Adding the start capital would not solve the basic problem: It is not possible to predict when a drawdown happens, and therefore also not possible to express projected drawdown as a percentage of the current balance.

Consider this: any strategy encounters DDmax at some random point in the simulation. If right at the start, your balance DD would be 100%, because you just used DDmax for your start capital. If it happened at the end, the balance DD would be maybe 10%. So you would get with the same strategy a balance DD between 10% and 100%, dependent on the simulation start date. This % value would tell you nothing about what you should do when you're getting a real drawdown of say 30% of your current balance.

What you could theoretically do is using a linear balance curve and calculating the balance DD at any point of the curve. So it would start with 100% and end with 10%, and if your current drawdown exceeds the percentage at the current point of the curve, you should pull out. But that would be just a complicated equivalent of simply pulling out when the real drawdown in $ or pips exceeds the predicted drawdown.

The problem with a capital slider is that the margin/capital relation is normally nonlinear, due lot granularity and trade skipping. So you can easily calculate the capital from a given margin, but you can not directly calculate the margin from a given capital.