{"ok":true,"asset":"hl-dot","type":"hl-perp","now":1781955560377,"quote":{"name":"DOT","markPx":0.96468,"midPx":0.96503,"prevDayPx":0.95055,"changePct":1.4865078112671586,"funding":-0.0000127223,"openInterestUsd":3829168.7646239996,"dayVolumeUsd":513210.9751499999,"oraclePx":0.96545,"premium":-0.0004039567,"impactBid":0.96428,"impactAsk":0.96506,"oracleBasisBps":-7.975555440468677},"snapshot":{"fetchedAt":1781955554668,"ageMs":5709,"stale":false},"stats":{"n":721,"range":{"min":0.89525,"max":1.3458,"span":0.4505500000000001},"moments":{"mean":1.0848249791955622,"stdev":0.1287806870388606,"cv":0.11871102667119282,"skew":0.3638524370153172,"kurtosis":-1.4783473779865008,"ci95":{"lo":1.0754247341117993,"hi":1.0942252242793251,"halfWidth":0.009400245083763003}},"returns":{"mean":-0.00035667403245834197,"stdev":0.009029530751843052,"annualisedVol":0.8451177718180344,"sharpe":-3.6970758733586497,"sortino":-3.526737594245783,"calmar":-9.332825117856272,"sharpeAdjAC":-4.1778808316256555,"omega":0.8945114884570987,"skew":-0.14020809405880813,"kurtosis":3.1623608568994173,"gainToPain":0.8945114884570987,"returnMode":"log","framing":"annualised","sharpeSuppressedReason":null},"horizon":null,"risk":{"var95":0.01422517943856119,"var99":0.02736910284479843,"es95":0.022156338048109292,"es90":0.017114305028815262,"es99":0.03275470407335467,"esTailConcentration":2.10200250269867,"ulcerIndex":0.21606191821050175,"cdar95":0.3085685998080114,"drawdownAtRisk95":0.3003566651805618,"sterling":-10.125672301974632,"tailIndex":2.1672405859893398,"tailIndexWide":2.238037910606922,"maxDrawdown":0.3347822856293655,"drawdownPeak":1.3458,"drawdownTrough":0.89525,"drawdownDurationBars":352},"structure":{"hurst":0.9295682658620595,"autocorr1":-0.12165636804304676,"autocorr2":-0.006286778769444447,"trendT":-51.15358129599147,"halfLifeMR":208.46397067313944,"permEntropy":0.999485389461787,"permEntropyTieFrac":0,"rollSpreadBps":58.696065497574956},"tests":{"jarqueBera":{"stat":302.3747828342409,"p":2.188518258376611e-66,"reject":true},"ljungBox":{"stat":16.97941589667931,"p":0.004699778452430969,"reject":true},"ljungBoxProfile":[{"lag":1,"stat":10.700658326730823,"p":0.0012445941174266117,"reject":true},{"lag":2,"stat":10.729273844307311,"p":0.004868261720249789,"reject":true},{"lag":3,"stat":11.318030197015919,"p":0.010231029147295345,"reject":true},{"lag":5,"stat":16.97941589667931,"p":0.004699778452430969,"reject":true},{"lag":10,"stat":18.445680006392568,"p":0.04767794708863948,"reject":true}],"adf":{"stat":-1.1864053605396696,"p":0.6789066543001501,"reject":false,"criticalValue":-2.86},"kpss":{"stat":8.936368436740844,"p":0.001,"reject":true,"criticalValue":0.463},"runs":{"stat":2.1336821678066937,"p":0.03286869002620052,"reject":true,"runs":387,"n1":356,"n2":359},"varianceRatio":{"stat":-2.8712157411294292,"p":0.00408909435017657,"reject":true,"vr":0.799814046820133,"horizon":4}},"verdict":{"regime":"stressed","stationary":"no","autocorrelated":true,"efficient":false,"tailRisk":"fat"}},"benchmark":{"benchmarkAsset":"BTC","up":1.5750305829156321,"down":1.543652515500772,"captureSpread":0.031378067414860045,"alignedBars":720}}