Which do you use?

Sorry, I got my terminology mixed up. The measure measured is the UPR, and not the Martin Ratio/Ulcer Index. I calculate it at the same intervals as the backtests. I calculate it as follows:

        my (@upvalues, @ddvalues);
        foreach my $value (@logreturns) {
            push @upvalues, MkStats::max ($value - $MAR/100, 0);
            push @ddvalues, MkStats::min ($value - $MAR/100, 0);
        }

        my $up = MkStats::mean (\@upvalues);
        my $dd = MkStats::stdev (\@ddvalues);
        $upr = $up / $dd;

It's perl code with extra error checking removed for clarity.