{"ok":true,"asset":"hl-MANTA","type":"hl-perp","now":1781955684781,"quote":{"name":"MANTA","markPx":0.0804,"midPx":0.08041,"prevDayPx":0.08078,"changePct":-0.470413468680373,"funding":0.0000125,"openInterestUsd":2483871.4896,"dayVolumeUsd":286222.3901439999,"oraclePx":0.08037,"premium":0,"impactBid":0.08037,"impactAsk":0.08043,"oracleBasisBps":3.732736095558324},"snapshot":{"fetchedAt":1781955681600,"ageMs":3181,"stale":false},"stats":{"n":721,"range":{"min":0.07257,"max":0.09006,"span":0.017490000000000006},"moments":{"mean":0.07927747572815536,"stdev":0.002761385573560561,"cv":0.03483190588748598,"skew":0.29366895453418795,"kurtosis":0.22589805499584292,"ci95":{"lo":0.07907591055748342,"hi":0.07947904089882729,"halfWidth":0.00020156517067193317}},"returns":{"mean":0.00007901108416241167,"stdev":0.011094882149412243,"annualisedVol":1.0384240707947188,"sharpe":0.6665264382142309,"sortino":0.7073131198759847,"calmar":4.034554497053793,"sharpeAdjAC":0.7334869594604305,"omega":1.0200789324118649,"skew":0.44103342048794325,"kurtosis":2.5840539269752703,"gainToPain":1.0200789324118649,"returnMode":"log","framing":"annualised","sharpeSuppressedReason":null},"horizon":null,"risk":{"var95":0.017139441750335153,"var99":0.026649114166169996,"es95":0.023766384679378437,"es90":0.01916226573076168,"es99":0.033754861297893894,"esTailConcentration":2.169465370028365,"ulcerIndex":0.08855931228551693,"cdar95":0.15153561289470682,"drawdownAtRisk95":0.13990672884743505,"sterling":4.567488025033769,"tailIndex":3.0596186573952733,"tailIndexWide":2.3262241794972796,"maxDrawdown":0.17155229846768827,"drawdownPeak":0.09006,"drawdownTrough":0.07461,"drawdownDurationBars":44},"structure":{"hurst":0.9362732404371785,"autocorr1":-0.09543865005217414,"autocorr2":-0.018202108054949286,"trendT":14.023443328709808,"halfLifeMR":12.916209474308811,"permEntropy":0.9982154070187029,"permEntropyTieFrac":0,"rollSpreadBps":68.56284918647641},"tests":{"jarqueBera":{"stat":223.66129828396487,"p":2.707485690447609e-49,"reject":true},"ljungBox":{"stat":7.446253626651267,"p":0.1882787448384382,"reject":false},"ljungBoxProfile":[{"lag":1,"stat":6.585509477911685,"p":0.010001391216277744,"reject":true},{"lag":2,"stat":6.825386487517371,"p":0.03215499180498094,"reject":true},{"lag":3,"stat":6.825391161501318,"p":0.07630133697760288,"reject":false},{"lag":5,"stat":7.446253626651267,"p":0.1882787448384382,"reject":false},{"lag":10,"stat":19.152383049393155,"p":0.03823470012630614,"reject":true}],"adf":{"stat":-4.42534563346344,"p":0.0005275908537031621,"reject":true,"criticalValue":-2.86},"kpss":{"stat":2.8027632217156784,"p":0.001,"reject":true,"criticalValue":0.463},"runs":{"stat":3.1836594368415376,"p":0.0014543899208629973,"reject":true,"runs":402,"n1":353,"n2":364},"varianceRatio":{"stat":-2.2745362900570973,"p":0.02293369313260163,"reject":true,"vr":0.8414155339340093,"horizon":4}},"verdict":{"regime":"calm","stationary":"no","autocorrelated":false,"efficient":false,"tailRisk":"normal"}},"benchmark":{"benchmarkAsset":"BTC","up":0.9666876212570893,"down":0.7969067538526596,"captureSpread":0.16978086740442966,"alignedBars":720}}