{"ok":true,"asset":"hl-celo","type":"hl-perp","now":1781957895253,"quote":{"name":"CELO","markPx":0.066048,"midPx":0.066049,"prevDayPx":0.062006,"changePct":6.518723994452145,"funding":0.0000125,"openInterestUsd":130995.24403199999,"dayVolumeUsd":518523.5623190001,"oraclePx":0.06613,"premium":0,"impactBid":0.065892,"impactAsk":0.066167,"oracleBasisBps":-12.3998185392407},"snapshot":{"fetchedAt":1781957889670,"ageMs":5583,"stale":false},"stats":{"n":721,"range":{"min":0.057083,"max":0.084438,"span":0.027354999999999997},"moments":{"mean":0.0686277517337032,"stdev":0.0080264708808279,"cv":0.11695663456924944,"skew":0.3579047561223838,"kurtosis":-1.3372778649103363,"ci95":{"lo":0.06804186579713647,"hi":0.06921363767026992,"halfWidth":0.0005858859365667268}},"returns":{"mean":-0.00030042443111320794,"stdev":0.00916898252811316,"annualisedVol":0.8581697429200105,"sharpe":-3.066663720392904,"sortino":-3.0451850942591827,"calmar":-8.123451138058586,"sharpeAdjAC":-3.191523184936129,"omega":0.9109026769184485,"skew":-0.147954448292586,"kurtosis":2.7918919225408323,"gainToPain":0.9109026769184485,"returnMode":"log","framing":"annualised","sharpeSuppressedReason":null},"horizon":null,"risk":{"var95":0.014082591431769797,"var99":0.029708587674883817,"es95":0.02242762644059061,"es90":0.017387363290203364,"es99":0.03387289776238885,"esTailConcentration":2.270768604793758,"ulcerIndex":0.2099472278440095,"cdar95":0.3065354087271757,"drawdownAtRisk95":0.3005874132499586,"sterling":-8.585363849087978,"tailIndex":2.523443252117693,"tailIndexWide":2.115411059546554,"maxDrawdown":0.32396551315758304,"drawdownPeak":0.084438,"drawdownTrough":0.057083,"drawdownDurationBars":482},"structure":{"hurst":0.9235035458508716,"autocorr1":-0.039886882559917784,"autocorr2":-0.06541588398687137,"trendT":-42.4231784353434,"halfLifeMR":143.24234205081174,"permEntropy":0.9992603853438071,"permEntropyTieFrac":0,"rollSpreadBps":31.15703570801881},"tests":{"jarqueBera":{"stat":236.46667746680995,"p":4.4865592873779814e-52,"reject":true},"ljungBox":{"stat":7.356694931443264,"p":0.19421925835964682,"reject":false},"ljungBoxProfile":[{"lag":1,"stat":1.1502731766860284,"p":0.28340854089601575,"reject":false},{"lag":2,"stat":4.248489079732181,"p":0.11706284228531683,"reject":false},{"lag":3,"stat":4.26150185980244,"p":0.23323868421378746,"reject":false},{"lag":5,"stat":7.356694931443264,"p":0.19421925835964682,"reject":false},{"lag":10,"stat":11.243797846330617,"p":0.3385593795574646,"reject":false}],"adf":{"stat":-1.6767422022614331,"p":0.44917037987550806,"reject":false,"criticalValue":-2.86},"kpss":{"stat":8.331721154732852,"p":0.001,"reject":true,"criticalValue":0.463},"runs":{"stat":0.5985767310703668,"p":0.5494550817762742,"reject":false,"runs":368,"n1":341,"n2":379},"varianceRatio":{"stat":-1.7817957601032117,"p":0.07478244365218334,"reject":false,"vr":0.8757702260061453,"horizon":4}},"verdict":{"regime":"stressed","stationary":"no","autocorrelated":false,"efficient":true,"tailRisk":"fat"}},"benchmark":{"benchmarkAsset":"BTC","up":1.4845792864933984,"down":1.419761515769577,"captureSpread":0.06481777072382133,"alignedBars":720}}