jcl,

By default, when no Capital is supplied, Zorro recommends a capital amount and the provides an annual return and Sharpe Ratio for a the recommended capital.

When a user supplies a value for Capital, the end-of-test performance report is produced on a compounding growth basis.

I would like another mode where:

• User supplies a fixed capital.
• It is assumed that the capital never fluctuates.
• There is no margin call.
• "Equity" begins at zero.
• Monte carlo analysis is valid.
• (non-compounding) annual return, sharpe ratio analysis, etc., is calculated with respect to the fixed capital and not a Zorro recommendation.

The purpose of this is so that strategies can be compared with respect to identical fixed Capital amounts.