I did not know about Wikipedia, thanks for the advice.

There are different ways to calculate "returns" in the formula. Industry norm is to take monthly returns,but some take daily returns, and some argue that for an active on/off strategy (rather than a "near 100% in the market" portfolio of stocks- which was the original basis for Sharp's work)- it makes more sense to calculate it off trade results.

Does Zorro use a "bar" as a unit of time and "bar returns" in SR calculations? Does it take all bars or only those with non-zero returns/i.e.during trades?

Does Zorro calculate OptimalF off trade results as per Vince?