diff --git a/config/grid2.yaml b/config/grid2.yaml
new file mode 100644
index 000000000..e4338bcfd
--- /dev/null
+++ b/config/grid2.yaml
@@ -0,0 +1,33 @@
+---
+sessions:
+  binance:
+    exchange: binance
+    envVarPrefix: binance
+  max:
+    exchange: max
+    envVarPrefix: max
+
+# example command:
+#    godotenv -f .env.local -- go run ./cmd/bbgo backtest --sync-from 2020-11-01 --config config/grid.yaml --base-asset-baseline
+backtest:
+  startTime: "2022-01-01"
+  endTime: "2022-11-25"
+  symbols:
+  - BTCUSDT
+  sessions: [max]
+  accounts:
+    binance:
+      balances:
+        BTC: 0.0
+        USDT: 10000.0
+
+exchangeStrategies:
+
+- on: max
+  grid2:
+    symbol: BTCUSDT
+    upperPrice: 10_000.0
+    lowerPrice: 15_000.0
+    gridNumber: 10
+    quantity: 0.001
+    # profitSpread: 1000.0  # The profit price spread that you want to add to your sell order when your buy order is executed
diff --git a/pkg/strategy/grid2/strategy.go b/pkg/strategy/grid2/strategy.go
index 42897e184..1110917a9 100644
--- a/pkg/strategy/grid2/strategy.go
+++ b/pkg/strategy/grid2/strategy.go
@@ -337,6 +337,8 @@ func (s *Strategy) setupGridOrders(ctx context.Context, session *bbgo.ExchangeSe
 				return err2
 			}
 		}
+	} else {
+		// TODO: calculate the quantity from the investment configuration
 	}
 
 	if !s.BaseInvestment.IsZero() && !s.QuoteInvestment.IsZero() {
@@ -420,7 +422,9 @@ func (s *Strategy) setupGridOrders(ctx context.Context, session *bbgo.ExchangeSe
 		if err2 != nil {
 			return err
 		}
-		_ = createdOrders
+		for _, order := range createdOrders {
+			log.Infof(order.String())
+		}
 	}
 
 	return nil