Strange backtesting results for large accumulated returns

When I have
1-large returns
2-Over a long period
the returns of the last few years get wrong and super small

In the picture you can see what happens to the last few years. The smaller table has the correct returns. The large table has correct returns for the first years and then they become all wrong. Before you ask of course its the same system and if you look some of the years even show the exact same return

Please help, I want to fix this problem

2018-01-26 15_00_20-Latest AmiBroker topics - AmiBroker Community Forum

But if I reduce the position size enough the returns on both table match as expected

Results are correct and AmiBroker just has shown you that your expectations are unreal.
Please open up the manual:
Scroll down to "Portfolio Tab: Limit trade size as % of entry bar volume" and read the portion of Users' Guide referring to that setting.

Also check this: Is profit table correct? (Why adding percents leads to nowhere)

thanks a lot Tomasz, if I put zero it does what i want

Putting zero does not solve the problem. It just hides it.
Problem is not with AmiBroker but with your expectations to be able to compound ad infinitum.
You do realize that the protection against too large trade size with respect to bar volume is in place for a reason?
You can't trade more than 10% of bar volume without HUGE amounts of slippage?

I understand that but I am just interested in the theoretical results at the moment