Hi Yang,
Sorry I gave this a try, although it looks as though the component is escaping the RTF sequences, preventing colours from showing. It looks as though a functional change will be needed to make this work.
At the moment, the rich text box used to show the trace output has a number of problems including poor performance and unicode display issues. It's highly likely that it will be replaced. I'll note your request down to try and consider custom colours in whatever it is replaced with.
Cheers,
Remco