{"ok":true,"asset":"hl-bome","type":"hl-perp","now":1781948458418,"quote":{"name":"BOME","markPx":0.000436,"midPx":0.000435,"prevDayPx":0.000432,"changePct":0.9259259259259359,"funding":-0.0000294735,"openInterestUsd":185074.724904,"dayVolumeUsd":32099.11507,"oraclePx":0.000437,"premium":-0.0022883295,"impactBid":0.000435,"impactAsk":0.000436,"oracleBasisBps":-22.883295194507323},"snapshot":{"fetchedAt":1781948455969,"ageMs":2449,"stale":false},"stats":{"n":721,"range":{"min":0.000382,"max":0.000624,"span":0.00024199999999999997},"moments":{"mean":0.00047304854368932083,"stdev":0.000053140815305642724,"cv":0.11233691766852466,"skew":0.6251823356611366,"kurtosis":-0.2068586615595729,"ci95":{"lo":0.0004691695716220784,"hi":0.00047692751575656325,"halfWidth":0.000003878972067242401}},"returns":{"mean":-0.0004595646495978622,"stdev":0.011442584253908678,"annualisedVol":1.0709672046390204,"sharpe":-3.759019242642638,"sortino":-3.400430445224366,"calmar":-10.380539959577764,"sharpeAdjAC":-4.146005300125121,"omega":0.8941909276403057,"skew":-0.2481473883135254,"kurtosis":2.702242410523237,"gainToPain":0.8941909276403057,"returnMode":"log","framing":"annualised","sharpeSuppressedReason":null},"horizon":null,"risk":{"var95":0.017070371114227413,"var99":0.03945679983044952,"es95":0.027637049352500758,"es90":0.0212426715414442,"es99":0.0438137028585003,"esTailConcentration":2.5298244776885705,"ulcerIndex":0.25641376362145163,"cdar95":0.35855263157894735,"drawdownAtRisk95":0.34935897435897434,"sterling":-11.22788114188157,"tailIndex":2.9382061452581993,"tailIndexWide":2.556109187824558,"maxDrawdown":0.3878205128205128,"drawdownPeak":0.000624,"drawdownTrough":0.000382,"drawdownDurationBars":371},"structure":{"hurst":0.9323349580391738,"autocorr1":-0.09767480067236374,"autocorr2":-0.060799525089849975,"trendT":-32.911029273196704,"halfLifeMR":75.23869914445682,"permEntropy":0.9977641819424886,"permEntropyTieFrac":0.04178272980501393,"rollSpreadBps":70.79555726474065},"tests":{"jarqueBera":{"stat":226.4526765161319,"p":6.705421589476106e-50,"reject":true},"ljungBox":{"stat":23.182414322466087,"p":0.0003664648808074933,"reject":true},"ljungBoxProfile":[{"lag":1,"stat":6.8977249210721725,"p":0.008466386642693169,"reject":true},{"lag":2,"stat":9.574091658451685,"p":0.008438575898548129,"reject":true},{"lag":3,"stat":9.830337804128554,"p":0.01992538471078875,"reject":true},{"lag":5,"stat":23.182414322466087,"p":0.0003664648808074933,"reject":true},{"lag":10,"stat":25.375224842843156,"p":0.00479013467576217,"reject":true}],"adf":{"stat":-2.446256842684272,"p":0.1363950462693317,"reject":false,"criticalValue":-2.86},"kpss":{"stat":7.063499839114402,"p":0.001,"reject":true,"criticalValue":0.463},"runs":{"stat":1.0741734762050126,"p":0.28274501070105384,"reject":false,"runs":334,"n1":315,"n2":324},"varianceRatio":{"stat":-3.0857739946411575,"p":0.0020303674887911516,"reject":true,"vr":0.7848546873137807,"horizon":4}},"verdict":{"regime":"stressed","stationary":"no","autocorrelated":true,"efficient":false,"tailRisk":"fat"}},"benchmark":{"benchmarkAsset":"BTC","up":1.720131889879725,"down":1.7131146828793655,"captureSpread":0.007017207000359571,"alignedBars":720}}