Every strategy has drawdowns, and they last longer than people expect. The statistical part is survivable. The behavioural part is what ends accounts: size increases to recover, standards lowered to find trades, a switch to a new method, or a stop to trading precisely as conditions turn.
Know the shape of your own before it happens. From your records or a backtest, write down the expected worst drawdown and its typical duration in trades, and keep it somewhere visible. A loss run inside historical norms is information about variance; one well outside it is information about the strategy.
Plan the response in advance: reduce size at defined thresholds, raise review frequency, keep participation full, and set the quit-point before you need it.
Related: max-drawdown, quit-point, strategy-hopping, undertrading