And to confuse things I just did this test with a different tweak removed...

Gross win/loss $37301 / -$15124 (590849 pips)
Average profit $3915/year, $326/month, $15/day
Max drawdown -$1552 (MAE -$2554)
Max down time 62 weeks from May 2006
Largest margin $316
Trade volume $1183894 ($208998/year)
Capital required $1868

Number of trades 1284 (226/year)
Percent winning 52%
Max win/loss $525 / -$258
Avg trade profit $17 (+$56 / -$24)
Avg trade bars 32 (+48 / -15)
Max trade bars 382 (79 weeks)
Time in market 2390%
Max open trades 71
Max win/loss streak 40 / 63

Annual return 210%
Profit factor 2.47 (PRR 2.28)
Sharpe ratio 1.37
Kelly criterion 0.87
OptimalF .037
Ulcer index 5%
Prediction error 13%