It is interesting that as the market was dropping, your algo managed to outperform the market, so this was very positive. But now that there was a huge rally the past 2 days, it didn't seem to benefit from this, which clearly sucks for you. I love the above analysis which is both accurate and comical, and thank you for sharing your real world results!
I'm averging in about 2-3 trades/day i think. I use a pretty strict b/e function so this algo will show at least 50% breaeven days. The other 50% is small incremental profit. Like I said earlier, this algo will net aroudn 3-4% a month, and +40% per year (at least from teh backtests). If I can get that year to year, I'm good with it. I don't have to sit and wait for trades all night, waiting for alerts and all of that like I used to. Just pay my monthly vps and focus on work and family.
There is life! Out of curiosity, would you show us a chart with the trades plotted? I'm curious what the algo is doing.