In separate cases, there can be floating point errors in Performance Report.
Code:
Annual return       -1%
Profit factor       0.00 (PRR 0.00)
Sharpe ratio        -1.#J
Kelly criterion     -1.#J
R2 coefficient      -1.#IO
Ulcer index         1.$%
Prediction error    1%

Confidence level     AR   DDMax  Capital

 10%                 -1%    -1$  -1$
 20%                 -1%    -1$  -1$
 30%                 -1%    -1$  -1$
 40%                 -1%    -1$  -1$
 50%                 -1%    -1$  -1$
 60%                 -1%    -1$  -1$
 70%                 -1%    -1$  -1$
 80%                 -1%    -1$  -1$
 90%                 -1%    -1$  -1$
 95%                 -1%    -1$  -1$
100%                 -1%    -1$  -1$

Portfolio analysis  OptF  ProF  Win/Loss  Wgt%

AUD/JPY avg         .000  0.00    7/27    -1.$
... Draw your attention to the Sharpe ratio, Kelly criterion, R2 coefficient, Ulcer index, and Wgt% fields.