On April 1st system had an exposure of:

47.62% to DASH (long)
-52.38% to XRP (short)

at the close. These positions have to be multiplied by the relative open-to-open returns between April 2nd and April 3rd, where we see from data:
DASH -> -16.72%;
XRP -> +179.55%;

The combined losses are larger than 100% in a single day, so the system went broken in a single day.

Our backtester did not handle well the event and, instead of stopping trading, generated a meaningless negative equity chart. But later results make no sense as inputs are negative values....

Hello, as you can see the full plot of the equity chart makes no sense. The equity is positive till something like 2017-04-01, then it goes broke. For some reason we do not get yet (probably a numerical instability, as "0" in double precision is not really "0" so we need to use tolerance levels in the code), instead of "going broke" the strategy is still traded and generates a negative equity chart.

Do you see the same behaviour when you run a notebook? Same plot?

Indeed since 2017-04-01 the positions lead to a negative equity curve, which clearly makes no sense.

Do you have some hint for us?