diff --git a/config/fixedmaker.yaml b/config/fixedmaker.yaml
index cdd474c02..98f213029 100644
--- a/config/fixedmaker.yaml
+++ b/config/fixedmaker.yaml
@@ -2,20 +2,9 @@
 exchangeStrategies:
   - on: max
     fixedmaker:
-      interval: 5m
       symbol: BTCUSDT
-      halfSpreadRatio: 0.05%
+      interval: 5m
+      halfSpread: 0.05%
       quantity: 0.005
-      dryRun: false
-
-  - on: max
-    rebalance:
-      interval: 1h
-      quoteCurrency: USDT
-      targetWeights:
-        BTC: 50%
-        USDT: 50%
-      threshold: 2%
-      maxAmount: 200 # max amount to buy or sell per order
-      orderType: LIMIT_MAKER # LIMIT, LIMIT_MAKER or MARKET
-      dryRun: false
+      orderType: LIMIT_MAKER
+      dryRun: true
diff --git a/pkg/strategy/common/strategy.go b/pkg/strategy/common/strategy.go
index 4ad94e532..1ed590a84 100644
--- a/pkg/strategy/common/strategy.go
+++ b/pkg/strategy/common/strategy.go
@@ -90,5 +90,8 @@ func (s *Strategy) Initialize(ctx context.Context, environ *bbgo.Environment, se
 }
 
 func (s *Strategy) IsHalted(t time.Time) bool {
+	if s.circuitBreakRiskControl == nil {
+		return false
+	}
 	return s.circuitBreakRiskControl.IsHalted(t)
 }
diff --git a/pkg/strategy/fixedmaker/strategy.go b/pkg/strategy/fixedmaker/strategy.go
index af4ed77c6..28de0a917 100644
--- a/pkg/strategy/fixedmaker/strategy.go
+++ b/pkg/strategy/fixedmaker/strategy.go
@@ -155,8 +155,8 @@ func (s *Strategy) generateSubmitOrders(ctx context.Context) ([]types.SubmitOrde
 	log.Infof("mid price: %+v", midPrice)
 
 	// calculate bid and ask price
-	// ask price = mid price * (1 + r))
-	// bid price = mid price * (1 - r))
+	// sell price = mid price * (1 + r))
+	// buy price = mid price * (1 - r))
 	sellPrice := midPrice.Mul(fixedpoint.One.Add(s.HalfSpread)).Round(s.Market.PricePrecision, fixedpoint.Up)
 	buyPrice := midPrice.Mul(fixedpoint.One.Sub(s.HalfSpread)).Round(s.Market.PricePrecision, fixedpoint.Down)
 	log.Infof("sell price: %s, buy price: %s", sellPrice.String(), buyPrice.String())