{"ok":true,"asset":"hl-ape","type":"hl-perp","now":1781954595912,"quote":{"name":"APE","markPx":0.13936,"midPx":0.13942,"prevDayPx":0.1269,"changePct":9.8187549251379,"funding":0.0000125,"openInterestUsd":863741.908224,"dayVolumeUsd":518430.8494299999,"oraclePx":0.13944,"premium":0,"impactBid":0.13929,"impactAsk":0.13955,"oracleBasisBps":-5.73723465289707},"snapshot":{"fetchedAt":1781954594675,"ageMs":1237,"stale":false},"stats":{"n":721,"range":{"min":0.11516,"max":0.15481,"span":0.039650000000000005},"moments":{"mean":0.13278081830790567,"stdev":0.008336163820733659,"cv":0.06278138609902911,"skew":0.3435821517174131,"kurtosis":-0.4869968816782544,"ci95":{"lo":0.13217232657847694,"hi":0.1333893100373344,"halfWidth":0.0006084917294287167}},"returns":{"mean":-0.0000043766498374612425,"stdev":0.012283110645881166,"annualisedVol":1.1496361644178053,"sharpe":-0.03334920539453995,"sortino":-0.0338921532049274,"calmar":-0.14969308078979582,"sharpeAdjAC":-0.03419664719024961,"omega":0.9989910502857321,"skew":0.10559012700819435,"kurtosis":2.6093372680421854,"gainToPain":0.9989910502857321,"returnMode":"log","framing":"annualised","sharpeSuppressedReason":null},"horizon":null,"risk":{"var95":0.01946860926569917,"var99":0.03496090266354816,"es95":0.027698305677819668,"es90":0.02200831362776876,"es99":0.04277856044095979,"esTailConcentration":2.6503120971856537,"ulcerIndex":0.1424899661657782,"cdar95":0.23437797334832416,"drawdownAtRisk95":0.22298301143337,"sterling":-0.16357958910747025,"tailIndex":2.6257493078764313,"tailIndexWide":2.2352123619986273,"maxDrawdown":0.2561204056585492,"drawdownPeak":0.15481,"drawdownTrough":0.11516,"drawdownDurationBars":196},"structure":{"hurst":0.9323973686064072,"autocorr1":-0.02508839229997951,"autocorr2":-0.0611115035973821,"trendT":-14.61860726313597,"halfLifeMR":35.224471444873956,"permEntropy":0.9977548190704588,"permEntropyTieFrac":0,"rollSpreadBps":35.35539660548523},"tests":{"jarqueBera":{"stat":205.59714234240846,"p":2.2654151096869725e-45,"reject":true},"ljungBox":{"stat":3.493231280073833,"p":0.6268856497843616,"reject":false},"ljungBoxProfile":[{"lag":1,"stat":0.4550786568487864,"p":0.5072745416757793,"reject":false},{"lag":2,"stat":3.158982159447074,"p":0.20409070819352593,"reject":false},{"lag":3,"stat":3.3483715980314073,"p":0.34119197360212583,"reject":false},{"lag":5,"stat":3.493231280073833,"p":0.6268856497843616,"reject":false},{"lag":10,"stat":10.929434598615588,"p":0.36287919699226967,"reject":false}],"adf":{"stat":-2.6620188996616725,"p":0.08413467247212542,"reject":false,"criticalValue":-2.86},"kpss":{"stat":3.2373798814348618,"p":0.001,"reject":true,"criticalValue":0.463},"runs":{"stat":1.1205883811774628,"p":0.2624632126026458,"reject":false,"runs":375,"n1":358,"n2":360},"varianceRatio":{"stat":-1.491449042449087,"p":0.13584370009956093,"reject":false,"vr":0.8960136837141938,"horizon":4}},"verdict":{"regime":"stressed","stationary":"no","autocorrelated":false,"efficient":true,"tailRisk":"normal"}},"benchmark":{"benchmarkAsset":"BTC","up":1.7550596284110922,"down":1.4964589313158558,"captureSpread":0.25860069709523636,"alignedBars":720}}