Performance computation for our strategy

Hi everyone as you know when we test our stratgy we use Sharpe Ratio and CAGR and we chose 252 for "N" to compute formule for daily trading. But whats the number for 4H,H and 15 minutes trading stratgy ? Thanks 

To annualize, you have to find the number of bars which makes a year



Number of trading days in a year –> 252

Number of trading hours in a year = number of trading hours per day * 252

= 6.5 * 252

1638



6.5 hours is for NYSE which works from 9:30 am to 4:00 pm.



Trading hours for different stock exchanges

https://www.investopedia.com/ask/answers/040115/when-do-stock-market-exchanges-close.asp



Similarly, you can calculate for other frequencies.



Thanks

Thank you so much