thank you everyone for your contribution. If you trade with a forex broker like oanda, transaction costs will be minimal, but will be there. However, they are part of doing business. My intention is to try to profit from the daily ranges, and that is why I suggested that modification.
Any other modification will complicate the real elegant system you have, but here is another suggestion. Use a narrow range filter for your trades. Thus you will trade only on days where the previous day's range is a percent of the average daily range. For example, if yesterday's daily range was less than 0.75 times the average daily ranges for a 10 day period, place your daily breakout trades. Usually, there is a thrust move after these periods of consolidation. Kind of Toby Crabel's idea.
Also, smoothing out the equity curve is a good thing, and perhaps better than net profits. If you are using some kind of money management scheme, a smoother equity curve will result is better performance as it prevents large drawdowns, and perhaps lower bets at those levels. If you can try a test where your maximum risk is 3% of the total equity per trade. If you use Oanda, you can use the variable size lots, and perhaps the advantage of a smoother equity curve and compounding will be better realized. Again, these are just suggestions.
Thanks again for the great ideas and backtests.