An average CAGR is not implemented for technical reasons- it would be computationally complex and extend the test time extremely, so it was deemed not worth the effort.
The required capital for restarting is C = C0 * sqrt(1+N/N3), where C0 = required capital from the test, N = number of trades so far, N3 = 3*annual number of trades in the test.
Thanks a lot! Is there any reason why you multiply by 3 the annual number of trades in the test?
