{"ok":true,"asset":"hl-gmx","type":"hl-perp","now":1781950478402,"quote":{"name":"GMX","markPx":6.2133,"midPx":6.2129,"prevDayPx":5.5651,"changePct":11.64758944133978,"funding":0.0000125,"openInterestUsd":352617.32586599997,"dayVolumeUsd":278901.3350259999,"oraclePx":6.225,"premium":-0.0009317269,"impactBid":6.2066,"impactAsk":6.2192,"oracleBasisBps":-18.795180722890567},"snapshot":{"fetchedAt":1781950472631,"ageMs":5771,"stale":false},"stats":{"n":721,"range":{"min":5.0943,"max":7.0577,"span":1.9634},"moments":{"mean":6.079883356449377,"stdev":0.5223753127944045,"cv":0.08591864056738568,"skew":0.30002935234655387,"kurtosis":-1.3347311512164421,"ci95":{"lo":6.041752980855923,"hi":6.118013732042831,"halfWidth":0.03813037559345365}},"returns":{"mean":-0.00015074423041944293,"stdev":0.008585164394304613,"annualisedVol":0.8035273596166994,"sharpe":-1.6434032303570068,"sortino":-1.6415401679960526,"calmar":-4.746781186754715,"sharpeAdjAC":-1.7228430816480007,"omega":0.951899964305307,"skew":-0.061857258715443224,"kurtosis":3.297105718792706,"gainToPain":0.951899964305307,"returnMode":"log","framing":"annualised","sharpeSuppressedReason":null},"horizon":null,"risk":{"var95":0.013000633761314818,"var99":0.02597505541977356,"es95":0.020397168092022452,"es90":0.015719727995463603,"es99":0.03120784390764811,"esTailConcentration":2.3112376839585766,"ulcerIndex":0.1570444471241647,"cdar95":0.24291467743300485,"drawdownAtRisk95":0.23101010244130524,"sterling":-5.436145203035397,"tailIndex":2.593542498443294,"tailIndexWide":2.171690656126614,"maxDrawdown":0.2781926123241283,"drawdownPeak":7.0577,"drawdownTrough":5.0943,"drawdownDurationBars":350},"structure":{"hurst":0.9489141346782426,"autocorr1":-0.04717161354466801,"autocorr2":-0.039003322182122255,"trendT":-32.63231262105253,"halfLifeMR":106.7036052320358,"permEntropy":0.9995790181440675,"permEntropyTieFrac":0,"rollSpreadBps":34.680611173365655},"tests":{"jarqueBera":{"stat":326.5863420815617,"p":1.209697782395375e-71,"reject":true},"ljungBox":{"stat":11.051601972632758,"p":0.04985297434232239,"reject":true},"ljungBoxProfile":[{"lag":1,"stat":1.6088007773463118,"p":0.2016515857133685,"reject":false},{"lag":2,"stat":2.7102093455684075,"p":0.2568344051335627,"reject":false},{"lag":3,"stat":2.810658264016802,"p":0.4234084921760156,"reject":false},{"lag":5,"stat":11.051601972632758,"p":0.04985297434232239,"reject":true},{"lag":10,"stat":20.10571862164345,"p":0.02822525998740366,"reject":true}],"adf":{"stat":-1.793873716192394,"p":0.3933934684798124,"reject":false,"criticalValue":-2.86},"kpss":{"stat":7.035504660503312,"p":0.001,"reject":true,"criticalValue":0.463},"runs":{"stat":1.9572818305857291,"p":0.05031420452872837,"reject":false,"runs":387,"n1":351,"n2":369},"varianceRatio":{"stat":-1.4485558175567228,"p":0.1474617496353685,"reject":false,"vr":0.8990042709372419,"horizon":4}},"verdict":{"regime":"stressed","stationary":"no","autocorrelated":true,"efficient":false,"tailRisk":"fat"}},"benchmark":null}