{ "folds": [ { "fold": 0, "model": "dqn", "sharpe_ratio": 13.177256687157323, "max_drawdown_pct": 4.532350632435176, "win_rate_pct": 35.910224438902745, "profit_factor": 3.6487762551668474, "total_return_pct": 251.49434394669345, "num_trades": 1604, "test_start": "2025-06-01", "test_end": "2025-08-31" }, { "fold": 1, "model": "dqn", "sharpe_ratio": 9.546067497582882, "max_drawdown_pct": 10.308813242954853, "win_rate_pct": 30.488445378151262, "profit_factor": 1.9839555385250602, "total_return_pct": 209.96815231087328, "num_trades": 3808, "test_start": "2025-09-01", "test_end": "2025-11-30" } ], "aggregate": { "dqn_avg_sharpe": 11.361662092370103, "dqn_avg_drawdown": 7.420581937695015, "dqn_avg_win_rate": 33.19933490852701, "ppo_avg_sharpe": 0.0, "ppo_avg_drawdown": 0.0, "ppo_avg_win_rate": 0.0 }, "sanity_checks": { "beats_random": true, "action_diversity": true, "fold_consistency": true } }