Hi
Not seen everything in details . . . but
Draw down seems to be too high . . . that's why all ratios like CAR/DD; RAR/DD are unacceptably low
Even if you are Ok with that the Payoff Ratio is just 0.88
and Profit Factor is 1.68
I won't trade a Swing/Positional system that has Profit Factor anything below 2
Anyway, just check the transaction cost, seems some error in coding/settings seems it is too high to me.
As the exposure is abt 60%, so maybe u r using too big a size or your MM rules are undefined, if so . . .
for a start try inserting this line in your code and see how it goes
Happy
Edit: Seems a system with
No Stop loss