Hey,
I realized that I misunderstood how the variable Equity and series() interact, now I know how to access past strategy return values:
vars eq = series(Equity, 30);
vars ret = series(ROC(eq,1), 30);
Using this code snippet one can access the past 30 days of equity values (eq[0], eq[1]...) and via that the past 30 days of returns (ret[0]..) for the whole strategy.