By design (and requirements) - this strategy tries to capture big market moves while most times - it just tries to avoid losing money when the market is moving sideways or even in a downtrend.
You will see a large number of trades that lose - several whipsaws that cant be removed, I think. But, eventually, the strategy works out to keep rising up the capital.
In rare cases, specially in crypto like XRP (that move really really big), this strategy may capture large downward move but still performs better than BnH.
You can request access, and I will try my best to provide that to you.
Let me know if you see any weird behaviour.