Well, after some research i can answer myself some questions:
First, equity curve trading as explained in the manual is only for global equity produced by all trades from all assets. If you want to individualize it, you must do some workarounds.
Second, i havenīt realized how to optimize the parameter for the average, but it doesnīt matter.
Finally, i have found a mechanism i think is better than doing it with averages. It consists of applying the kelly factor for every asset on every trade close, this way i donīt need any parameters at all and it serves the purpose of avoiding broken systems to be traded.
The only problem is that most times it hinders performance but seems to be a good contingency plan.
More about this can be found here:
http://www.financemagnates.com/forex/bloggers/equity-curve-trading-part-2-rolling-expectancy-ratio/In my case, as i donīt want to add more parameters iīve used all data to implement it. Hope it is useful for everybody.
