Hi QuantConnect team, I was playing around with a Pairs Trading strategy available in the Strategy Library and in one backtest the capacity turned out to be less than 1 cent!!! The strategy is not trading the most liquid assets but I think there is something wrong with the calculations. Would you mind looking into it?


Link to the strategy: https://www.quantconnect.com/tutorials/strategy-library/pairs-trading-with-country-etfs