{"ok":true,"asset":"hl-dym","type":"hl-perp","now":1781954582558,"quote":{"name":"DYM","markPx":0.01757,"midPx":0.01757,"prevDayPx":0.01675,"changePct":4.895522388059688,"funding":0.0000125,"openInterestUsd":194186.9783,"dayVolumeUsd":127000.173394,"oraclePx":0.01758,"premium":0,"impactBid":0.01747,"impactAsk":0.01767,"oracleBasisBps":-5.688282138793853},"snapshot":{"fetchedAt":1781954576928,"ageMs":5630,"stale":false},"stats":{"n":721,"range":{"min":0.01434,"max":0.02965,"span":0.015309999999999999},"moments":{"mean":0.019367933425797516,"stdev":0.003778640742678293,"cv":0.19509777628857683,"skew":0.9434792306442499,"kurtosis":-0.33265667286928835,"ci95":{"lo":0.019092114513184093,"hi":0.01964375233841094,"halfWidth":0.00027581891261342417}},"returns":{"mean":-0.0004753173121740833,"stdev":0.013908488552085181,"annualisedVol":1.3017632009388362,"sharpe":-3.1985691803563334,"sortino":-3.0599670215069095,"calmar":-8.06375354410342,"sharpeAdjAC":-3.435415740845119,"omega":0.9085394134438386,"skew":-0.35091279378501056,"kurtosis":3.840635271899901,"gainToPain":0.9085394134438386,"returnMode":"log","framing":"annualised","sharpeSuppressedReason":null},"horizon":null,"risk":{"var95":0.020754093401141226,"var99":0.040417404065994825,"es95":0.03412421375912408,"es90":0.02590100823881472,"es99":0.05407762185139453,"esTailConcentration":2.426475666087914,"ulcerIndex":0.36749784996523327,"cdar95":0.49243881318080324,"drawdownAtRisk95":0.4870151770657673,"sterling":-8.455425411636272,"tailIndex":2.5936275538633766,"tailIndexWide":2.1555629306949426,"maxDrawdown":0.5163575042158516,"drawdownPeak":0.02965,"drawdownTrough":0.01434,"drawdownDurationBars":314},"structure":{"hurst":0.9332411835144343,"autocorr1":-0.07131311124057438,"autocorr2":-0.0007711603820078407,"trendT":-36.44037390782954,"halfLifeMR":162.53926525632528,"permEntropy":0.9986542520576225,"permEntropyTieFrac":0.004178272980501393,"rollSpreadBps":46.103714780062965},"tests":{"jarqueBera":{"stat":457.29115341388894,"p":5.017503967698798e-100,"reject":true},"ljungBox":{"stat":13.788885826362662,"p":0.017033317965064576,"reject":true},"ljungBoxProfile":[{"lag":1,"stat":3.6768809798719175,"p":0.052162207789705706,"reject":false},{"lag":2,"stat":3.677311540852351,"p":0.15658487328372894,"reject":false},{"lag":3,"stat":3.7051477918100604,"p":0.2945857240564508,"reject":false},{"lag":5,"stat":13.788885826362662,"p":0.017033317965064576,"reject":true},{"lag":10,"stat":17.056114268531232,"p":0.07272466130422872,"reject":false}],"adf":{"stat":-1.4725999553183429,"p":0.546380973657932,"reject":false,"criticalValue":-2.86},"kpss":{"stat":7.607311344675307,"p":0.001,"reject":true,"criticalValue":0.463},"runs":{"stat":2.1894579016009197,"p":0.02856347541989912,"reject":true,"runs":385,"n1":348,"n2":362},"varianceRatio":{"stat":-1.4770316292710297,"p":0.13966722659156683,"reject":false,"vr":0.8970188898218693,"horizon":4}},"verdict":{"regime":"stressed","stationary":"no","autocorrelated":true,"efficient":false,"tailRisk":"fat"}},"benchmark":{"benchmarkAsset":"BTC","up":1.4463565064181558,"down":1.5121292389599028,"captureSpread":-0.06577273254174698,"alignedBars":720}}