The manual says that if Capital is set, it is assumed that reinvesting is done and Monte Carlo cannot be performed.

I have to use Margin+Capital in my strategy but witbout any reinvesting. The shown value for MonteCarlo is useless and wrong?

I believe MonteCarlo is switched off anyway when you set Capital. If you set it, you want no performance analysis, but are testing reinvestment. There is no other use for Capital.

When I set

Margin = 0.5 * Optimalf * Capital

I am not reinvesting profits, as Capital = const, right? In this case, the "median annual return" from the Test results window still is not useful?

I am using Capital and Optimalf only for allocating money to the components of my portfolio system and would like to use Monte Carlo.

Capital is an input. If you only intend to use it as an output and not an input, you shouldn't use it at all.

I am using it exactly like described in JCL's book or in the workshop

You said you don't want to reinvest profits. Therefore, you should not set Capital.

Then in your Margin configuration, you can replace "Capital" with any fixed amount.