I have coded a strategy that works 5m time frame. I know you multiply it by 252 but i am using 5m or sometimes 1h time frame. Which number do i have to chose to multiply? There are 72576 five minutes in a year. Do i have to chose this number? Here how i calculate sharpe ratio
daily = sm['cash'].pct_change()
sharpe_ratio = daily.mean() / daily.std()
a_sharpe_ratio = (252 ** 0.5) * sharpe_ratio
entire_sharpe_ratio = (total_bars ** 0.5) * sharpe_ratio