{"ok":true,"asset":"hl-stx","type":"hl-perp","now":1781950447937,"quote":{"name":"STX","markPx":0.18191,"midPx":0.18195,"prevDayPx":0.17986,"changePct":1.1397753808517717,"funding":-0.0000228542,"openInterestUsd":528971.6503959999,"dayVolumeUsd":141974.4881100001,"oraclePx":0.1821,"premium":-0.0003294893,"impactBid":0.18178,"impactAsk":0.18204,"oracleBasisBps":-10.43382756727202},"snapshot":{"fetchedAt":1781950442043,"ageMs":5894,"stale":false},"stats":{"n":721,"range":{"min":0.16855,"max":0.25586,"span":0.08730999999999997},"moments":{"mean":0.20881112343966696,"stdev":0.027097436040816297,"cv":0.12977007926805068,"skew":0.26577250230643046,"kurtosis":-1.6379372623777129,"ci95":{"lo":0.20683316738288338,"hi":0.21078907949645054,"halfWidth":0.001977956056783587}},"returns":{"mean":-0.00039268903171163456,"stdev":0.009546757143653136,"annualisedVol":0.8935275095757576,"sharpe":-3.8498601116681823,"sortino":-3.749760872930768,"calmar":-10.080713791395628,"sharpeAdjAC":-4.247356367746048,"omega":0.8905843076280333,"skew":-0.1525687352841059,"kurtosis":3.4283505644914043,"gainToPain":0.8905843076280333,"returnMode":"log","framing":"annualised","sharpeSuppressedReason":null},"horizon":null,"risk":{"var95":0.015167235950957507,"var99":0.028819002532541212,"es95":0.023270267467999855,"es90":0.018159858740501172,"es99":0.03599083777412682,"esTailConcentration":2.4891492998747125,"ulcerIndex":0.2120731746531806,"cdar95":0.31464314310402,"drawdownAtRisk95":0.30434612678808715,"sterling":-10.932880608355354,"tailIndex":2.600963862291347,"tailIndexWide":2.3570182367699473,"maxDrawdown":0.34124130383803636,"drawdownPeak":0.25586,"drawdownTrough":0.16855,"drawdownDurationBars":339},"structure":{"hurst":0.9303383188220196,"autocorr1":-0.0979449280022,"autocorr2":-0.031208079855752854,"trendT":-47.40324389845235,"halfLifeMR":241.37759302188397,"permEntropy":0.9992546455680437,"permEntropyTieFrac":0,"rollSpreadBps":45.275609241692905},"tests":{"jarqueBera":{"stat":355.40089406979894,"p":6.693856856010061e-78,"reject":true},"ljungBox":{"stat":15.659252965153907,"p":0.008033652971304539,"reject":true},"ljungBoxProfile":[{"lag":1,"stat":6.935930077437799,"p":0.008296461944706346,"reject":true},{"lag":2,"stat":7.641076564941224,"p":0.02152493023651525,"reject":true},{"lag":3,"stat":7.686487315563223,"p":0.05201439908443972,"reject":false},{"lag":5,"stat":15.659252965153907,"p":0.008033652971304539,"reject":true},{"lag":10,"stat":17.118426778995843,"p":0.07138633341410683,"reject":false}],"adf":{"stat":-1.0768567142463734,"p":0.7233864021309727,"reject":false,"criticalValue":-2.86},"kpss":{"stat":8.663021944543546,"p":0.001,"reject":true,"criticalValue":0.463},"runs":{"stat":0.871294464552671,"p":0.38359331306773203,"reject":false,"runs":370,"n1":343,"n2":373},"varianceRatio":{"stat":-2.457411548080677,"p":0.01399423779553266,"reject":true,"vr":0.8286651657481398,"horizon":4}},"verdict":{"regime":"stressed","stationary":"no","autocorrelated":true,"efficient":false,"tailRisk":"fat"}},"benchmark":{"benchmarkAsset":"BTC","up":1.5787490475883479,"down":1.5541728130955046,"captureSpread":0.024576234492843296,"alignedBars":720}}