Running applyStrategy in R - r

Question

Hello I am working on a pairs trading strategy. Currently I am on the process of back-testing any pair I've found under certain assumptions. For this I'm using the "quantstrat" package in R. I've found it very difficult to understand what exactly is going on within the applyStrategy function, specially after I experienced the following:
I ran a demo code for two pairs:
suppressWarnings(rm("order_book.pair1",pos=.strategy))
suppressWarnings(rm("account.pairs", "portfolio.pair1", pos=.blotter))
suppressWarnings(rm("startDate", "endDate", "startDate", "initEq", "SD", "N",
"symb1", "symb2", "portfolio1.st", "account.st",
"pairStrat", "out1"))
initDate <- '2015-04-21'
endDate <- '2016-04-21'
startDate <- '2015-04-22'
initEq <- 100000
MaxPos <- 1500 #max position in stockA;
lvls <- 3 #how many times to fade; Each order's qty will = MaxPos/lvls
symb1 <- 'SYY' #change these to try other pairs
symb2 <- 'SRE' #if you change them, make sure position limits still make sense
portfolio1.st <- 'pair1'
account.st <- 'pairs'
getSymbols(c(symb1, symb2), from=startDate, to=endDate, adjust=TRUE)
alignSymbols <- function(symbols, env=.GlobalEnv) {
# This is a simplified version of qmao::alignSymbols()
if (length(symbols) < 2)
stop("Must provide at least 2 symbols")
if (any(!is.character(symbols)))
stop("Symbols must be vector of character strings.")
ff <- get(symbols[1],env=env)
for (sym in symbols[-1]) {
tmp.sym <- get(sym,env=env)
ff <- merge(ff, tmp.sym, all=FALSE)
}
for (sym in symbols) {
assign(sym,ff[,grep(sym, colnames(ff))], env=env)
}
symbols
}
alignSymbols(c(symb1, symb2))
currency("USD")
stock(symb1, currency="USD", multiplier=1)
stock(symb2, currency="USD", multiplier=1)
initPortf(name=portfolio1.st, c(symb1,symb2))
initAcct(account.st, portfolios=portfolio1.st, initEq=initEq)
initOrders(portfolio=portfolio1.st)
The rest of the code is available here (https://r-forge.r-project.org/scm/viewvc.php/pkg/quantstrat/demo/pair_trade.R?view=markup&root=blotter)
After running the "strategy" I calculate the cumulative return and obtain a total of -0.05818081.
Now, if the next thing I do is run again the last part of the code:
out1<-applyStrategy(strategy=pairStrat, portfolios=portfolio1.st)
updatePortf(Portfolio=portfolio1.st,
Dates=paste("::", as.Date(Sys.time()), sep=''))
updateAcct(account.st, Dates=paste(startDate, endDate, sep="::"))
updateEndEq(account.st, Dates=paste(startDate, endDate, sep="::"))
getEndEq(account.st, Sys.time())
dev.new()
chart.Posn(Portfolio=portfolio1.st, Symbol=symb1)
dev.new()
chart.Posn(Portfolio=portfolio1.st, Symbol=symb2)
dev.new()
chartSeries(Cl(get(symb1))/Cl(get(symb2)), TA="addBBands(n=N,sd=SD)")
ret1 <- PortfReturns(account.st)
ret1$total <- rowSums(ret1)
Return.cumulative(ret1)
then I get -0.9044952 as the cumulative return. I know that if I want to obtain the -0.05818081 return again, then I need to restart the portfolio. However, what I am looking for is help understanding what the effects are of running
applyStrategy()
twice as explained in this comment. Help will be really appreciated!