{"ok":true,"asset":"hl-aave","type":"hl-perp","now":1781955276865,"quote":{"name":"AAVE","markPx":74.595,"midPx":74.6005,"prevDayPx":72.375,"changePct":3.0673575129533663,"funding":0.0000125,"openInterestUsd":49881845.0847,"dayVolumeUsd":8190695.81341,"oraclePx":74.605,"premium":-0.000044233,"impactBid":74.6,"impactAsk":74.6017,"oracleBasisBps":-1.3403927350720617},"snapshot":{"fetchedAt":1781955273003,"ageMs":3862,"stale":false},"stats":{"n":721,"range":{"min":58.494,"max":89.429,"span":30.935000000000002},"moments":{"mean":74.64276005547848,"stdev":9.08188716664243,"cv":0.12167137388666077,"skew":-0.07652138534828565,"kurtosis":-1.3815096872293395,"ci95":{"lo":73.97983483623533,"hi":75.30568527472163,"halfWidth":0.6629252192431553}},"returns":{"mean":-0.0002299127198098608,"stdev":0.009130112401464116,"annualisedVol":0.8545316984051038,"sharpe":-2.3568879063156727,"sortino":-2.277311803481022,"calmar":-5.822310459677198,"sharpeAdjAC":-2.430603980400103,"omega":0.9309890552093015,"skew":-0.2073999930792889,"kurtosis":3.633889373388461,"gainToPain":0.9309890552093015,"returnMode":"log","framing":"annualised","sharpeSuppressedReason":null},"horizon":null,"risk":{"var95":0.014273958856260847,"var99":0.024578154197774132,"es95":0.022043918687427236,"es90":0.017059440758749725,"es99":0.03398688154471982,"esTailConcentration":2.3960308437881497,"ulcerIndex":0.1939965420910489,"cdar95":0.32159711176584893,"drawdownAtRisk95":0.313679007928077,"sterling":-6.262604208338713,"tailIndex":2.679782206044301,"tailIndexWide":2.3093298806457887,"maxDrawdown":0.345916872602847,"drawdownPeak":89.429,"drawdownTrough":58.494,"drawdownDurationBars":352},"structure":{"hurst":0.9155454769545905,"autocorr1":-0.03078797952074613,"autocorr2":-0.034249813444005295,"trendT":-25.88514469653465,"halfLifeMR":169.82070848965873,"permEntropy":0.9985867956288031,"permEntropyTieFrac":0,"rollSpreadBps":29.400336320303033},"tests":{"jarqueBera":{"stat":401.31633019628214,"p":7.16582419475296e-88,"reject":true},"ljungBox":{"stat":18.594430967302266,"p":0.0024282224797280705,"reject":true},"ljungBoxProfile":[{"lag":1,"stat":0.6853354258623978,"p":0.4127926568676836,"reject":false},{"lag":2,"stat":1.5346364940214707,"p":0.46818443704637147,"reject":false},{"lag":3,"stat":1.5791732421136473,"p":0.6683623785611181,"reject":false},{"lag":5,"stat":18.594430967302266,"p":0.0024282224797280705,"reject":true},{"lag":10,"stat":20.71030554718752,"p":0.023209113103847434,"reject":true}],"adf":{"stat":-1.5271570432891812,"p":0.5204014079575328,"reject":false,"criticalValue":-2.86},"kpss":{"stat":6.540356721729139,"p":0.001,"reject":true,"criticalValue":0.463},"runs":{"stat":-0.186546980037919,"p":0.8520158691902302,"reject":false,"runs":358,"n1":359,"n2":360},"varianceRatio":{"stat":-1.1678699550803635,"p":0.24285933790370717,"reject":false,"vr":0.9185741576995095,"horizon":4}},"verdict":{"regime":"stressed","stationary":"no","autocorrelated":true,"efficient":false,"tailRisk":"fat"}},"benchmark":{"benchmarkAsset":"BTC","up":1.5568638223736726,"down":1.4798430729631593,"captureSpread":0.07702074941051329,"alignedBars":720}}