diff --git a/pkg/bbgo/order_executor_general.go b/pkg/bbgo/order_executor_general.go
index b3d3bdf13..3a7320fbe 100644
--- a/pkg/bbgo/order_executor_general.go
+++ b/pkg/bbgo/order_executor_general.go
@@ -3,6 +3,7 @@ package bbgo
 import (
 	"context"
 	"fmt"
+	"github.com/c9s/bbgo/pkg/report"
 	"strings"
 	"time"
 
@@ -162,6 +163,10 @@ func (e *GeneralOrderExecutor) BindProfitStats(profitStats *types.ProfitStats) {
 	})
 }
 
+func (e *GeneralOrderExecutor) BindProfitTracker(profitTracker *report.ProfitTracker) {
+	profitTracker.Bind(e.tradeCollector, e.session)
+}
+
 func (e *GeneralOrderExecutor) Bind() {
 	e.activeMakerOrders.BindStream(e.session.UserDataStream)
 	e.orderStore.BindStream(e.session.UserDataStream)
diff --git a/pkg/report/profit_tracker.go b/pkg/report/profit_tracker.go
new file mode 100644
index 000000000..04f67acae
--- /dev/null
+++ b/pkg/report/profit_tracker.go
@@ -0,0 +1,63 @@
+package report
+
+import (
+	"github.com/c9s/bbgo/pkg/bbgo"
+	"github.com/c9s/bbgo/pkg/fixedpoint"
+	"github.com/c9s/bbgo/pkg/types"
+)
+
+type ProfitTracker struct {
+	types.IntervalWindow
+
+	market             types.Market
+	profitStatsSlice   []*types.ProfitStats
+	currentProfitStats **types.ProfitStats
+}
+
+// InitOld is for backward capability. ps is the ProfitStats of the strategy, market is the strategy market
+func (p *ProfitTracker) InitOld(ps **types.ProfitStats, market types.Market) {
+	p.market = market
+
+	if *ps == nil {
+		*ps = types.NewProfitStats(p.market)
+	}
+
+	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)
+}
+
+func (p *ProfitTracker) Bind(tradeCollector *bbgo.TradeCollector, session *bbgo.ExchangeSession) {
+	// TODO: Register kline close callback
+	tradeCollector.OnProfit(func(trade types.Trade, profit *types.Profit) {
+		p.AddProfit(*profit)
+	})
+
+	tradeCollector.OnTrade(func(trade types.Trade, profit fixedpoint.Value, netProfit fixedpoint.Value) {
+
+	})
+
+	session.MarketDataStream.OnKLineClosed(types.KLineWith(p.market.Symbol, p.Interval, func(kline types.KLine) {
+
+	}))
+}
+
+// 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)
+	// Truncate
+	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)
+}
diff --git a/pkg/types/profit.go b/pkg/types/profit.go
index 121e4bc88..aa57b2e22 100644
--- a/pkg/types/profit.go
+++ b/pkg/types/profit.go
@@ -164,6 +164,9 @@ type ProfitStats struct {
 	TodayGrossProfit fixedpoint.Value `json:"todayGrossProfit,omitempty"`
 	TodayGrossLoss   fixedpoint.Value `json:"todayGrossLoss,omitempty"`
 	TodaySince       int64            `json:"todaySince,omitempty"`
+
+	startTime time.Time
+	endTime   time.Time
 }
 
 func NewProfitStats(market Market) *ProfitStats {
@@ -182,6 +185,8 @@ func NewProfitStats(market Market) *ProfitStats {
 		TodayGrossProfit:       fixedpoint.Zero,
 		TodayGrossLoss:         fixedpoint.Zero,
 		TodaySince:             0,
+		startTime:              time.Now().UTC(),
+		endTime:                time.Now().UTC(),
 	}
 }
 
@@ -223,6 +228,8 @@ func (s *ProfitStats) AddProfit(profit Profit) {
 		s.AccumulatedGrossLoss = s.AccumulatedGrossLoss.Add(profit.Profit)
 		s.TodayGrossLoss = s.TodayGrossLoss.Add(profit.Profit)
 	}
+
+	s.endTime = profit.TradedAt.UTC()
 }
 
 func (s *ProfitStats) AddTrade(trade Trade) {