Thx for replying, but I have already tried this config from drupal.org.
With this config it will not cache the page correct? What I'm trying to do is set every page to be cached whether logged in or not, or more specifically to maintain a separate cache for each user. But I need to differentiate the cache key based on the session cookie.
I need to optimize for authenticated performance, our website has 90% logged in users, our non authenticated speed for nginx is more than sufficient now. On my crappy laptop I can get 4000+ req/s for non authenticated pages, for authenticated pages I get 2 req/sec without any caching at all. With fastcgi caching I can get 3000+ req/sec, but this is without google analytics, as soon as I enable it my speed plunges down to 2req/sec :(