Problems with leverage going to 10000

I wrote out something simple that I wouldn't expect to be incredibly successful or unsuccesful, however I got strange results...

The returns failed at a pretty unvolatile rate, so when I made my longs short and shorts long, I got almost the same results...

When I looked at the generated report it was even stranger.

The leverage was going to over 10,000, I have no idea why. I never let my algo trade unless it had no holdings. So I am extremely puzzled and disgruntled.

Could anyone shed some light on this?


Sean McKenna

Update Backtest

Update Backtest


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