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Shift current and ballistic current have been proposed to explain the bulk photovoltaic effect (BPVE), and there have been experiments designed to separate the two mechanisms. These experiments are based on the assumption that under magnetic field, ballistic current can have a Hall effect while the shift current cannot, which is from some energy-scale arguments and has never been proven. A recent work [Phys. Rev. B 103, 195203 (2021)] using quantum transport formalism achieves a conclusion that shift current indeed has a Hall current, seemingly contradicting the previous assumption and making the situation more confusing. Moreover, the behavior of BPVE under strong magnetic field is still unexplored. In this Letter, using a minimal 2D tight-binding model, we carry out a systematic numerical study of the BPVE under weak and strong magnetic field by treating the field in a non-perturbative way. Our model clearly shows the appearance of the magnetically-induced ballistic current along the transverse direction, which agrees with the previous predictions, and interestingly a sizable longitudinal response of the shift current is also observed, a phenomenon that is not captured by any existing theories where the magnetic field is treated perturbatively. More surprisingly, drastically different shift current is found in the strong-field regime, and the evolution from weak to strong field resembles a phase transition. We hope that our work could resolve the debate over the behavior of BPVE under magnetic field, and the strong-field behavior of shift current is expected to inspire more studies on the relation between nonlinear optics and quantum geometry.