# DQN Backtesting Report

**Model**: DQN-New-Model
**Baseline**: DQN-Trial35-Baseline
**Generated**: 2025-11-04 07:56:33 UTC

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## Performance Summary

| Metric | Value | Target | Status |
|--------|-------|--------|--------|
| Total Return | 18.50% | >0% | ✅ |
| Sharpe Ratio | 2.50 | >1.5 | ✅ |
| Max Drawdown | 10.20% | <20% | ✅ |
| Win Rate | 62.0% | >50% | ✅ |
| Alpha vs B&H | 4.50% | >0% | ✅ |

## Comparison to Baseline

| Metric | Baseline | New Model | Change | Direction |
|--------|----------|-----------|--------|----------|
| Returns | 12.10% | 18.50% | +6.40% | ↗️ |
| Sharpe | 1.80 | 2.50 | +0.70 | ↗️ |
| Drawdown | 18.30% | 10.20% | -8.10% | ↗️ |
| Win Rate | 52.0% | 62.0% | +10.0% | ↗️ |
| Alpha | 1.50% | 4.50% | +3.00% | ↗️ |

## Trade Statistics

| Metric | Value |
|--------|-------|
| Total Trades | 150 |
| Avg Trade Return | 0.123% |
| Win Rate | 62.00% |
| Trades vs Baseline | +12 |

## Deployment Recommendation

**Status**: ✅ APPROVE - Ready for Production

Model passes 5/5 production criteria. Strong performance with 18.50% return, 2.50 Sharpe ratio, and 62.0% win rate. Risk is acceptable with 10.20% max drawdown. Model demonstrates profitability with 4.50% alpha vs buy-and-hold. 

**Action**: Proceed with production deployment after final validation.

### Production Criteria Checklist

- **Criteria Passed**: 5/5
- **Total Return**: ✅ PASS (18.50% > 0%)
- **Sharpe Ratio**: ✅ PASS (2.50 > 1.5)
- **Max Drawdown**: ✅ PASS (10.20% < 20%)
- **Win Rate**: ✅ PASS (62.0% > 50%)
- **Alpha vs B&H**: ✅ PASS (4.50% > 0%)

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*Report generated automatically by Foxhunt ML Evaluation Framework*