Backtest:
Initial capital 1000 USDT, Final capital: 2694.07 USDT, win_rate: 36/182 = 19.78%, pnl: 1694.07(2640.30 - 946.23), avg_pnl: 9.31, count_max_loss: 15, count_days: 0 years + 364 days, Annualized Return (CAGR): 170.14%

Initial capital 1000 USDT, Final capital: 9072.76, win_rate: 74/347 = 21.33%, pnl: 8072.76(11823.68 - 3750.92), avg_pnl: 23.26, count_max_loss: 15, count_days: 1 years + 364 days, Annualized Return (CAGR): 201.67%

Initial capital 1000 USDT, Final capital: 32041.29, win_rate: 138/683 = 20.20%, pnl: 31041.29(45747.86 - 14706.57), avg_pnl: 45.45, count_max_loss: 19, count_days: 3 years + 364 days, Annualized Return (CAGR): 138.06%

Initial capital 1000 USDT, Final capital: 477675.97, win_rate: 304/1313 = 23.15%, pnl: 476675.97(705172.14 - 228496.17), avg_pnl: 363.04, count_max_loss: 24, count_days: 8 years + 99 days, Annualized Return (CAGR): 110.82%