# DQN Backtesting Report

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

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## Performance Summary

| Metric | Value | Target | Status |
|--------|-------|--------|--------|
| Total Return | 5.30% | >0% | ✅ |
| Sharpe Ratio | 1.20 | >1.5 | ❌ |
| Max Drawdown | 22.80% | <20% | ❌ |
| Win Rate | 48.0% | >50% | ❌ |
| Alpha vs B&H | 0.80% | >0% | ✅ |

## Comparison to Baseline

| Metric | Baseline | New Model | Change | Direction |
|--------|----------|-----------|--------|----------|
| Returns | 12.10% | 5.30% | -6.80% | ↘️ |
| Sharpe | 1.80 | 1.20 | -0.60 | ↘️ |
| Drawdown | 18.30% | 22.80% | +4.50% | ↘️ |
| Win Rate | 52.0% | 48.0% | -4.0% | ↘️ |
| Alpha | 1.50% | 0.80% | -0.70% | ↘️ |

## Trade Statistics

| Metric | Value |
|--------|-------|
| Total Trades | 125 |
| Avg Trade Return | 0.042% |
| Win Rate | 48.00% |
| Trades vs Baseline | -13 |

## Deployment Recommendation

**Status**: ⚠️ REVIEW - Marginal Performance

Model passes 2/5 production criteria. Performance is marginal and requires careful review. 

**Concerns**:
- ❌ Low Sharpe ratio (1.20 < 1.5)
- ❌ Excessive drawdown (22.80% > 20%)
- ❌ Poor win rate (48.0% < 50%)
                    
**Action**: Conduct detailed risk assessment and consider additional testing before deployment.

### Production Criteria Checklist

- **Criteria Passed**: 2/5
- **Total Return**: ✅ PASS (5.30% > 0%)
- **Sharpe Ratio**: ❌ FAIL (1.20 > 1.5)
- **Max Drawdown**: ❌ FAIL (22.80% < 20%)
- **Win Rate**: ❌ FAIL (48.0% > 50%)
- **Alpha vs B&H**: ✅ PASS (0.80% > 0%)

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*Report generated automatically by Foxhunt ML Evaluation Framework*