NaN-results-when-under-specific-circumstances

I'm doing backtests with moving averages with different permutations of crosses for buying and selling. When I use a specific permutation using the 150-day moving average I get a return % of NaN and the return graph looks like this. I'm using the most recent 25yrs as my time period. However, the other tests for the same moving average and period provide return percentages. Any idea what the issue could be?