So i am guessing you expect that equity curve to just move straight up....we all hit those rough patches, but if your system got you that far hang on a little longer. Looking at your graph you should still be in very good profit, which means u are loosing profits, unless you got one grazy position sizing algorithm. As more time is needed for your system to play out, i would say hang on, don't change anything and institute a money management system that decreases your position sizing during drawdons and increases during up moves. Looking at this equity curve, it is perfect for the Kelly criterion but only fraction not full. I have seen curves like this and only for it to shoot back up and then you see that bugger again some time in the future, manage your mm system well and maybe increase your diversification to smooth out that curve but don't go running changing your strategy just yet.