diff --git a/pkg/accounting/pnl/avg_cost.go b/pkg/accounting/pnl/avg_cost.go
index a288d874e..f1c9b2182 100644
--- a/pkg/accounting/pnl/avg_cost.go
+++ b/pkg/accounting/pnl/avg_cost.go
@@ -14,7 +14,7 @@ type AverageCostCalculator struct {
 	Market             types.Market
 }
 
-func (c *AverageCostCalculator) Calculate(symbol string, trades []types.Trade, currentPrice fixedpoint.Value) *AverageCostPnlReport {
+func (c *AverageCostCalculator) Calculate(symbol string, trades []types.Trade, currentPrice fixedpoint.Value) *AverageCostPnLReport {
 	// copy trades, so that we can truncate it.
 	var bidVolume = fixedpoint.Zero
 	var askVolume = fixedpoint.Zero
@@ -23,7 +23,7 @@ func (c *AverageCostCalculator) Calculate(symbol string, trades []types.Trade, c
 	var grossLoss = fixedpoint.Zero
 
 	if len(trades) == 0 {
-		return &AverageCostPnlReport{
+		return &AverageCostPnLReport{
 			Symbol:     symbol,
 			Market:     c.Market,
 			LastPrice:  currentPrice,
@@ -90,12 +90,13 @@ func (c *AverageCostCalculator) Calculate(symbol string, trades []types.Trade, c
 	unrealizedProfit := currentPrice.Sub(position.AverageCost).
 		Mul(position.GetBase())
 
-	return &AverageCostPnlReport{
+	return &AverageCostPnLReport{
 		Symbol:    symbol,
 		Market:    c.Market,
 		LastPrice: currentPrice,
 		NumTrades: len(trades),
 		StartTime: time.Time(trades[0].Time),
+		Position:  position,
 
 		BuyVolume:  bidVolume,
 		SellVolume: askVolume,
diff --git a/pkg/accounting/pnl/report.go b/pkg/accounting/pnl/report.go
index 81d0ea2b9..1c8152423 100644
--- a/pkg/accounting/pnl/report.go
+++ b/pkg/accounting/pnl/report.go
@@ -14,7 +14,7 @@ import (
 	"github.com/c9s/bbgo/pkg/types"
 )
 
-type AverageCostPnlReport struct {
+type AverageCostPnLReport struct {
 	LastPrice fixedpoint.Value `json:"lastPrice"`
 	StartTime time.Time        `json:"startTime"`
 	Symbol    string           `json:"symbol"`
@@ -27,6 +27,7 @@ type AverageCostPnlReport struct {
 	NetProfit   fixedpoint.Value `json:"netProfit"`
 	GrossProfit fixedpoint.Value `json:"grossProfit"`
 	GrossLoss   fixedpoint.Value `json:"grossLoss"`
+	Position    *types.Position  `json:"position,omitempty"`
 
 	AverageCost       fixedpoint.Value            `json:"averageCost"`
 	BuyVolume         fixedpoint.Value            `json:"buyVolume,omitempty"`
@@ -36,14 +37,14 @@ type AverageCostPnlReport struct {
 	CurrencyFees      map[string]fixedpoint.Value `json:"currencyFees"`
 }
 
-func (report *AverageCostPnlReport) JSON() ([]byte, error) {
+func (report *AverageCostPnLReport) JSON() ([]byte, error) {
 	return json.MarshalIndent(report, "", "  ")
 }
 
-func (report AverageCostPnlReport) Print() {
+func (report AverageCostPnLReport) Print() {
 	color.Green("TRADES SINCE: %v", report.StartTime)
 	color.Green("NUMBER OF TRADES: %d", report.NumTrades)
-
+	color.Green(report.Position.String())
 	color.Green("AVERAGE COST: %s", types.USD.FormatMoney(report.AverageCost))
 	color.Green("BASE ASSET POSITION: %s", report.BaseAssetPosition.String())
 
@@ -69,7 +70,7 @@ func (report AverageCostPnlReport) Print() {
 	}
 }
 
-func (report AverageCostPnlReport) SlackAttachment() slack.Attachment {
+func (report AverageCostPnLReport) SlackAttachment() slack.Attachment {
 	var color = slackstyle.Red
 
 	if report.UnrealizedProfit.Sign() > 0 {
diff --git a/pkg/backtest/matching.go b/pkg/backtest/matching.go
index 286fabe36..e0440eddd 100644
--- a/pkg/backtest/matching.go
+++ b/pkg/backtest/matching.go
@@ -277,9 +277,15 @@ func (m *SimplePriceMatching) executeTrade(trade types.Trade) {
 	if trade.IsBuyer {
 		err = m.account.UseLockedBalance(m.Market.QuoteCurrency, trade.QuoteQuantity)
 
-		// here the fee currency is the base currency
+		// all-in buy trade, we can only deduct the fee from the quote quantity and re-calculate the base quantity
 		q := trade.Quantity
-		if trade.FeeCurrency == m.Market.BaseCurrency {
+		qq := trade.QuoteQuantity
+		switch trade.FeeCurrency {
+		case m.Market.QuoteCurrency:
+			quoteFee := trade.Fee
+			qq = qq.Sub(quoteFee)
+			q = qq.Div(trade.Price) // re-calculate the base quantity according to the quote quantity and fee.
+		case m.Market.BaseCurrency:
 			q = q.Sub(trade.Fee)
 		}
 
@@ -287,11 +293,17 @@ func (m *SimplePriceMatching) executeTrade(trade types.Trade) {
 	} else {
 		err = m.account.UseLockedBalance(m.Market.BaseCurrency, trade.Quantity)
 
-		// here the fee currency is the quote currency
+		// all-in sell trade
+		q := trade.Quantity
 		qq := trade.QuoteQuantity
-		if trade.FeeCurrency == m.Market.QuoteCurrency {
+		switch trade.FeeCurrency {
+		case m.Market.QuoteCurrency:
 			qq = qq.Sub(trade.Fee)
+		case m.Market.BaseCurrency:
+			q = q.Sub(trade.Fee)
+			qq = q.Div(trade.Price)
 		}
+
 		m.account.AddBalance(m.Market.QuoteCurrency, qq)
 	}
 
diff --git a/pkg/backtest/report.go b/pkg/backtest/report.go
index 0f5de6a5f..7af0340c3 100644
--- a/pkg/backtest/report.go
+++ b/pkg/backtest/report.go
@@ -75,7 +75,7 @@ type SessionSymbolReport struct {
 	Market          types.Market              `json:"market"`
 	LastPrice       fixedpoint.Value          `json:"lastPrice,omitempty"`
 	StartPrice      fixedpoint.Value          `json:"startPrice,omitempty"`
-	PnL             *pnl.AverageCostPnlReport `json:"pnl,omitempty"`
+	PnL             *pnl.AverageCostPnLReport `json:"pnl,omitempty"`
 	InitialBalances types.BalanceMap          `json:"initialBalances,omitempty"`
 	FinalBalances   types.BalanceMap          `json:"finalBalances,omitempty"`
 	Manifests       Manifests                 `json:"manifests,omitempty"`
diff --git a/pkg/cmd/backtest.go b/pkg/cmd/backtest.go
index dfa14919c..56a6b43ef 100644
--- a/pkg/cmd/backtest.go
+++ b/pkg/cmd/backtest.go
@@ -583,7 +583,6 @@ var BacktestCmd = &cobra.Command{
 			color.Green("END TIME: %s\n", endTime.Format(time.RFC1123))
 			color.Green("INITIAL TOTAL BALANCE: %v\n", initTotalBalances)
 			color.Green("FINAL TOTAL BALANCE: %v\n", finalTotalBalances)
-
 			for _, symbolReport := range summaryReport.SymbolReports {
 				symbolReport.Print(wantBaseAssetBaseline)
 			}