{"ok":true,"asset":"hl-ZEC","type":"hl-perp","now":1781963461516,"quote":{"name":"ZEC","markPx":467.42,"midPx":467.415,"prevDayPx":453.75,"changePct":3.0126721763085436,"funding":0.0000125,"openInterestUsd":213700394.83959997,"dayVolumeUsd":88118452.74479993,"oraclePx":467.5,"premium":-0.000171123,"impactBid":467.41,"impactAsk":467.42,"oracleBasisBps":-1.7112299465237237},"snapshot":{"fetchedAt":1781963457334,"ageMs":4182,"stale":false},"stats":{"n":721,"range":{"min":299.63,"max":681.22,"span":381.59000000000003},"moments":{"mean":509.9746047156725,"stdev":87.27569664186419,"cv":0.17113733867301734,"skew":0.0704785095043012,"kurtosis":-0.882057391342721,"ci95":{"lo":503.6039838007359,"hi":516.3452256306092,"halfWidth":6.37062091493664}},"returns":{"mean":-0.0004959259441879133,"stdev":0.01995888773481797,"annualisedVol":1.8680495359044813,"sharpe":-2.3255867618000137,"sortino":-2.393054753883184,"calmar":-7.75552746164545,"sharpeAdjAC":-2.342440032267212,"omega":0.925929470240398,"skew":-0.10384421161543421,"kurtosis":10.670681020926866,"gainToPain":0.925929470240398,"returnMode":"log","framing":"annualised","sharpeSuppressedReason":null},"horizon":null,"risk":{"var95":0.028179345838139847,"var99":0.059946371117022466,"es95":0.047935515375238595,"es90":0.035070082652701694,"es99":0.0804634754178605,"esTailConcentration":2.5283222682157716,"ulcerIndex":0.28209584820155587,"cdar95":0.48833174503295756,"drawdownAtRisk95":0.44829864067408476,"sterling":-8.896229490042519,"tailIndex":2.341199384035231,"tailIndexWide":1.844583277485795,"maxDrawdown":0.5601567775461672,"drawdownPeak":681.22,"drawdownTrough":299.63,"drawdownDurationBars":354},"structure":{"hurst":0.9534173152740786,"autocorr1":-0.007220631558422919,"autocorr2":-0.07818991590672347,"trendT":-26.08038116002205,"halfLifeMR":91.83237734725196,"permEntropy":0.9990996461828087,"permEntropyTieFrac":0,"rollSpreadBps":44.5608526263233},"tests":{"jarqueBera":{"stat":3417.1970379453883,"p":0,"reject":true},"ljungBox":{"stat":23.901234643268786,"p":0.00027223316107272133,"reject":true},"ljungBoxProfile":[{"lag":1,"stat":0.03769564457591093,"p":0.8260427982495555,"reject":false},{"lag":2,"stat":4.464055738821501,"p":0.10493003171735671,"reject":false},{"lag":3,"stat":7.029600722934015,"p":0.06968781270377111,"reject":false},{"lag":5,"stat":23.901234643268786,"p":0.00027223316107272133,"reject":true},{"lag":10,"stat":32.831066522905836,"p":0.00032366769137359697,"reject":true}],"adf":{"stat":-1.9400003913665111,"p":0.3238093374445185,"reject":false,"criticalValue":-2.86},"kpss":{"stat":5.871322977709031,"p":0.001,"reject":true,"criticalValue":0.463},"runs":{"stat":0.6126293946855776,"p":0.540121312838282,"reject":false,"runs":367,"n1":335,"n2":384},"varianceRatio":{"stat":-1.6660192705665708,"p":0.09570953281269312,"reject":false,"vr":0.8838423560734576,"horizon":4}},"verdict":{"regime":"stressed","stationary":"no","autocorrelated":true,"efficient":false,"tailRisk":"fat"}},"benchmark":{"benchmarkAsset":"BTC","up":2.1539010132781184,"down":2.0926816715446015,"captureSpread":0.06121934173351695,"alignedBars":720}}