No, as of right now this isn’t possible.
One user (non-developer) added this functionality by himself. You can take a look at this post and see if you can pull it off:
http://wordpress.org/support/topic/how-to-add-image-caption-for-plugin?replies=11
If you want to request this as a feature, please do so here:
http://thejsj.com/jsj-gallery-slideshow-feature-request/
Thread Starter
Jan
(@januwago)
Thanks, for the quick responce.
No problem! Marking this as resolved.
If you like the plugin and enjoy using it, write a review for it 🙂
http://wordpress.org/support/view/plugin-reviews/jsj-gallery-slideshow