Log-Trendline-Slope-as-Annualized-Percentage-Value

CODE:
using WealthLab.Backtest;
using System;
using WealthLab.Core;
using WealthLab.Indicators;
using System.Collections.Generic;

namespace WealthScript8 
{
   public class MyStrategy : UserStrategyBase
   {
      //create indicators and other objects here, this is executed prior to the main trading loop
      public override void Initialize(BarHistory bars)
      {
         cds = new ChartDisplaySettings();
         cds.LogScale = true;
         SetChartDrawingOptions(cds);

         pt = new PeakTroughCalculator(bars, 20.00, PeakTroughReversalType.Percent); // 20% reversals

         StartIndex = 53;
      }

      //execute the strategy rules here, this is executed once for each bar in the backtest history
      public override void Execute(BarHistory bars, int idx)
      {
         double slp = 0;
         double apr = 0;
         TrendLine tl = pt.GetLowerTrendLine(idx, 2, true);
         if (tl != null)
            DrawLine(tl.Index1, tl.Value1, idx, tl.ExtendTo(idx, true), WLColor.Blue, 2, LineStyle.Solid, "Price", false, false);

         // Calculate trendline slope (annualized, %) - Method 1
         if (tl != null)
         {
            slp = tl.Slope(true);
            apr = (Math.Exp(slp) - 1) * 100;
            WriteToDebugLog(idx + "\t" + "Method 1" + "\t" + apr.ToString("#0.##%"));
         }

         // Calculate trendline slope (annualized, %) - Method 2
         if (tl != null)
         {
            int lastTr = tl.Index1;
            int current = tl.Index2;
            DateTime dt1 = bars.DateTimes[lastTr];
            DateTime dt2 = bars.DateTimes[current];
            TimeSpan ts = dt2 - dt1;
            double x = tl.Value2 / tl.Value1;
            apr = Math.Pow(x, 365 / ts.TotalDays) - 1;
            WriteToDebugLog(idx + "\t" + "Method 2" + "\t" + apr.ToString("#0.##%"));
         }

      }

      //declare private variables below
      private ChartDisplaySettings cds;
      private PeakTroughCalculator pt;

   }
}