Can someone please explain me what I do wrong here?

Backtest shows overview seems to be contradicting itself.

An overall loss of pips in a trading system does not imply an overall loss of dollars.

Sound like an oxymoron.
I just don't fully get it.

Some pips are more valuable than others. Some pips have had larger positions allocated to them than others. A pip in Asset A is more valuable than a pip in Asset B.

I don't think this is a very useful metric - it's remotely helpful only if you're trading exactly one lot of one asset for the entirety of the backtest.

Thank you, now it makes perfectly sense, yes, there is dynamic position allocation within the trade logic.
So I will remove that for devloping and add it only at the end.

isn't changing MM post-backtesting going to change the strategy itself as a whole?