I too have this game. My GCs all learn strategy on it. Captain Cook was so intrigued by this game that the sailors used to say he was playing with his mistress.thats the tale I've been told. I don't call it that to them. Keeping their little minds pure.
I do have one although it was called something else as, apparently, the game was a pastime for the men who worked in the brandy distilleries in France. However, I have oubliéd le nom. Also, I quite enjoy games of this sort so I am not planning to part with it. I wonder where the name Captain's Mistress came about. I hope someone else can help you out.
Got your interest: I am looking for a secondhand game of Captains Mistress, its a wooden 'board' game very similar to Connect Four but with wooden balls and a wooden frame. Played it on holiday and loved the feel of the balls and the satisfying 'clunk' when they were dropped in the frame. Probably I need to get out more but if you have one I will gladly pay postage.