{"ok":true,"asset":"hl-SKR","type":"hl-perp","now":1781954684841,"quote":{"name":"SKR","markPx":0.008472,"midPx":0.008467,"prevDayPx":0.008335,"changePct":1.6436712657468502,"funding":0.0000125,"openInterestUsd":203792.587536,"dayVolumeUsd":63405.475774,"oraclePx":0.008484,"premium":0,"impactBid":0.008447,"impactAsk":0.008485,"oracleBasisBps":-14.144271570013975},"snapshot":{"fetchedAt":1781954684603,"ageMs":238,"stale":false},"stats":{"n":721,"range":{"min":0.008228,"max":0.014892,"span":0.0066640000000000015},"moments":{"mean":0.011504203883495146,"stdev":0.002353479036751622,"cv":0.2045755673826428,"skew":0.12264779351277875,"kurtosis":-1.7100229574404486,"ci95":{"lo":0.011332413530037194,"hi":0.011675994236953098,"halfWidth":0.00017179035345795174}},"returns":{"mean":-0.0007481826780589497,"stdev":0.011685105311934247,"annualisedVol":1.0936659319384083,"sharpe":-5.992762568895219,"sortino":-5.787014500295198,"calmar":-14.646363029545013,"sharpeAdjAC":-6.273479412239427,"omega":0.8185383730420421,"skew":-0.07350310393569254,"kurtosis":14.54732656414257,"gainToPain":0.8185383730420421,"returnMode":"log","framing":"annualised","sharpeSuppressedReason":null},"horizon":null,"risk":{"var95":0.018177182298479977,"var99":0.03162063898452056,"es95":0.029059188680735284,"es90":0.02201593038868758,"es99":0.04849568757624506,"esTailConcentration":2.759589111967518,"ulcerIndex":0.2769299166837174,"cdar95":0.43938338015695,"drawdownAtRisk95":0.4320440504969111,"sterling":-14.916541125099561,"tailIndex":2.8293248370458137,"tailIndexWide":1.9317884072635285,"maxDrawdown":0.44748858447488593,"drawdownPeak":0.014892,"drawdownTrough":0.008228,"drawdownDurationBars":680},"structure":{"hurst":0.9198752018265822,"autocorr1":-0.04574667591351289,"autocorr2":-0.057286086844959505,"trendT":-84.9848289043264,"halfLifeMR":500.9070072770848,"permEntropy":0.9986788125879166,"permEntropyTieFrac":0,"rollSpreadBps":42.47410239678431},"tests":{"jarqueBera":{"stat":6349.389629668824,"p":0,"reject":true},"ljungBox":{"stat":12.544445662775024,"p":0.027884853036402868,"reject":true},"ljungBoxProfile":[{"lag":1,"stat":1.5130730241635162,"p":0.21610247250950798,"reject":false},{"lag":2,"stat":3.8890573091285927,"p":0.14055628459460612,"reject":false},{"lag":3,"stat":10.328695991604299,"p":0.0159365496536521,"reject":true},{"lag":5,"stat":12.544445662775024,"p":0.027884853036402868,"reject":true},{"lag":10,"stat":18.05147868580501,"p":0.053833399757465594,"reject":false}],"adf":{"stat":-0.7014709651004183,"p":0.8391927988138562,"reject":false,"criticalValue":-2.86},"kpss":{"stat":9.959142364676854,"p":0.001,"reject":true,"criticalValue":0.463},"runs":{"stat":2.55505726065545,"p":0.010617084547058564,"reject":true,"runs":394,"n1":344,"n2":375},"varianceRatio":{"stat":-2.4404480249886604,"p":0.014669060317881844,"reject":true,"vr":0.8298478908881629,"horizon":4}},"verdict":{"regime":"stressed","stationary":"no","autocorrelated":true,"efficient":false,"tailRisk":"fat"}},"benchmark":{"benchmarkAsset":"BTC","up":1.2736327359468758,"down":1.4884824752709558,"captureSpread":-0.21484973932408002,"alignedBars":720}}