{"ok":true,"asset":"hl-syrup","type":"hl-perp","now":1781942343660,"quote":{"name":"SYRUP","markPx":0.13614,"midPx":0.13613,"prevDayPx":0.13478,"changePct":1.0090517880991245,"funding":0.0000125,"openInterestUsd":1766943.3618,"dayVolumeUsd":82874.95934,"oraclePx":0.13606,"premium":0,"impactBid":0.136042,"impactAsk":0.13621,"oracleBasisBps":5.879758929885676},"snapshot":{"fetchedAt":1781942341485,"ageMs":2175,"stale":false},"stats":{"n":721,"range":{"min":0.11882,"max":0.21399,"span":0.09517000000000002},"moments":{"mean":0.1534918723994451,"stdev":0.026146466400629568,"cv":0.17034430547948734,"skew":0.8808156493520091,"kurtosis":-0.6951213706563326,"ci95":{"lo":0.1515833316244908,"hi":0.15540041317439937,"halfWidth":0.0019085407749542883}},"returns":{"mean":-0.0005664067659383789,"stdev":0.01106880556532266,"annualisedVol":1.0359834362536695,"sharpe":-4.789384748816851,"sortino":-4.785493011297987,"calmar":-11.156448066260651,"sharpeAdjAC":-5.077426495281582,"omega":0.8636045075582863,"skew":0.12476593508181966,"kurtosis":4.510912629471875,"gainToPain":0.8636045075582863,"returnMode":"log","framing":"annualised","sharpeSuppressedReason":null},"horizon":null,"risk":{"var95":0.017675670857662085,"var99":0.03049206685482174,"es95":0.026492700785916853,"es90":0.020911938215399634,"es99":0.03869972915286479,"esTailConcentration":2.1873405672975266,"ulcerIndex":0.3078014845307042,"cdar95":0.41244539085559695,"drawdownAtRisk95":0.4017944763774008,"sterling":-12.030012650468361,"tailIndex":2.8531938846336526,"tailIndexWide":2.3265314781706032,"maxDrawdown":0.44474040843030055,"drawdownPeak":0.21399,"drawdownTrough":0.11882,"drawdownDurationBars":337},"structure":{"hurst":0.9473424907380054,"autocorr1":-0.058336268997094314,"autocorr2":-0.04228071603671464,"trendT":-39.33248053272585,"halfLifeMR":153.68392334160393,"permEntropy":0.9995250974749545,"permEntropyTieFrac":0,"rollSpreadBps":41.14817767168501},"tests":{"jarqueBera":{"stat":612.3179671486869,"p":1.0885361302790283e-133,"reject":true},"ljungBox":{"stat":7.468586344479928,"p":0.18682236262331153,"reject":false},"ljungBoxProfile":[{"lag":1,"stat":2.4604701621916836,"p":0.11239234252883912,"reject":false},{"lag":2,"stat":3.7547551591672033,"p":0.15051799105544084,"reject":false},{"lag":3,"stat":4.965047427502952,"p":0.1725737986871536,"reject":false},{"lag":5,"stat":7.468586344479928,"p":0.18682236262331153,"reject":false},{"lag":10,"stat":10.052705586486404,"p":0.4361113243312593,"reject":false}],"adf":{"stat":-1.848166973658171,"p":0.367539536353252,"reject":false,"criticalValue":-2.86},"kpss":{"stat":7.951823589744022,"p":0.001,"reject":true,"criticalValue":0.463},"runs":{"stat":1.0189246736666882,"p":0.30823876312904575,"reject":false,"runs":373,"n1":336,"n2":384},"varianceRatio":{"stat":-2.14503595671708,"p":0.031949857369552914,"reject":true,"vr":0.8504445132947118,"horizon":4}},"verdict":{"regime":"stressed","stationary":"no","autocorrelated":false,"efficient":false,"tailRisk":"normal"}},"benchmark":{"benchmarkAsset":"BTC","up":1.2578222011913263,"down":1.377971475810498,"captureSpread":-0.12014927461917169,"alignedBars":720}}