When stumbling onto a specific error message, don't hesitate to pay a visit to the Wealth-Lab Wiki, Errors section. There's a good chance we've already got it classified and having an explanation, workaround or solution. This one's no exception:
Errors | Strategy > "DataSeries do not have equal number of values for mathematical operation"
Follow the suggestions and if something isn't clear, feel free to let us know.
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P.S. A couple of unrelated considerations:
1. Screenshots can be too big for different display resolutions, so I fixed it for you by adding a clickable thumbnail.
2. It would be enough in cases like this to hit
Alt-PrtSc instead of PrtSc to capture only the current dialog (e.g. new DataSet dialog). Alternative: cut out the insignificant area in Paint.
3. To keep a screenshot sharp and not blurry, saving to PNG is preferred over JPG.