I am simulating a dual moving average crossover to trade past data of an energy future contract. I have generated 150 trades and I would like to use those Profit and Loss data to calculate the Sortino Ratio. How can I do it? Is it better for me to use daily PNL (Including those days without trades and PNL = 0)? Or should I just use those 150 PNL data? And, what number should should I put for the risk free rate? And what benchmark should be used for comparison? Thanks=)