Hi everybody, 

It's me again. There is something I don't fully understand about the capacity parameter. Specifically, at the moment, if you decide to cap the order size your capacity will decrease substantially. Is this behavior intended? 

I have run two backtests, that follow the same strategy. The strategy buys SPY at the start of the month and sells it at the end of the month. In one backtest I don't specify any order size and I get a capacity of $48M. In the other backtest I specified an order size of 10 shares (i.e. every trade is made up of 10 shares) but I get a capacity of $1.7M. Why is that the case?

Attached to this post you can find the backtest that forces orders to be of 10 shares each. You can find the base case in the comments.