Anyone else have high Triglycerides? Like in the 1200?

I have had a few test show that my Triglyceride levels are off the chart (my husband jokes that I have gravy blood...) and my doctor wants to put me on a statin. I want to try to lower these levels using diet and exercise.

I am 5'7" and weigh 186 pounds. #5 years old
Cholesterol 222
Triglycerides 1201
HDL 26
LDL <60

A few years ago, a different doctor put me on fenofibrate (statin) to lower my triglycerides. I had severe muscle atrophy, and pain due to a pinched nerve in my neck. My doctor refused to listen, and I stopped taking it. Actually, the pain was so bad I could not sleep at night, and could barely concentrate on work during the day so my doctor prescribed sleeping pills and muscle relaxers and many other things. I am not a person who takes much medication, and the one time I felt I needed some sort of pain medication, my doctor made me feel like I was an addict trying to get drugs and then prescribed a bunch of other things, that did not help.
It took months of physical therapy to regain muscle and get the pinched nerve under control. I still have some trouble with it, but it's manageable. So, this is why I am afraid to try another statin.

I have also read in many places that, although statins may make your numbers look better, they do not adequately reduce the risk of heart attack......

Has anyone else had luck reducing levels this high with diet and exercise?
What's your story?