He first was a private captain of horse, but now commanded a regiment whom he armed cap-à-pie à la cuirassier; and, joining with the Earl of Manchester, the first action we heard of him that made him anything famous was about Grantham, where, with only his own regiment, he defeated twenty-four troops of horse and dragoons of the king's forces; then, at Gainsborough, with two regiments, his own of horse and one of dragoons, where he defeated near 3000 of the Earl of Newcastle's men, killed Lieutenant-General Cavendish, brother to the Earl of Devonshire, who commanded them, and relieved Gainsborough; and though the whole army came in to the rescue, he made good his retreat to Lincoln with little loss; and the next week he defeated Sir John Henderson at Winceby, near Horncastle, with sixteen regiments of horse and dragoons, himself having not half that number; killed the Lord Widdrington, Sir Ingram Hopton, and several gentlemen of quality. Thus this firebrand of war began to blaze, and he soon grew a terror to the north; for victory attended him like a page of honour, and he was scarce ever known to be beaten during the whole war.

Now we began to reflect again on the misfortune of our master's counsels. Had we marched to London, instead of besieging Gloucester, we had finished the war with a stroke. The Parliament's army was in a most despicable condition, and had never been recruited, had we not given them a month's time, which we lingered away at this fatal town of Gloucester. But 'twas too late to reflect; we were a disheartened army, but we were not beaten yet, nor broken. We had a large country to recruit in, and we lost no time but raised men apace. In the meantime his Majesty, after a short stay at Bristol, makes back again towards Oxford with a part of the foot and all the horse.

At Cirencester we had a brush again with Essex; that town owed us a shrewd turn for having handled them coarsely enough before, when Prince Rupert seized the county magazine. I happened to be in the town that night with Sir Nicholas Crisp, whose regiment of horse quartered there with Colonel Spencer and some foot; my own regiment was gone before to Oxford. About ten at night, a party of Essex's men beat up our quarters by surprise, just as we had served them before. They fell in with us, just as people were going to bed, and having beaten the out-guards, were gotten into the middle of the town before our men could get on horseback. Sir Nicholas Crisp, hearing the alarm, gets up, and with some of his clothes on, and some off, comes into my chamber. "We are all undone," says he, "the Roundheads are upon us." We had but little time to consult, but being in one of the principal inns in the town, we presently ordered the gates of the inn to be shut, and sent to all the inns where our men were quartered to do the like, with orders, if they had any back-doors, or ways to get out, to come to us. By this means, however, we got so much time as to get on horseback, and so many of our men came to us by back ways, that we had near 300 horse in the yards and places behind the house. And now we began to think of breaking out by a lane which led from the back side of the inn, but a new accident determined us another, though a worse way.

The enemy being entered, and our men cooped up in the yards of the inns, Colonel Spencer, the other colonel, whose regiment of horse lay also in the town, had got on horseback before us, and engaged with the enemy, but being overpowered, retreated fighting, and sends to Sir Nicholas Crisp for help. Sir Nicholas, moved to see the distress of his friend, turning to me, says he, "What can we do for him?" I told him I thought 'twas time to help him, if possible; upon which, opening the inn gates, we sallied out in very good order, about 300 horse. And several of the troops from other parts of the town joining us, we recovered Colonel Spencer, and charging home, beat back the enemy to their main body. But finding their foot drawn up in the churchyard, and several detachments moving to charge us, we retreated in as good order as we could. They did not think fit to pursue us, but they took all the carriages which were under the convoy of this party, and laden with provisions and ammunition, and above 500 of our horse, the foot shifted away as well as they could. Thus we made off in a shattered condition towards Farringdon, and so to Oxford, and I was very glad my regiment was not there.

We had small rest at Oxford, or indeed anywhere else; for the king was marched from thence, and we followed him. I was something uneasy at my absence from my regiment, and did not know how the king might resent it, which caused me to ride after them with all expedition. But the armies were engaged that very day at Newbury, and I came in too late. I had not behaved myself so as to be suspected of a wilful shunning the action; but a colonel of a regiment ought to avoid absence from his regiment in time of fight, be the excuse never so just, as carefully as he would a surprise in his quarters. The truth is, 'twas an error of my own, and owing to two day's stay I made at the Bath, where I met with some ladies who were my relations. And this is far from being an excuse; for if the king had been a Gustavus Adolphus, I had certainly received a check for it.

This fight was very obstinate, and could our horse have come to action as freely as the foot, the Parliament army had suffered much more; for we had here a much better body of horse than they, and we never failed beating them where the weight of the work lay upon the horse.

Here the city train-bands, of which there was two regiments, and whom we used to despise, fought very well. They lost one of their colonels, and several officers in the action; and I heard our men say, they behaved themselves as well as any forces the Parliament had.

The Parliament cried victory here too, as they always did; and indeed where the foot were concerned they had some advantage; but our horse defeated them evidently. The king drew up his army in battalia, in person, and faced them all the next day, inviting them to renew the fight; but they had no stomach to come on again.

It was a kind of a hedge fight, for neither army was drawn out in the field; if it had, 'twould never have held from six in the morning to ten at night. But they fought for advantages; sometimes one side had the better, sometimes another. They fought twice through the town, in at one end, and out at the other; and in the hedges and lanes, with exceeding fury. The king lost the most men, his foot having suffered for want of the succour of their horse, who on two several occasions could not come at them. But the Parliament foot suffered also, and two regiments were entirely cut in pieces, and the king kept the field.

Essex, the Parliament general, had the pillage of the dead, and left us to bury them; for while we stood all day to our arms, having given them a fair field to fight us in, their camp rabble stripped the dead bodies, and they not daring to venture a second engagement with us, marched away towards London.