Suggestion, be scientific: Produce a list of your trades, with columns for P/L and trade size (in $). From this list, simulate effect on your starting equity (which should end up with your final equity before modifications). Then, you should be able to experiment with different trade sizes and study the effects on your account for this particular sequence of trades. Note that you might want to simulate both fixed and scaling trade sizes with this, even if you used one or the other originally. If you want to go even further, you can use Monte carlo simulations to test random sequences of your trades, as well as using Kelly criterion to figure out your theoretical optimal betting amount. All of this things can tell you what size you should be able to trade (assuming you don't psychologically falter) and assuming you can take on the tail risk if you get a worse outcome than so far. Good chance to learn Python if you don't already know a language, lol. But I assume this is the kind of thing that should be reasonable in Excel too.
It only takes one black swan event to erase a few weeks or months worth of profits. Just ask any pro portfolio mgr.......
You have to decide how to increase your trade size. Larry Williams used very aggressive money management to win a trading championship, but later switched to Kelly method (calculate amount risk based on largest loss) because the drawdowns were too big.
You should be thinking in percentages not dollars. Decide the maximum risk in terms of account capital and stick to that percentage no matter how big (or small) your account gets. Focusing on dollars will make you greedy. Focusing on percentages will make you a better trader.
Do you folks really believe this stuff?? Keeps the site active I guess, why it's a social network not strategic