Mr. Houdini in a short speech before the showing of the picture expressed his pride in the picture, and his hope that it would be a popular success.  He said: “This is really the first big picture that I have ever done and I am banking a great deal on its success.  If it goes across it will mean a lot to me.  I risked my life a dozen times in the making of it, and broke several bones.  I assure you that there is absolutely no trick photography in the entire picture, all of the stunts having been actually performed.  I thought of my life insurance policy all the time during the filming.”  [Sphinx September 1919, page 162]

In a fierce battle in which Houdini fights with a quartet of burglar “extras” his wrist snapped in the midst of the action and, though the scene was finished, further work on the picture had to be postponed for several weeks for it was found that a large bone in his wrist had been broken clearly in two.  [The Mt. Sterling advocate, March 02, 1920]

In Houdini’s previous movie, The Master Mystery: He did all his own stunts for the movie, and according to Bess, suffered from three broken bones in his left wrist and seven black eyes. The black eyes healed quickly enough, but the broken wrist troubled him for months afterward. [Harry HOUDINI, Death-Defying Showman by Rita Thievon Mullin]

And in escaping one of the prison cells, he again fractured his left wrist, not as badly as the year before but enough to have his arm wrapped and delay completion of the film by two weeks. [Houdini!!!  The Career of Ehrich Weiss by Kenneth Silverman]

So much for break a leg; in Houdini’s case, it was break a wrist.