{"ok":true,"asset":"hl-comp","type":"hl-perp","now":1781955230586,"quote":{"name":"COMP","markPx":17.658,"midPx":17.6575,"prevDayPx":17.289,"changePct":2.1343050494534084,"funding":0.0000125,"openInterestUsd":709882.6780800001,"dayVolumeUsd":108271.15396,"oraclePx":17.685,"premium":-0.0003279615,"impactBid":17.6312,"impactAsk":17.6792,"oracleBasisBps":-15.267175572517655},"snapshot":{"fetchedAt":1781955230521,"ageMs":65,"stale":false},"stats":{"n":721,"range":{"min":15.271,"max":22.896,"span":7.625},"moments":{"mean":18.145790568654633,"stdev":1.373651271538674,"cv":0.07570082253189586,"skew":1.3870745533594924,"kurtosis":2.742558449611599,"ci95":{"lo":18.045521973192102,"hi":18.246059164117163,"halfWidth":0.10026859546253021}},"returns":{"mean":-0.0003359463604903408,"stdev":0.009265965400166465,"annualisedVol":0.8672468423825128,"sharpe":-3.3933708075668934,"sortino":-3.1074864205433874,"calmar":-8.836775362535443,"sharpeAdjAC":-3.6616960197159987,"omega":0.8986519094743471,"skew":-1.14443482364367,"kurtosis":10.934006926401855,"gainToPain":0.8986519094743471,"returnMode":"log","framing":"annualised","sharpeSuppressedReason":null},"horizon":null,"risk":{"var95":0.01394992820231841,"var99":0.026339459212007966,"es95":0.02317824114928904,"es90":0.01738965800644864,"es99":0.040874112995389206,"esTailConcentration":3.057029917241021,"ulcerIndex":0.21595511877151083,"cdar95":0.3035688990877671,"drawdownAtRisk95":0.2928459119496856,"sterling":-9.694307047720804,"tailIndex":2.417095926131824,"tailIndexWide":2.1712238899078327,"maxDrawdown":0.33302760307477286,"drawdownPeak":22.896,"drawdownTrough":15.271,"drawdownDurationBars":371},"structure":{"hurst":0.9282456842883667,"autocorr1":-0.07595608798522809,"autocorr2":0.016309485247516353,"trendT":-20.13701885684711,"halfLifeMR":47.909785069058294,"permEntropy":0.9991921586411261,"permEntropyTieFrac":0.002785515320334262,"rollSpreadBps":45.11798760109703},"tests":{"jarqueBera":{"stat":3743.7429518663102,"p":0,"reject":true},"ljungBox":{"stat":4.780268978569254,"p":0.4442154109049634,"reject":false},"ljungBoxProfile":[{"lag":1,"stat":4.171247711657756,"p":0.03879400934852817,"reject":true},{"lag":2,"stat":4.36383417518256,"p":0.11040300830099115,"reject":false},{"lag":3,"stat":4.640695884637601,"p":0.19842378084482115,"reject":false},{"lag":5,"stat":4.780268978569254,"p":0.4442154109049634,"reject":false},{"lag":10,"stat":7.884367175186326,"p":0.6413004323584117,"reject":false}],"adf":{"stat":-3.1759557519899526,"p":0.022292463613389397,"reject":true,"criticalValue":-2.86},"kpss":{"stat":4.5086140298740025,"p":0.001,"reject":true,"criticalValue":0.463},"runs":{"stat":0.5985802627055336,"p":0.549452726112353,"reject":false,"runs":367,"n1":359,"n2":357},"varianceRatio":{"stat":-1.215032245198705,"p":0.22435391930437065,"reject":false,"vr":0.9152859241243578,"horizon":4}},"verdict":{"regime":"stressed","stationary":"no","autocorrelated":false,"efficient":false,"tailRisk":"fat"}},"benchmark":{"benchmarkAsset":"BTC","up":1.0538826474582013,"down":1.084719105107216,"captureSpread":-0.03083645764901477,"alignedBars":720}}