{"ok":true,"asset":"hl-xpl","type":"hl-perp","now":1781942346346,"quote":{"name":"XPL","markPx":0.098249,"midPx":0.098243,"prevDayPx":0.092955,"changePct":5.6952288741864425,"funding":0.0000125,"openInterestUsd":34328203.154474,"dayVolumeUsd":18523343.344917,"oraclePx":0.098255,"premium":0,"impactBid":0.098214,"impactAsk":0.098294,"oracleBasisBps":-0.610655946261475},"snapshot":{"fetchedAt":1781942341485,"ageMs":4861,"stale":false},"stats":{"n":721,"range":{"min":0.060463,"max":0.11945,"span":0.058987},"moments":{"mean":0.08521737309292636,"stdev":0.01138110767606648,"cv":0.1335538431072712,"skew":-0.3002171328443337,"kurtosis":-0.03928979614442518,"ci95":{"lo":0.08438661807880349,"hi":0.08604812810704923,"halfWidth":0.0008307550141228684}},"returns":{"mean":0.00016316180287817336,"stdev":0.01851001964103098,"annualisedVol":1.732442912622361,"sharpe":0.825018465427702,"sortino":0.8319875203955368,"calmar":3.546542861665293,"sharpeAdjAC":0.8417629734748897,"omega":1.0251398789132946,"skew":0.42682689716144356,"kurtosis":4.681152034973785,"gainToPain":1.0251398789132946,"returnMode":"log","framing":"annualised","sharpeSuppressedReason":null},"horizon":null,"risk":{"var95":0.029415088267783447,"var99":0.04863789228832087,"es95":0.04091016662942885,"es90":0.03244929037033467,"es99":0.06055421225046068,"esTailConcentration":2.321750728822848,"ulcerIndex":0.1839879728236566,"cdar95":0.37479692370095213,"drawdownAtRisk95":0.36236176935229064,"sterling":3.813524879284295,"tailIndex":2.993220630549907,"tailIndexWide":2.393477341973975,"maxDrawdown":0.40301145339652444,"drawdownPeak":0.10128,"drawdownTrough":0.060463,"drawdownDurationBars":173},"structure":{"hurst":0.9560747856240314,"autocorr1":-0.020089998522153457,"autocorr2":-0.00238646325385303,"trendT":2.6484246541364986,"halfLifeMR":72.94011790583917,"permEntropy":0.9989249111314299,"permEntropyTieFrac":0,"rollSpreadBps":49.95143785156628},"tests":{"jarqueBera":{"stat":679.257275253032,"p":3.170711899346996e-148,"reject":true},"ljungBox":{"stat":4.451496139874831,"p":0.48779164846404033,"reject":false},"ljungBoxProfile":[{"lag":1,"stat":0.29181029740746506,"p":0.595949128783724,"reject":false},{"lag":2,"stat":0.2959336906318903,"p":0.8599095955786853,"reject":false},{"lag":3,"stat":2.5078934526726173,"p":0.47641496784883297,"reject":false},{"lag":5,"stat":4.451496139874831,"p":0.48779164846404033,"reject":false},{"lag":10,"stat":9.679279610155726,"p":0.4694806387757162,"reject":false}],"adf":{"stat":-1.7654554147253865,"p":0.4069259929879112,"reject":false,"criticalValue":-2.86},"kpss":{"stat":1.3064686668679049,"p":0.001,"reject":true,"criticalValue":0.463},"runs":{"stat":-0.028019019206332787,"p":0.9776468799468296,"reject":false,"runs":360,"n1":375,"n2":345},"varianceRatio":{"stat":-0.02853050235200779,"p":0.9772389362161522,"reject":false,"vr":0.9980108057620949,"horizon":4}},"verdict":{"regime":"stressed","stationary":"no","autocorrelated":false,"efficient":true,"tailRisk":"normal"}},"benchmark":{"benchmarkAsset":"BTC","up":2.482560289036371,"down":2.0238985074970337,"captureSpread":0.45866178153933745,"alignedBars":720}}