{"ok":true,"asset":"hl-met","type":"hl-perp","now":1781959331500,"quote":{"name":"MET","markPx":0.15035,"midPx":0.150495,"prevDayPx":0.12822,"changePct":17.259397909842466,"funding":0.0000125,"openInterestUsd":3273173.9267,"dayVolumeUsd":6401746.014920003,"oraclePx":0.1505,"premium":0,"impactBid":0.150396,"impactAsk":0.1507,"oracleBasisBps":-9.966777408636775},"snapshot":{"fetchedAt":1781959328867,"ageMs":2633,"stale":false},"stats":{"n":721,"range":{"min":0.094914,"max":0.15213,"span":0.05721599999999999},"moments":{"mean":0.12046999445214979,"stdev":0.015047604529827341,"cv":0.12490748919063153,"skew":-0.005863140221422863,"kurtosis":-1.2615067824072308,"ci95":{"lo":0.1193716063804878,"hi":0.12156838252381177,"halfWidth":0.0010983880716619828}},"returns":{"mean":0.000044253526525973345,"stdev":0.01499534348243632,"annualisedVol":1.4034872486519818,"sharpe":0.2762126216250743,"sortino":0.3161550452418889,"calmar":1.063582083090052,"sharpeAdjAC":0.3033912874467537,"omega":1.0094190760160626,"skew":2.3166164854873257,"kurtosis":26.538467685348117,"gainToPain":1.0094190760160626,"returnMode":"log","framing":"annualised","sharpeSuppressedReason":null},"horizon":null,"risk":{"var95":0.01986098711268054,"var99":0.03509525827000343,"es95":0.03101401308526848,"es90":0.023790583750436113,"es99":0.04953337225235802,"esTailConcentration":2.5637904530728437,"ulcerIndex":0.2180236680377445,"cdar95":0.34656158669550047,"drawdownAtRisk95":0.3378038165383328,"sterling":1.1185916363781456,"tailIndex":2.623826565132123,"tailIndexWide":2.215951521894352,"maxDrawdown":0.3644861064613325,"drawdownPeak":0.14935,"drawdownTrough":0.094914,"drawdownDurationBars":391},"structure":{"hurst":0.9304380427863191,"autocorr1":-0.09357782090049661,"autocorr2":0.011714562549841455,"trendT":-19.524524230559187,"halfLifeMR":101.50855688182418,"permEntropy":0.9980900595498541,"permEntropyTieFrac":0,"rollSpreadBps":104.05646422520827},"tests":{"jarqueBera":{"stat":21772.71344548778,"p":0,"reject":true},"ljungBox":{"stat":11.69325758538526,"p":0.03889793441169154,"reject":true},"ljungBoxProfile":[{"lag":1,"stat":6.331209129571769,"p":0.011469711791587844,"reject":true},{"lag":2,"stat":6.4305658850392335,"p":0.0391024196810853,"reject":true},{"lag":3,"stat":8.471158083657256,"p":0.03663064631660595,"reject":true},{"lag":5,"stat":11.69325758538526,"p":0.03889793441169154,"reject":true},{"lag":10,"stat":22.96986177147618,"p":0.010956596074098268,"reject":true}],"adf":{"stat":-1.481185471430261,"p":0.5422926326522567,"reject":false,"criticalValue":-2.86},"kpss":{"stat":5.092505414517898,"p":0.001,"reject":true,"criticalValue":0.463},"runs":{"stat":3.0534827862638774,"p":0.002262154995930743,"reject":true,"runs":401,"n1":348,"n2":371},"varianceRatio":{"stat":-2.1892048036129275,"p":0.028581856706258346,"reject":true,"vr":0.8473649875767235,"horizon":4}},"verdict":{"regime":"stressed","stationary":"no","autocorrelated":true,"efficient":false,"tailRisk":"fat"}},"benchmark":{"benchmarkAsset":"BTC","up":1.8448360023366865,"down":1.470247100362775,"captureSpread":0.3745889019739115,"alignedBars":720}}