Fix sharpe ratio calculation kernc#904

Author: aliencaocao

backtesting/_stats.py

@@ -118,7 +118,7 @@ def _round_timedelta(value, _period=_data_period(index)):
 
     # Our Sharpe mismatches `empyrical.sharpe_ratio()` because they use arithmetic mean return
     # and simple standard deviation
-    s.loc['Sharpe Ratio'] = (s.loc['Return (Ann.) [%]'] - risk_free_rate) / (s.loc['Volatility (Ann.) [%]'] or np.nan)  # noqa: E501
+    s.loc['Sharpe Ratio'] = (s.loc['Return (Ann.) [%]'] - risk_free_rate * 100) / (s.loc['Volatility (Ann.) [%]'] or np.nan)  # noqa: E501
     # Our Sortino mismatches `empyrical.sortino_ratio()` because they use arithmetic mean return
     s.loc['Sortino Ratio'] = (annualized_return - risk_free_rate) / (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())