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Thanks for all the responses. It is an intra day trading system so on the days there are no trades there is no exposure. In that case you suggest using the SQRT of 150, not 252.

Thanks Frank. I switch to STDEV() and it did not really change the results. I just want to be clear about the SQRT(). The system traded 150 days out of the entire year 252 (trading days). So do I use the 150 or 252? Another poster wrote 365. I am confused. Also if you were measuring results...

I have a list of daily returns and I want to calculate an annualized Sharpe Ratio (without risk free return) for. My question is how to annualize the daily returns and standard deviation? Also the model did not trade everyday. So do I count the non traded days as "zeros" or it does not...