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VIX strategy running into a memory problem. Can anybody help?

This algorithm plays on fact that vxx and its opposite xiv have built in loss over time due to rollover effects
Getting good results but also have some type of memory leak

VXI  less than 14 or greater than 45  -> short vxx  
VXI  > 22   and less than 45 -> short xiv  

otherwise stay in last position.

Clone Algorithm
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Backtest from to with initial capital
Total Returns
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Alpha
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Beta
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Sharpe
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Sortino
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Max Drawdown
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Benchmark Returns
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Volatility
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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: 57d5f1432ea3d910266c683a
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