The concept is to be able to see performance metrics (returns, drawdowns, exposure etc) stated as a function of a constant capital base. This mirrors the (realistic) assumption that strategy profits are paid out at the end of each investment period. It also allows for a comparative look at performance between periods on a more standardized basis so that, for example, identical dollar drawdowns (or exposures) in years 2 and 8 of a 10 year lookback measure the same and that the later occurrences are not understated by virtue of capital accumulated over the preceding years (which may no longer reside in the strategy investment) . An ideal wish-list solution would be the ability to toggle between "Accumulated capital" and "Starting Capital" as a choice for basing metrics within the current visualisers.

Two PosSizer-based workarounds:

1) Position Options > "Don`t reinvest"

This turns off reinvesting profits (i.e., always uses original starting capital to size positions)

2) Withdrawal

Rough simulation of withdrawing a fixed sum of money from an account every month.