For a per-trade SMA, sum up the last 20 results from the Results array, and divide by 20.

Results array is unfortunately available only as ResultsLong/Short separately.

Or is there another way to access it for all trades of asset/algo component?

Sum up ResultLong/Short and divide by 40?

The sequence of trades must be known to sum the correct e.g. 30 trades from ResultsLong/Short.

Then store the result of any trade in a series.

Hi Zheka.

I'd like to suggest you to try out rolling expectancy ratio rather than averages for equity curve trading:

https://www.financemagnates.com/forex/bloggers/equity-curve-trading-part-2-rolling-expectancy-ratio/

Another thing i am currently using is setting a maximum percent drawdown instead of averages. I just run a test and determine maximum possible drawdown according to Montecarlo analysis to set this.

For example, if i don't want any strategy to lose more than 10%, i set this cap and adjust lot sizes so Montecarlo drawdowns kind of adjust to this limit.

This way i get a disaster proof mechanism without interfering too much in the dynamics of the strategy, because sometimes when we go phantom trading is just when the comeback starts and we lose that opportunity to recover.

Just my two cents.

Thanks, brax!

I am actually using both the expectancy and eq.curve trading, and take care of drawdowns through position sizing and diversification.