• Deleted the short trades and it seems now normal (profitable, at least)
• I'm not sure how to specify that it should compound returns. Is there any option to change the strategy?
• I'm not sure I understand the "mark-to-market PNL chart" point
• Finally, yeah, there was a >100% lose in a short trade, I'm posting the trade if anyone is interested.

http://s9.postimg.org/e5r9w0ejz/loss.jpg
I'm still trying to get better history data but at least I got the strategy running. Thank you for the answer, I'm really learning a lot with this.