Ok, so i modified the script to compute the max open margin as you said by computing the max of TradeLots * MarginCost.

Here is the code:

Code:
function run()
{
	BarPeriod = 1440;
	StartDate = 1993;
	LookBack = 200;
	Capital = 10000;
	var InitialMargin = 1000;
	
	assetList("AssetsFXCMCFD.csv");
	assetHistory("SPY", FROM_YAHOO);
	asset("SPY");
	
	Margin = InitialMargin * (Balance / Capital);
	
	// Compute max open margin. 
	// Note: there is only one open trade, so we don't have to sum things up.
	static var MaxOpenMargin = 0;
	for (open_trades)
		MaxOpenMargin = max(MaxOpenMargin, TradeLots * MarginCost);
	
	vars price = series(priceClose());
	var ma = SMA(price, 200);
	
	if (NumOpenLong == 0 && price[0] > ma)
		enterLong();	
		
	if (NumOpenLong > 0 && price[0] < ma)
		exitLong();
		
	if (is(EXITRUN))
		printf("nMax open margin: %f", MaxOpenMargin);
}


In the EXITRUN I print the computed max open margin to the console.
When I run it it prints

Code:
Max open margin: 5134.946152


But When I look into the trade results it says:

Code:
Max open margin     1000$


Am I still doing something wrong here or is this a real issue?