I agree with Mystik. I use cocky-funny ALL THE TIME and I say some serious stuff that you wouldn't be able to get away with. The thing is that I've been cocky-funny since I was a child. It's a natural part of my personality and I've had a long time to perfect it. It's definitely something you want to do in person unless the woman knows you well and will pick up on it over text.
Personally I would have just went along with her. It's the easiest way to pass a test and it works wonders. Example:
Me: You're just noticing this now?! I'm the cockiest guy you'll ever meet. In fact, I'm surprised you even talk to me. ;o)
Stuff like that. If you're are going to self deprecate you need to roll with her punches. I have girls call me an asshole all the time (They are smiling when they do this) and I say "You're right. I am an asshole. A big brown one. Why do you hang out with me? (Huge grin)."
You can seriously go back to this EVERYTIME!
If you want to go the cocky-funny route because it is a part of your personality read this thread: http://www.puaforums.com/how-talk-gi...ing-right.html
I must add that the thread above is more about in person interaction with a girl you already know. I would recommend against going cocky-funny with a girl you don't know well over text. Cheers!