Performance: Account size required

This metric represents the minimum capital needed to safely trade the strategy. It ensures you can:

1. Open the maximum number of positions the strategy ever holds simultaneously, considering any intrabar drawdowns on them.
   
   
2. Survive the largest possible drawdown at any point in the strategy’s history, including scenarios where the strategy is entered at the worst possible moment.

This metric reflects the capital buffer needed so that even if the market moves against your open positions, you avoid a margin call.