I have created a trading strategy and computed the monthly returns of it. I have a list of 12 monthly returns, since I have a 1-years period. Furthermore, I computed the average monthly return for the year, which is 1 number. I am trying to replicate a study, in which there is a t-statistic value attached to the average monthly return for the year. Like this: 2020-> average monthly return = 0,2 -> t-statistic: 5,54.

How can I compute the t-statistic in this case? I have searched and found that it is necessary to have 2 groups of variables for that, but I only have the returns. I want to compute it in Python.