Signal Data
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The date when the maximum observed gain occurred, as calculated from a trough to a peak, of a trading strategy, before a new trough is attained.
The date when the maximum observed loss occurred, as calculated from a peak to a trough, of a trading strategy, before a new peak is attained.
The total count of trading signals associated with your trading strategy that were generated during the .
The total count of trading days associated with the the lookback period included in the .