{"ok":true,"asset":"hl-wct","type":"hl-perp","now":1781959331517,"quote":{"name":"WCT","markPx":0.048211,"midPx":0.048221,"prevDayPx":0.046418,"changePct":3.8627256667671936,"funding":0.0000125,"openInterestUsd":163286.510854,"dayVolumeUsd":422372.5389389998,"oraclePx":0.04828,"premium":0,"impactBid":0.048139,"impactAsk":0.04828,"oracleBasisBps":-14.291632145817431},"snapshot":{"fetchedAt":1781959328867,"ageMs":2650,"stale":false},"stats":{"n":721,"range":{"min":0.041981,"max":0.067725,"span":0.025743999999999996},"moments":{"mean":0.051686550624133125,"stdev":0.006541808578758185,"cv":0.12656694052444137,"skew":0.6477790303037102,"kurtosis":-0.8164742044256794,"ci95":{"lo":0.05120903644599527,"hi":0.05216406480227098,"halfWidth":0.0004775141781378585}},"returns":{"mean":-0.00041926946097441023,"stdev":0.009809056252901766,"annualisedVol":0.9180773610409415,"sharpe":-4.000534850321885,"sortino":-3.9276883483289056,"calmar":-9.662073196929356,"sharpeAdjAC":-4.094572344027587,"omega":0.8881914861688566,"skew":-0.010465685411637577,"kurtosis":2.004458847213789,"gainToPain":0.8881914861688566,"returnMode":"log","framing":"annualised","sharpeSuppressedReason":null},"horizon":null,"risk":{"var95":0.016586848314984422,"var99":0.026803384510730662,"es95":0.023198573852703217,"es90":0.018557745495742857,"es99":0.03211958435819702,"esTailConcentration":1.922288397525839,"ulcerIndex":0.25552719860628953,"cdar95":0.35426177007572346,"drawdownAtRisk95":0.3487633813215208,"sterling":-10.367476223445653,"tailIndex":3.062354911850663,"tailIndexWide":2.40073759856453,"maxDrawdown":0.380125507567368,"drawdownPeak":0.067725,"drawdownTrough":0.041981,"drawdownDurationBars":338},"structure":{"hurst":0.9007099814371813,"autocorr1":-0.023230033467979985,"autocorr2":0.01152501854830798,"trendT":-41.29421333935835,"halfLifeMR":122.79021484638577,"permEntropy":0.9991037452092586,"permEntropyTieFrac":0,"rollSpreadBps":14.05573907534511},"tests":{"jarqueBera":{"stat":120.5488017737452,"p":6.655187488096629e-27,"reject":true},"ljungBox":{"stat":1.2734142253709826,"p":0.9364814277352671,"reject":false},"ljungBoxProfile":[{"lag":1,"stat":0.3901579625137924,"p":0.5397641841794631,"reject":false},{"lag":2,"stat":0.4863255045079319,"p":0.7864528068377389,"reject":false},{"lag":3,"stat":1.1602124239583385,"p":0.7658130195598915,"reject":false},{"lag":5,"stat":1.2734142253709826,"p":0.9364814277352671,"reject":false},{"lag":10,"stat":5.640670101895174,"p":0.8453031314276551,"reject":false}],"adf":{"stat":-1.9995252194555133,"p":0.2960311585602028,"reject":false,"criticalValue":-2.86},"kpss":{"stat":8.121113401852263,"p":0.001,"reject":true,"criticalValue":0.463},"runs":{"stat":0.916476723471758,"p":0.3594168644846609,"reject":false,"runs":373,"n1":350,"n2":370},"varianceRatio":{"stat":-0.5499591625529032,"p":0.5823473195161826,"reject":false,"vr":0.9616559293721525,"horizon":4}},"verdict":{"regime":"stressed","stationary":"no","autocorrelated":false,"efficient":true,"tailRisk":"normal"}},"benchmark":{"benchmarkAsset":"BTC","up":1.2628366472065717,"down":1.2996614248185554,"captureSpread":-0.03682477761198366,"alignedBars":720}}