Oh, I had forgot about normalized drawdown. Now it is clear! Also taking a closer look at the equity curve I see that the max drawdown is near 5000 so that would be were the 4119 comes from since I have no negative equity.

So looking at the performance without reinvestment

Number of trades 801 (142/year, 3/week, 1/day)
Annual return 110%
Profit factor 1.58 (PRR 1.43)
Sharpe ratio 1.09
Kelly criterion 1.07
R2 coefficient 0.747
Ulcer index 7.1%
Prediction error 23%
Cycle performance 1.61 1.58 1.49 1

And since I have 4 parameters that I optimized, that gives 142 trades per year/ 4 parameters= 35.5 trades per year per parameter which is enough for a statistically significant optimizing (though it is by convention, it comes from the fact that a sample of 20 or 30 is enough to 'build' a normal distribution),
I guess that it's a tradeable stategy, although I would like to raise Sharpe a lil bit maybe to 1. 5

Great as always Jcl, thanks for the patience explaining this topic. Money Management is one of the most difficult ones in trading for me.