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Doesn't backtest in quantopian auto-adjust split issue? Is it a bug?

Hi there,
When I am running a backtest, I found my portfolio is hurt by 'split' issue in the following example. Could someone help me with this? How to avoid this situation?

Clone Algorithm
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Backtest from to with initial capital
Total Returns
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Alpha
--
Beta
--
Sharpe
--
Sortino
--
Max Drawdown
--
Benchmark Returns
--
Volatility
--
Returns 1 Month 3 Month 6 Month 12 Month
Alpha 1 Month 3 Month 6 Month 12 Month
Beta 1 Month 3 Month 6 Month 12 Month
Sharpe 1 Month 3 Month 6 Month 12 Month
Sortino 1 Month 3 Month 6 Month 12 Month
Volatility 1 Month 3 Month 6 Month 12 Month
Max Drawdown 1 Month 3 Month 6 Month 12 Month
# Backtest ID: 59ffdc3276dbd5430ea49e42
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