Given a series of closed trade profits and loses, a quality measure that could be applied is Sortino Ratio multiplied by the square root of N (N being the number of trades). However, according to an online AI chatbot, the N value should be adjusted to account for the trade returns not being i.i.d, i.e. autocorrelated. Is this actually true, and if so, what is the formula for making this adjustment? The chatbot suggests using lag-1 autocorrelation.