I've been exploring mean reversion strategies to diversify from the trend following algos I tend to trade and came across ideas at Quantified Strategies – Quantitative analysis and strategies in the financial markets.  I tried one that looked promising, the 4th strategy from here:  10 Free Swing Trading Strategies That Work (Backtested Buy And Sell Signals) – Quantified Strategies

It's an internal bar strength (IBS) mean reversion strategy on QQQ and the author's backtest in Amibroker shows a 15.1% CAGR and 28% drawdown.  When I replicate in QC, I get a 5.5% CAGR and 33% drawdown.  Am I doing it wrong?  Is Amibroker wrong?  Or worse, is the author misrepresenting the strategy (that would seem doubtful since it's so easy to replicate)?