Why is cockiness attractive?

Recently had a flag football game where I had 5 interceptions. Being myself, I acted like I had been there before. I am a modest but confident guy. Not the MOST outgoing, but I talk.

My friend is very outgoing and cocky, sometimes arrogant. He wonders why I'm not being cocky about the game. He says "Why can't you be like me, I'd be cocky about this. That's how you get laid." And the fact is, he does get laid a lot.

I have no idea why a girl would want a cocky guy. Isn't modesty an attractive trait? This boggles my mind because it really does work for him.
Why is cockiness attractive?
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