{"ok":true,"asset":"hl-ALGO","type":"hl-perp","now":1781954592795,"quote":{"name":"ALGO","markPx":0.093545,"midPx":0.093527,"prevDayPx":0.091863,"changePct":1.8309874487007858,"funding":0.0000125,"openInterestUsd":1804106.81201,"dayVolumeUsd":600954.5964670002,"oraclePx":0.093665,"premium":-0.0006512571,"impactBid":0.093466,"impactAsk":0.093604,"oracleBasisBps":-12.811615865050458},"snapshot":{"fetchedAt":1781954588469,"ageMs":4326,"stale":false},"stats":{"n":721,"range":{"min":0.086494,"max":0.13486,"span":0.048366000000000006},"moments":{"mean":0.1033631289875174,"stdev":0.012310241888870654,"cv":0.11909703207956576,"skew":0.46063725732366123,"kurtosis":-0.9775576835165296,"ci95":{"lo":0.1024645525514337,"hi":0.1042617054236011,"halfWidth":0.0008985764360837006}},"returns":{"mean":-0.00027739597504425356,"stdev":0.010615772756672914,"annualisedVol":0.9935818886728729,"sharpe":-2.445685422701693,"sortino":-2.565635779236427,"calmar":-6.775591979149402,"sharpeAdjAC":-2.5601838810951576,"omega":0.9306987395347435,"skew":0.3619666442483152,"kurtosis":2.0947074686915834,"gainToPain":0.9306987395347435,"returnMode":"log","framing":"annualised","sharpeSuppressedReason":null},"horizon":null,"risk":{"var95":0.0169634029696457,"var99":0.027294846842599092,"es95":0.02323027502424034,"es90":0.018760914209928124,"es99":0.030907332707539995,"esTailConcentration":1.7177081918997101,"ulcerIndex":0.23645034046324828,"cdar95":0.3523928718871623,"drawdownAtRisk95":0.34549903603737214,"sterling":-6.895680745113807,"tailIndex":3.084947644453425,"tailIndexWide":2.3828200940095114,"maxDrawdown":0.358638588165505,"drawdownPeak":0.13486,"drawdownTrough":0.086494,"drawdownDurationBars":286},"structure":{"hurst":0.9187821840364323,"autocorr1":-0.04572176417969459,"autocorr2":0.004893147126739287,"trendT":-28.947042370000737,"halfLifeMR":161.66315294906966,"permEntropy":0.9992778145644742,"permEntropyTieFrac":0,"rollSpreadBps":24.636433283393867},"tests":{"jarqueBera":{"stat":147.3563635675754,"p":1.0045515188603789e-32,"reject":true},"ljungBox":{"stat":9.775748954024433,"p":0.08094840650828605,"reject":false},"ljungBoxProfile":[{"lag":1,"stat":1.51142555979238,"p":0.2163616853816701,"reject":false},{"lag":2,"stat":1.52876047805955,"p":0.4695804092752278,"reject":false},{"lag":3,"stat":1.9009713444267011,"p":0.5972380855713417,"reject":false},{"lag":5,"stat":9.775748954024433,"p":0.08094840650828605,"reject":false},{"lag":10,"stat":18.32275811040741,"p":0.04952444834863501,"reject":true}],"adf":{"stat":-1.2536332702604032,"p":0.6483485135179985,"reject":false,"criticalValue":-2.86},"kpss":{"stat":6.745218386261635,"p":0.001,"reject":true,"criticalValue":0.463},"runs":{"stat":1.1075713425555491,"p":0.26804707827796204,"reject":false,"runs":374,"n1":338,"n2":381},"varianceRatio":{"stat":-1.024338149847812,"p":0.3056756144748489,"reject":false,"vr":0.928581434697372,"horizon":4}},"verdict":{"regime":"stressed","stationary":"no","autocorrelated":false,"efficient":true,"tailRisk":"normal"}},"benchmark":{"benchmarkAsset":"BTC","up":1.6570077914039723,"down":1.5939639240839851,"captureSpread":0.06304386731998712,"alignedBars":720}}