What values do you run it at?
Always seems to buy low and sell high for me... but it did catch the more major dips so far which is handy
Been running it for a few days, tweaking it ever so slightly and watching the results.
One thing I've noticed is a profit calculation hasn't been shown afaik for me in the time I've been running the bot in simulation mode.
http://imgur.com/S3ik8WHAny known reason for this I've missed.