Are you using stops with this strategy? If I interpret the performance data correctly, it looks like your Maximum Adverse Excursion (i.e., the Drawdown column in the Trades List tab) is high. For example, one trade goes against you by $8660 to make a profit of $1840. In another case, the trade goes against you by $6810 to make a profit of $360. If this is correct, then this would be a difficult strategy to trade even though it is profitable.