Thanks Julian changing price to 1 instead of 5 helped but the 1/ATR(50) was slightly less. If you have not I think you should have a go at the 1/Close; and see how it works for you.
Below with $1 instead of $5
2000 – now backtest is 20 % + Drawdown 38.62%.
2012- now backtest is 13.42% Drawdown -36.62%
Really not sure about the drawdowns. Will do some more research.