Just to echo a few other comments on here, this type of algo is unlikely to produce live trading results as bountiful as the backtest shown. I'm not saying this to be negative; it's great when people share their ideas and experiences, I just want to caution folks who may see a backtest like this and run out to put money at risk like this guy who tried to trade one of the too-good-to-be-true GDAX algos that was posted.
The shorter the timeframe you're trading on, the less accurate backtests are likely to be. Trade execution and risk management becomes as important, if not more important, than your alpha strategy for higher frequency trading scenarios.
I've transitioned my focus from backtesting to live trading in the past year and my whole methodology for algorithm development has evolved. Don't get me wrong--there is still a lot of value in backtesting, particularly on higher timeframe/lower frequency trading/investing, but there are a lot of additional issues in live trading like liquidity, risk management, and operational/technical issues that folks should be aware of.
That said, this is a winner in the backtesting game and thanks for sharing it!