{"ok":true,"asset":"hl-avnt","type":"hl-perp","now":1781942343683,"quote":{"name":"AVNT","markPx":0.11305,"midPx":0.11304,"prevDayPx":0.10922,"changePct":3.5066837575535614,"funding":-0.0000813307,"openInterestUsd":519928.255,"dayVolumeUsd":234903.73542,"oraclePx":0.11335,"premium":-0.001826202,"impactBid":0.112954,"impactAsk":0.113143,"oracleBasisBps":-26.466696074107507},"snapshot":{"fetchedAt":1781942341485,"ageMs":2198,"stale":false},"stats":{"n":721,"range":{"min":0.098441,"max":0.16416,"span":0.065719},"moments":{"mean":0.12498263938973643,"stdev":0.018829510337729678,"cv":0.15065700668244936,"skew":0.29782893604053345,"kurtosis":-1.4037548400562934,"ci95":{"lo":0.12360819407458994,"hi":0.1263570847048829,"halfWidth":0.0013744453151464887}},"returns":{"mean":-0.00039903596598807675,"stdev":0.01330191466196867,"annualisedVol":1.244990995544483,"sharpe":-2.8076950552777373,"sortino":-2.7928007570875613,"calmar":-8.73157411079048,"sharpeAdjAC":-3.089679655015481,"omega":0.9192443162215174,"skew":0.037707874575027625,"kurtosis":3.1136603908472114,"gainToPain":0.9192443162215174,"returnMode":"log","framing":"annualised","sharpeSuppressedReason":null},"horizon":null,"risk":{"var95":0.02205066304770009,"var99":0.03784743606253956,"es95":0.03224589900170491,"es90":0.024837021538709054,"es99":0.04591637422415629,"esTailConcentration":1.8451479715691752,"ulcerIndex":0.26471660824995885,"cdar95":0.38934608951056315,"drawdownAtRisk95":0.38273635477582846,"sterling":-8.97801507766451,"tailIndex":3.1755134259086306,"tailIndexWide":2.185748788827469,"maxDrawdown":0.40033503898635475,"drawdownPeak":0.16416,"drawdownTrough":0.098441,"drawdownDurationBars":417},"structure":{"hurst":0.9099626294981957,"autocorr1":-0.09541241064427097,"autocorr2":-0.05853286126838118,"trendT":-43.739283240246294,"halfLifeMR":139.69722652192837,"permEntropy":0.998196716375484,"permEntropyTieFrac":0,"rollSpreadBps":69.0162458237348},"tests":{"jarqueBera":{"stat":291.0170569425202,"p":6.403965964267267e-64,"reject":true},"ljungBox":{"stat":9.542754645645083,"p":0.0883126608446766,"reject":false},"ljungBoxProfile":[{"lag":1,"stat":6.581888804002399,"p":0.010020834882422225,"reject":true},{"lag":2,"stat":9.062420371915112,"p":0.01079087940201251,"reject":true},{"lag":3,"stat":9.062493707811084,"p":0.028109618611405485,"reject":true},{"lag":5,"stat":9.542754645645083,"p":0.0883126608446766,"reject":false},{"lag":10,"stat":16.929888867232805,"p":0.0755048464989525,"reject":false}],"adf":{"stat":-1.4959048766807974,"p":0.5352833920567631,"reject":false,"criticalValue":-2.86},"kpss":{"stat":8.38859076051461,"p":0.001,"reject":true,"criticalValue":0.463},"runs":{"stat":1.0148496679104344,"p":0.31017752486488015,"reject":false,"runs":372,"n1":344,"n2":372},"varianceRatio":{"stat":-3.2237426596131025,"p":0.0012653963080151431,"reject":true,"vr":0.7752352817390892,"horizon":4}},"verdict":{"regime":"stressed","stationary":"no","autocorrelated":false,"efficient":false,"tailRisk":"normal"}},"benchmark":{"benchmarkAsset":"BTC","up":1.8116106423282499,"down":1.7469292704951662,"captureSpread":0.06468137183308365,"alignedBars":720}}