compounding in backtesting

While backtesting an intraday strategy one problem i have found is how to effectively measure the impact of compounding the capital without biasing the results by the start date.
E.g if i start with 10L and trade evry day and keep on adding the pnl to my capital I will get a rough idea of how my capital will grow compounded. But using this approach will depend heavily on how my strategy performs in the initial few days.
Any thoughts on getting around this?


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