diff --git a/pkg/strategy/liquiditymaker/strategy.go b/pkg/strategy/liquiditymaker/strategy.go
index d87dbf057..74a80c5ed 100644
--- a/pkg/strategy/liquiditymaker/strategy.go
+++ b/pkg/strategy/liquiditymaker/strategy.go
@@ -4,6 +4,7 @@ import (
 	"context"
 	"fmt"
 	"sync"
+	"time"
 
 	log "github.com/sirupsen/logrus"
 
@@ -27,6 +28,41 @@ func init() {
 	bbgo.RegisterStrategy(ID, &Strategy{})
 }
 
+type ProfitFixer struct {
+	ProfitFixerConfig *common.ProfitFixerConfig `json:"profitFixer,omitempty"`
+}
+
+func (f *ProfitFixer) Fix(
+	ctx context.Context,
+	symbol string,
+	position *types.Position,
+	profitStats *types.ProfitStats,
+	sessions ...*bbgo.ExchangeSession,
+) error {
+	bbgo.Notify("Fixing %s profitStats and position...", symbol)
+
+	log.Infof("profitFixer is enabled, checking checkpoint: %+v", f.ProfitFixerConfig.TradesSince)
+
+	if f.ProfitFixerConfig.TradesSince.Time().IsZero() {
+		return fmt.Errorf("tradesSince time can not be zero")
+	}
+
+	fixer := common.NewProfitFixer()
+	for _, session := range sessions {
+		if ss, ok := session.Exchange.(types.ExchangeTradeHistoryService); ok {
+			log.Infof("adding makerSession %s to profitFixer", session.Name)
+			fixer.AddExchange(session.Name, ss)
+		}
+	}
+
+	return fixer.Fix(ctx,
+		symbol,
+		f.ProfitFixerConfig.TradesSince.Time(),
+		time.Now(),
+		profitStats,
+		position)
+}
+
 // Strategy is the strategy struct of LiquidityMaker
 // liquidity maker does not care about the current price, it tries to place liquidity orders (limit maker orders)
 // around the current mid price
@@ -63,6 +99,8 @@ type Strategy struct {
 
 	MinProfit fixedpoint.Value `json:"minProfit"`
 
+	ProfitFixer
+
 	liquidityOrderBook, adjustmentOrderBook *bbgo.ActiveOrderBook
 
 	liquidityScale bbgo.Scale
@@ -91,6 +129,19 @@ func (s *Strategy) Subscribe(session *bbgo.ExchangeSession) {
 }
 
 func (s *Strategy) Run(ctx context.Context, _ bbgo.OrderExecutor, session *bbgo.ExchangeSession) error {
+	if s.ProfitFixer.ProfitFixerConfig != nil {
+		market, _ := session.Market(s.Symbol)
+		s.Position = types.NewPositionFromMarket(market)
+		s.ProfitStats = types.NewProfitStats(market)
+
+		if err := s.ProfitFixer.Fix(ctx, s.Symbol, s.Position, s.ProfitStats, session); err != nil {
+			return err
+		}
+
+		bbgo.Notify("Fixed %s position", s.Symbol, s.Position)
+		bbgo.Notify("Fixed %s profitStats", s.Symbol, s.ProfitStats)
+	}
+
 	s.Strategy.Initialize(ctx, s.Environment, session, s.Market, ID, s.InstanceID())
 
 	s.orderGenerator = &LiquidityOrderGenerator{
diff --git a/pkg/strategy/xdepthmaker/strategy.go b/pkg/strategy/xdepthmaker/strategy.go
index 4e9539f49..a989cf8ab 100644
--- a/pkg/strategy/xdepthmaker/strategy.go
+++ b/pkg/strategy/xdepthmaker/strategy.go
@@ -196,7 +196,7 @@ type Strategy struct {
 	// Pips is the pips of the layer prices
 	Pips fixedpoint.Value `json:"pips"`
 
-	ProfitFixerConfig *common.ProfitFixerConfig `json:"profitFixer"`
+	ProfitFixerConfig *common.ProfitFixerConfig `json:"profitFixer,omitempty"`
 
 	// --------------------------------
 	// private fields