I am trading it live since April 2012 ... up +4200 trading 2 contracts on 54 trades. This was on a reduced scope (no Sunday evening, daily start 9am, daily end 12pm except Monday 2:25pm), and I missed a couple wins for technical reasons (would have been +5700 instead of +4200).
That comes to about 4 ticks per contract per trade net win. Is that roughly in line with your backtests?
Its about 50% of the long-term average (60% including the 2 missed wins) ... about 1-std-dev away from the average P&L on 54 trades. The max DD on those 54 trades (-2200) was not even the mean max.DD on 54 trades.