How does this loop work? Do you have the animation in a movieClip that you are playing on the stage, or are you looping in the main timeline? If you are using Actionscript please show us you are using it.
If it's HTML Canvas, movieclips are kept in memory in the state they had managed to get to. If you need them to start from their first frame you would have to tell each one to gotoAndPlay(0) or gotoAndStop(0).