AndrewAMD, yes, that is what I need. Reading the manual, I have also modified the scripts now by using the "Capital" variable, and used the Annual growth rate, instead of AR. This way the volatility is related to my initially invested capital - which is my "psycho" reference. Thank you for your advice !!

Actually, by reading the manual, there is a possibility to implement a "Cold Blood index" into the scripts. If the CBI is in the range, one does not have to worry about the drawdown during live trading. I assume, this should be my future approach to handle the trading psychology ?

I am sorry for posting this in the wrong forum section, I intended to suggest a new performance indicator. Zorro is a great tool, amazing what it can already do ...