{"ok":true,"asset":"hl-zk","type":"hl-perp","now":1781773214453,"quote":{"name":"ZK","markPx":0.011875,"midPx":0.01188,"prevDayPx":0.011292,"changePct":5.162947219270282,"funding":0.0000125,"openInterestUsd":818658.13,"dayVolumeUsd":352385.8192649999,"oraclePx":0.01188,"premium":0,"impactBid":0.011863,"impactAsk":0.011906,"oracleBasisBps":-4.208754208754037},"snapshot":{"fetchedAt":1781773214267,"ageMs":186,"stale":false},"stats":{"n":720,"range":{"min":0.009598,"max":0.015784,"span":0.006185999999999999},"moments":{"mean":0.012816622222222239,"stdev":0.0018243124904815259,"cv":0.1423395695722717,"skew":-0.020354878368711807,"kurtosis":-1.5278145084396253,"ci95":{"lo":0.012683365522018897,"hi":0.01294987892242558,"halfWidth":0.0001332567002033419}},"returns":{"mean":-0.0003317751775686334,"stdev":0.011565596050872883,"annualisedVol":1.08248047798786,"sharpe":-2.684898817670708,"sortino":-2.6715516091117606,"calmar":-7.415751239578305,"sharpeAdjAC":-2.903195956306556,"omega":0.9248403137941487,"skew":0.14268858975642706,"kurtosis":2.152271860285122,"gainToPain":0.9248403137941487,"returnMode":"log","framing":"annualised","sharpeSuppressedReason":null},"horizon":null,"risk":{"var95":0.017649910163148493,"var99":0.0315221537407747,"es95":0.025685387862563958,"es90":0.02070164819085243,"es99":0.03737513044510998,"esTailConcentration":2.3455764852443637,"ulcerIndex":0.22032287830920666,"cdar95":0.35962930112068475,"drawdownAtRisk95":0.3534053471870248,"sterling":-8.081517680690629,"tailIndex":2.8943031583248557,"tailIndexWide":2.456630006788846,"maxDrawdown":0.39191586416624424,"drawdownPeak":0.015784,"drawdownTrough":0.009598,"drawdownDurationBars":352},"structure":{"hurst":0.9364545702689082,"autocorr1":-0.07801031401965643,"autocorr2":-0.03331657025215131,"trendT":-41.665471297193335,"halfLifeMR":175.7884876859785,"permEntropy":0.999653951445265,"permEntropyTieFrac":0,"rollSpreadBps":57.76132341330465},"tests":{"jarqueBera":{"stat":141.21502409255834,"p":2.165444899258375e-31,"reject":true},"ljungBox":{"stat":13.103963682796575,"p":0.022360522900457536,"reject":true},"ljungBoxProfile":[{"lag":1,"stat":4.3938351928036266,"p":0.03403474755458413,"reject":true},{"lag":2,"stat":5.196373133656286,"p":0.07247812636666318,"reject":false},{"lag":3,"stat":7.893163012511087,"p":0.04743078768208475,"reject":true},{"lag":5,"stat":13.103963682796575,"p":0.022360522900457536,"reject":true},{"lag":10,"stat":21.15498534138575,"p":0.020068503425165307,"reject":true}],"adf":{"stat":-1.3471801798421654,"p":0.6058271909808339,"reject":false,"criticalValue":-2.86},"kpss":{"stat":8.320751942456663,"p":0.001,"reject":true,"criticalValue":0.463},"runs":{"stat":1.4994469307814111,"p":0.1337577860953627,"reject":false,"runs":379,"n1":354,"n2":362},"varianceRatio":{"stat":-1.7004143472198991,"p":0.08905295275141056,"reject":false,"vr":0.8813618577025004,"horizon":4}},"verdict":{"regime":"stressed","stationary":"no","autocorrelated":true,"efficient":false,"tailRisk":"normal"}},"benchmark":{"benchmarkAsset":"BTC","up":1.7387696141492262,"down":1.6813146651001805,"captureSpread":0.05745494904904569,"alignedBars":719}}