Remove "(Ann)" from Sharpe/Sortino/Calmar ratios

Annualization is assumed and keeps labels backcompat.

Author: kernc

backtesting/backtesting.py

@@ -1410,11 +1410,11 @@ def geometric_mean(x):
 
         # Our Sharpe mismatches `empyrical.sharpe_ratio()` because they use arithmetic mean return
         # and simple standard deviation
-        s.loc['Sharpe Ratio (Ann.)'] = np.clip(s.loc['Return (Ann.) [%]'] / (s.loc['Risk (Ann.) [%]'] or np.nan), -1, np.inf)  # noqa: E501
+        s.loc['Sharpe Ratio'] = np.clip(s.loc['Return (Ann.) [%]'] / (s.loc['Risk (Ann.) [%]'] or np.nan), -1, np.inf)  # noqa: E501
         # Our Sortino mismatches `empyrical.sortino_ratio()` because they use arithmetic mean return
-        s.loc['Sortino Ratio (Ann.)'] = annualized_return / (np.sqrt(np.mean(day_returns.clip(-np.inf, 0)**2)) * np.sqrt(annual_trading_days))  # noqa: E501
+        s.loc['Sortino Ratio'] = annualized_return / (np.sqrt(np.mean(day_returns.clip(-np.inf, 0)**2)) * np.sqrt(annual_trading_days))  # noqa: E501
         max_dd = -np.nan_to_num(dd.max())
-        s.loc['Calmar Ratio (Ann.)'] = annualized_return / (-max_dd or np.nan)
+        s.loc['Calmar Ratio'] = annualized_return / (-max_dd or np.nan)
         s.loc['Max. Drawdown [%]'] = max_dd * 100
         s.loc['Avg. Drawdown [%]'] = -dd_peaks.mean() * 100
         s.loc['Max. Drawdown Duration'] = _round_timedelta(dd_dur.max())

backtesting/test/_test.py

@@ -261,7 +261,7 @@ def test_compute_stats(self):
                 'Avg. Trade [%]': 2.3537113951143773,
                 'Best Trade [%]': 53.59595229490424,
                 'Buy & Hold Return [%]': 703.4582419772772,
-                'Calmar Ratio (Ann.)': 0.4445179349739874,
+                'Calmar Ratio': 0.4445179349739874,
                 'Duration': pd.Timedelta('3116 days 00:00:00'),
                 'End': pd.Timestamp('2013-03-01 00:00:00'),
                 'Equity Final [$]': 51959.94999999997,
@@ -276,8 +276,8 @@ def test_compute_stats(self):
                 'Return [%]': 419.59949999999964,
                 'Risk (Ann.) [%]': 36.53825234483751,
                 'SQN': 0.916892986080858,
-                'Sharpe Ratio (Ann.)': 0.5837177650097084,
-                'Sortino Ratio (Ann.)': 1.0923863161583591,
+                'Sharpe Ratio': 0.5837177650097084,
+                'Sortino Ratio': 1.0923863161583591,
                 'Start': pd.Timestamp('2004-08-19 00:00:00'),
                 'Win Rate [%]': 46.15384615384615,
                 'Worst Trade [%]': -18.39887353835481,