Thank you so much for your reply. Reading your answer has really helped me to understand the concepts. I really appreciate your help 
Yes you are correct first I am passing it to auto encoder and then to CNN. I will add a activation function to my model thank you for the suggestion 
The reason I got confused in the loss function is because I am getting very high accuracy which seems too good to be true. I am getting accuracy of 0.99% by using learning rate 0.0003 and the ROC as attached below with your experience is it normal to get such high accuracy? Or I am doing something wrong?
I have data set of size 1035 split is 90/10 for training and testing respectively.
Thanks in advance