I'm new to Quantopian so I didn't quite understand everything on the images you shared in your "backtest" link. It was also pretty hard for me to see.
First and foremost, I'd recommend asking yourself "why" the strategy works in the first place. Then ask yourself why 3 or 4 more times after that to gain an even deeper understanding. Once you've gone through that exercise, ask yourself why you'd expect the strategy to work in the future. For years, possibly decades, to come? Because that's what you're really after, right? Future returns. Not historical, simulated returns.
You see, there's a difference between data mining and building a winning strategy. It's easy to data mine above average historical results. But the real challenge -- and what you're really trying to solve for -- is to build a strategy with above average future returns.
And that's why I suggested asking yourself why you'd expect your strategy to work in the future. Because winning strategies typically capture risk premiums in the markets and they typically have an economic justification behind them. If you can't walk away with some common sense answers to your "5 whys" exercise, then you might want to think deeper about what your strategy is really doing.
I wrote an article on this if you'd like to read about it. The article was written for discretionary traders, but the model and the concepts apply to quantitative trading too. In trading (and in life), winning Strategies are born from Insight. And insight is the reason why the Strategy was developed in the first place. After reading the article and considering the mental model, I'd encourage you to consider, "What's the Insight behind your strategy?"
I hope this helps. I know it isn't a "green light thumbs up" type of response, but I do believe it'll provoke a line of thinking that'll be highly productive for you.
Have a great night.
EDIT: One last thought. Your leverage spikes to 3.5? Meaning your exposure exceeds cash by a factor of 3.5 at some point? And it's trading securities? If all of that is true, I'd recommend asking yourself whether or not you can even implement a strategy like that in the real world.