import matplotlib.pylab as plt
%matplotlib inline

fig, ax = plt.subplots(1)
ax.plot([0, 1], [0, 0], label='line1')
ax.plot([0, 1], [1, 1], label='line2')
ax.annotate("",
            xy=(0.4,1.0),
            xytext=(0.4,0.0),
            arrowprops={'arrowstyle':'<->', 'color':'C7' },
            label='distance')
ax.legend()