Can a strategy only be profitable with some hedge configuration?

Hi

Based on Workshop 6, I have done a strategy which behaves ok in the simple reverseLong/short configuration and also behaves ok in the other steps of the strategy development. However it only works with Hedge = 0. With Hedge = 5, I get a margin call. Does it mean that the first algo idea had no edge in first place?

Margin call doesn't necessarily mean there's no edge. It can for example mean that the money management is bad.

Also in the manual there's mentioned that the virtual hedging can affect system performance and the capital requirements can be different with Hedge = 0 and Hedge = 5.