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Create a Python trading strategy compatible with QuantNest.

STRICT REQUIREMENTS:

1. You must define exactly this function:

def run_backtest(preset="default", days=30, config=None, candles=None, timeframe="1d"):

2. The input candles are a list of dictionaries with:

* t (timestamp in milliseconds) OR t0 (timestamp in seconds)
* o (open)
* h (high)
* l (low)
* c (close)
* v (volume, optional)

3. You must return exactly this structure:

{
"summary": {
"total_return": float,
"max_drawdown": float,
"sharpe_ratio": float,
"win_rate": float,
"total_trades": int
},
"trades": []
}

4. Rules:

* Use only Python standard library
* Do not use external packages
* The function must be deterministic
* It must not crash when candles is empty
* It must always return valid numeric values

5. Strategy logic:

* Use a realistic trading idea
* Keep the code clear and runnable
* Do not include explanations outside the code

Return ONLY valid Python code.