Upload QuantScenarioBench evaluation results
Browse files
results/qsb-black-scholes-demo/EqualWeight/result_20260704T062431672936_15b2d742.json
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{
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"schema_version": "1.0",
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"result_id": "8baa118846b382e8ff89c3e31671e97ce7172b410c9c20956164845d801db46f",
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"strategy": {
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"name": "EqualWeight",
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"parameters": {}
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},
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"benchmark_dataset": {
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"asset_scenario_ids": [
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"bs-asset-0",
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"bs-asset-1",
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"bs-asset-2"
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],
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"time_grid_reference": "qsb-black-scholes-demo"
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},
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"metrics": [
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{
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"name": "sharpe_ratio",
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"value": 0.08192390269280672
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},
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{
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"name": "sortino_ratio",
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"value": 0.1189627216414736
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},
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{
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"name": "max_drawdown",
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"value": -0.04429752648270186
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},
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{
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"name": "final_wealth_factor",
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"value": 1.0775327222610023
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}
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],
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"library_version": "1.2.1",
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"generated_at": "2026-07-04T06:24:31.001463+00:00"
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}
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