Azure SQL Database - Transient Fault Handling doesn't work

Question

I tried to use SQL Azure Transient fault handling, but it doesn't seem to work. My Web Service still throws a transient error. Here is my code:

public int ExecuteSqlCmd(string sql, object[] parameters)
{
    return (new RetryPolicy<SqlDatabaseTransientErrorDetectionStrategy>(10, TimeSpan.FromSeconds(0.5), TimeSpan.FromSeconds(0.5))).ExecuteAction<int>(() =>
    {
        return this.Database.ExecuteSqlCommand(sql, sqlParams);
    });
}

Every now and then, it still throws this error:

System.Data.Entity.Core.EntityException: An exception has been raised that is likely due to a transient failure. If you are connecting to a SQL Azure database consider using SqlAzureExecutionStrategy. ---> System.Data.SqlClient.SqlException: Transaction (Process ID 84) was deadlocked on lock resources with another process and has been chosen as the deadlock victim. Rerun the transaction.
   at System.Data.SqlClient.SqlConnection.OnError(SqlException exception, Boolean breakConnection, Action`1 wrapCloseInAction)
   at System.Data.SqlClient.TdsParser.ThrowExceptionAndWarning(TdsParserStateObject stateObj, Boolean callerHasConnectionLock, Boolean asyncClose)
   at System.Data.SqlClient.TdsParser.TryRun(RunBehavior runBehavior, SqlCommand cmdHandler, SqlDataReader dataStream, BulkCopySimpleResultSet bulkCopyHandler, TdsParserStateObject stateObj, Boolean& dataReady)
   at System.Data.SqlClient.SqlCommand.FinishExecuteReader(SqlDataReader ds, RunBehavior runBehavior, String resetOptionsString, Boolean isInternal, Boolean forDescribeParameterEncryption, Boolean shouldCacheForAlwaysEncrypted)
   at System.Data.SqlClient.SqlCommand.RunExecuteReaderTds(CommandBehavior cmdBehavior, RunBehavior runBehavior, Boolean returnStream, Boolean async, Int32 timeout, Task& task, Boolean asyncWrite, Boolean inRetry, SqlDataReader ds, Boolean describeParameterEncryptionRequest)
   at System.Data.SqlClient.SqlCommand.RunExecuteReader(CommandBehavior cmdBehavior, RunBehavior runBehavior, Boolean returnStream, String method, TaskCompletionSource`1 completion, Int32 timeout, Task& task, Boolean& usedCache, Boolean asyncWrite, Boolean inRetry)
   at System.Data.SqlClient.SqlCommand.InternalExecuteNonQuery(TaskCompletionSource`1 completion, String methodName, Boolean sendToPipe, Int32 timeout, Boolean& usedCache, Boolean asyncWrite, Boolean inRetry)
   at System.Data.SqlClient.SqlCommand.ExecuteNonQuery()
   at System.Data.Entity.Infrastructure.Interception.InternalDispatcher`1.Dispatch[TTarget,TInterceptionContext,TResult](TTarget target, Func`3 operation, TInterceptionContext interceptionContext, Action`3 executing, Action`3 executed)
   at System.Data.Entity.Infrastructure.Interception.DbCommandDispatcher.NonQuery(DbCommand command, DbCommandInterceptionContext interceptionContext)
   at System.Data.Entity.Core.Objects.ObjectContext.ExecuteStoreCommandInternal(String commandText, Object[] parameters)
   at System.Data.Entity.Core.Objects.ObjectContext.ExecuteInTransaction[T](Func`1 func, IDbExecutionStrategy executionStrategy, Boolean startLocalTransaction, Boolean releaseConnectionOnSuccess)
   at System.Data.Entity.Core.Objects.ObjectContext.<>c__DisplayClass174_0.<ExecuteStoreCommand>b__0()
   at System.Data.Entity.SqlServer.DefaultSqlExecutionStrategy.Execute[TResult](Func`1 operation)
   --- End of inner exception stack trace ---
   at System.Data.Entity.SqlServer.DefaultSqlExecutionStrategy.Execute[TResult](Func`1 operation)
   ...
   ...
   ...

Any idea why? I have spent days trying to figure out the solution to this problem.

Thanks