they don't call them bandits for nothing.
Make sure you have the trap weighted down with blocks or stakes so it cannot be shaken or moved.
Wire the bait in a soup can toward the top back, this way, Ricky will have to make sure he's all the way in to reach it.
I'm not sure of your exact locking mechanism, so if you got a picture you can post, or a link to the site, we may be able to give more suggestions to keeping him in jail.
Are you in the city? Do they stop by at a regular time? I'd wait and busta cap if it was predictable.