How to compute annualized Sharpe Ratio from hourly PnLs?
In case you believe your returns don't deviate too far away from being IID, it is suitable to take the hourly PnL time series and multiply it by $\sqrt{q}$, where $q$ is the number of trading hours in a day times the number of trading days in a year.
This assumption can be fairly shaky, in which case I recommend consulting the section on temporal aggregation of Sharpe ratios in this paper: The Statistics of Sharpe Ratios.