Hi, you can use static series for the equity curve and shift them by script when the system is in the market and otherwise not. For a static series use a negative length like this
vars EquityCurve = series(EquityLong+EquityShort,-LookBack);
and for shifting when in the market
if(NumOpenLong+NumOpenShort > 0) shift(EquityCurve,EquityLong+EquityShort,LookBack);
Hope this helps!