Your initial capital is too low. You need to invest at least the required capital, which is $2719 here. Add 50% for safety.

Thanks jcl.

When runing a script for simple Anual Return it gives AR 197% but when doing it for compound, reinvesting money according to Optimal F, CAGR gives -1%. Is this an output considered to be possible? Probably the answer is trivial, though...

A1,2,3, 30 minutes run..
Walk-Forward Test: A1,2,3, 30 minutes EUR/USD 2008..2013
Read A1,2,3, 30 minutes_EURUSD_1.par A1,2,3, 30 minutes_EURUSD_2.par
Monte Carlo Analysis... Median AR 279%
Profit 1996$ MI 106$ DD 385$ Capital 647$
Trades 533 Win 51% Avg +52.1p Bars 292
AR 197% PF 2.25 SR 1.75 UI 17% R2 0.66

BUT CAGR gives -1%
[72370] Error 010: Invalid Margin == -1$
[72391] Error 010: Invalid Margin == -1$
[72424] Error 010: Invalid Margin == -1$
[72448] Error 010: Invalid Margin == -1$
[72474] Error 010: Invalid Margin == -1$
[72722] Error 010: Invalid Margin == -1$
Monte Carlo Analysis... Median AR -10%
Profit -521$ MI -28$ DD 1450$ Capital 1161$
Trades 216 Win 21% Avg +2.9p Bars 92
CAGR -1% PF 0.91 SR -0.22 UI 108% R2 0.38 ok
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Yes, investing negative money is not such a good idea when you're after positive profit.

How to invest is dealt with in workshop 6.