# DQN Backtesting Report

**Model**: DQN-Weak-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 | -3.20% | >0% | ❌ |
| Sharpe Ratio | 0.60 | >1.5 | ❌ |
| Max Drawdown | 35.40% | <20% | ❌ |
| Win Rate | 38.0% | >50% | ❌ |
| Alpha vs B&H | -2.10% | >0% | ❌ |

## Comparison to Baseline

| Metric | Baseline | New Model | Change | Direction |
|--------|----------|-----------|--------|----------|
| Returns | 12.10% | -3.20% | -15.30% | ↘️ |
| Sharpe | 1.80 | 0.60 | -1.20 | ↘️ |
| Drawdown | 18.30% | 35.40% | +17.10% | ↘️ |
| Win Rate | 52.0% | 38.0% | -14.0% | ↘️ |
| Alpha | 1.50% | -2.10% | -3.60% | ↘️ |

## Trade Statistics

| Metric | Value |
|--------|-------|
| Total Trades | 110 |
| Avg Trade Return | -0.029% |
| Win Rate | 38.00% |
| Trades vs Baseline | -28 |

## Deployment Recommendation

**Status**: ❌ REJECT - Not Production Ready

Model only passes 0/5 production criteria. Performance is insufficient for production deployment. 

**Critical Issues**:
- ❌ Negative total return (-3.20%)
- ❌ Low Sharpe ratio (0.60 < 1.5)
- ❌ Excessive drawdown (35.40% > 20%)
- ❌ Poor win rate (38.0% < 50%)
- ❌ Negative alpha (-2.10%)
                    
**Action**: Do not deploy. Retrain model with improved hyperparameters or different architecture.

### Production Criteria Checklist

- **Criteria Passed**: 0/5
- **Total Return**: ❌ FAIL (-3.20% > 0%)
- **Sharpe Ratio**: ❌ FAIL (0.60 > 1.5)
- **Max Drawdown**: ❌ FAIL (35.40% < 20%)
- **Win Rate**: ❌ FAIL (38.0% > 50%)
- **Alpha vs B&H**: ❌ FAIL (-2.10% > 0%)

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*Report generated automatically by Foxhunt ML Evaluation Framework*