This is a huge red flag with respect to the simulation results. You show some trades like this one
> 2013-03-05 6:41,2013-03-05 7:15,14.47,14.48,LONG,5192,75145.75,52.85,100237.47
where you enter the trade and exit a penny higher. It sounds like you're just looking at the trade print and assuming you can execute at that price with a market order (or marketable limit order). Consider a stock at 14.47 bid x 14.48 ask. If I cross the spread to sell at 14.47 and then someone else crosses the spread to buy at 14.48, you will see two trades at the two different prices, without the prices on the inside having changed, this is why the midpoint between bid and ask is considered a more useful value than the last trade price.
With the system you propose, you are a price taker. You are crossing the spread with both your entering and exiting trades. Most of the trades you show are for around 5000 shares. Assuming the spread is $0.01, you are going to spend $100 just to get in and out of the position.
I don't know what kind of data Google offers about the intraday state of the order book, but I think you'll need to incorporate it into your backtesting in order to get a better picture about the profitability of your strategy.