types.NewProfitStats(p.market)
 	}
 
-	p.currentProfitStats = ps
-	p.profitStatsSlice = append(p.profitStatsSlice, *ps)
+	p.CurrentProfitStats = ps
+	p.ProfitStatsSlice = append(p.ProfitStatsSlice, *ps)
 }
 
 // Init initialize the tracker with the given market
 func (p *ProfitTracker) Init(market types.Market) {
 	p.market = market
-	*p.currentProfitStats = types.NewProfitStats(p.market)
-	p.profitStatsSlice = append(p.profitStatsSlice, *p.currentProfitStats)
+	*p.CurrentProfitStats = types.NewProfitStats(p.market)
+	p.ProfitStatsSlice = append(p.ProfitStatsSlice, *p.CurrentProfitStats)
 }
 
 func (p *ProfitTracker) Bind(tradeCollector *bbgo.TradeCollector, session *bbgo.ExchangeSession) {
+	session.Subscribe(types.KLineChannel, p.market.Symbol, types.SubscribeOptions{Interval: p.Interval})
+
 	tradeCollector.OnProfit(func(trade types.Trade, profit *types.Profit) {
 		p.AddProfit(*profit)
 	})
@@ -50,18 +53,18 @@ func (p *ProfitTracker) Bind(tradeCollector *bbgo.TradeCollector, session *bbgo.
 
 // Rotate the tracker to make a new ProfitStats to record the profits
 func (p *ProfitTracker) Rotate() {
-	*p.currentProfitStats = types.NewProfitStats(p.market)
-	p.profitStatsSlice = append(p.profitStatsSlice, *p.currentProfitStats)
+	*p.CurrentProfitStats = types.NewProfitStats(p.market)
+	p.ProfitStatsSlice = append(p.ProfitStatsSlice, *p.CurrentProfitStats)
 	// Truncate
-	if len(p.profitStatsSlice) > p.Window {
-		p.profitStatsSlice = p.profitStatsSlice[len(p.profitStatsSlice)-p.Window:]
+	if len(p.ProfitStatsSlice) > p.Window {
+		p.ProfitStatsSlice = p.ProfitStatsSlice[len(p.ProfitStatsSlice)-p.Window:]
 	}
 }
 
 func (p *ProfitTracker) AddProfit(profit types.Profit) {
-	(*p.currentProfitStats).AddProfit(profit)
+	(*p.CurrentProfitStats).AddProfit(profit)
 }
 
 func (p *ProfitTracker) AddTrade(trade types.Trade) {
-	(*p.currentProfitStats).AddTrade(trade)
+	(*p.CurrentProfitStats).AddTrade(trade)
 }
diff --git a/pkg/strategy/supertrend/strategy.go b/pkg/strategy/supertrend/strategy.go
index 3bf569d32..57891b7a2 100644
--- a/pkg/strategy/supertrend/strategy.go
+++ b/pkg/strategy/supertrend/strategy.go
@@ -39,6 +39,8 @@ type Strategy struct {
 	ProfitStats *types.ProfitStats `persistence:"profit_stats"`
 	TradeStats  *types.TradeStats  `persistence:"trade_stats"`
 
+	ProfitTracker *report.ProfitTracker `json:"profitTracker" persistence:"profit_tracker"`
+
 	// Symbol is the market symbol you want to trade
 	Symbol string `json:"symbol"`
 
@@ -328,6 +330,10 @@ func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, se
 		s.TradeStats = types.NewTradeStats(s.Symbol)
 	}
 
+	if s.ProfitTracker.CurrentProfitStats == nil {
+		s.ProfitTracker.InitOld(&s.ProfitStats, s.Market)
+	}
+
 	// Interval profit report
 	if bbgo.IsBackTesting {
 		startTime := s.Environment.StartTime()
@@ -349,6 +355,7 @@ func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, se
 	s.orderExecutor.BindEnvironment(s.Environment)
 	s.orderExecutor.BindProfitStats(s.ProfitStats)
 	s.orderExecutor.BindTradeStats(s.TradeStats)
+	s.orderExecutor.BindProfitTracker(s.ProfitTracker)
 	s.orderExecutor.Bind()
 
 	// AccountValueCalculator