My bad, Agustin. Able to reproduce the same while using log file name without .log extension.  
For using max_slowlog_size, as per the Doc, 
"Warning For this feature to work variable slow_query_log_file needs to be set up manually and without the .log sufix. The slow query log files will be named using slow_query_log_file as a stem, to which a dot and a sequence number will be appended."
http://www.percona.com/doc/percona-server/5.6/flexibility/slowlog_rotation.html

root@desktop:/var/lib/mysql# mysql -uroot -p
Enter password: 
Welcome to the MySQL monitor.  Commands end with ; or \g.
Your MySQL connection id is 37
Server version: 5.6.22-71.0-log Percona Server (GPL), Release 71.0, Revision 726

Copyright (c) 2009-2014 Percona LLC and/or its affiliates
Copyright (c) 2000, 2014, Oracle and/or its affiliates. All rights reserved.

Oracle is a registered trademark of Oracle Corporation and/or its
affiliates. Other names may be trademarks of their respective
owners.

Type 'help;' or '\h' for help. Type '\c' to clear the current input statement.

mysql> show variables like '%version%';
+-------------------------+--------------------------------------------------+
| Variable_name           | Value                                            |
+-------------------------+--------------------------------------------------+
| innodb_version          | 5.6.22-71.0                                      |
| protocol_version        | 10                                               |
| slave_type_conversions  |                                                  |
| version                 | 5.6.22-71.0-log                                  |
| version_comment         | Percona Server (GPL), Release 71.0, Revision 726 |
| version_compile_machine | x86_64                                           |
| version_compile_os      | debian-linux-gnu                                 |
+-------------------------+--------------------------------------------------+
7 rows in set (0.00 sec)

mysql> show variables like 'max_slowlog_%';
+-------------------+-------+
| Variable_name     | Value |
+-------------------+-------+
| max_slowlog_files | 0     |
| max_slowlog_size  | 8192  |
+-------------------+-------+
2 rows in set (0.00 sec)

mysql> show variables like 'slow_query_log%';
+------------------------------------+---------------------------------+
| Variable_name                      | Value                           |
+------------------------------------+---------------------------------+
| slow_query_log                     | ON                              |
| slow_query_log_always_write_time   | 10.000000                       |
| slow_query_log_file                | /var/lib/mysql/desktop-slow-log |
| slow_query_log_timestamp_always    | OFF                             |
| slow_query_log_timestamp_precision | second                          |
| slow_query_log_use_global_control  |                                 |
+------------------------------------+---------------------------------+
6 rows in set (0.00 sec)

mysql> set global slow_query_log=0;
Query OK, 0 rows affected (0.00 sec)

mysql> set global slow_query_log=1;
Query OK, 0 rows affected (0.00 sec)

mysql> set global slow_query_log=0;
Query OK, 0 rows affected (0.00 sec)

mysql> set global slow_query_log=1;
Query OK, 0 rows affected (0.00 sec)

mysql> 
root@desktop:/var/lib/mysql# ll
total 307472
drwx------  6 mysql mysql      4096 Feb  3 12:47 ./
drwxr-xr-x 72 root  root       4096 Feb  1 20:09 ../
-rw-rw----  1 mysql mysql        56 Jan 16 14:59 auto.cnf
-rw-r--r--  1 root  root          0 Jan 16 14:59 debian-5.6.flag
-rw-r-----  1 mysql root      82017 Jan 27 13:29 desktop.err
-rw-rw----  1 mysql mysql         5 Feb  3 12:46 desktop.pid
-rw-rw----  1 mysql mysql       186 Feb  3 12:46 desktop-slow-log.000001
-rw-rw----  1 mysql mysql       210 Feb  3 12:47 desktop-slow-log.000002
-rw-rw----  1 mysql mysql       210 Feb  3 12:47 desktop-slow-log.000003
-rw-r-----  1 mysql root     131967 Feb  3 12:46 error.log
-rw-rw----  1 mysql mysql 213909504 Feb  3 12:46 ibdata1
-rw-rw----  1 mysql mysql  50331648 Feb  3 12:46 ib_logfile0
-rw-rw----  1 mysql mysql  50331648 Feb  3 12:46 ib_logfile1
drwx------  2 mysql mysql      4096 Jan 16 14:59 mysql/
-rw-------  1 root  root         11 Jan 16 14:59 mysql_upgrade_info
dr-x------  2 mysql mysql      4096 Jan 27 13:30 nil/
drwx------  2 mysql mysql      4096 Jan 16 14:59 performance_schema/
drwx------  2 mysql mysql      4096 Jan 16 14:59 test/
root@desktop:/var/lib/mysql#