. Handle, 15% wins(!)... that's even lower than the classical long-term trendfollowers used to get. I could only do that with an automated system and I know that you like to use automated plus your hedging techniques so I can see how that would make it more palatable. It's nice to see you posting here... hope you are living well these days.
I appreciate reading the wonderful sharing. I recently is experimenting a strategy along similar philosophy, short term iron condor (itself a RTM strategy), while mannually managing the surprises (example, right after earning report) by short/long the principle (for the example, ususally after or pre market) with enough shares to make back the max loss cases and maybe some gains after covering the losses. I think the key point your have is "time is not on my side". My rendering of it is: we as traders are stealing from the market what we can, and no thief want to stay at the location of operation that long, get your stuff and get away fast, LOL.
There is a basic flaw in those calculations. A. It is assumed that win rate is static. B. Underlying data distribution is normal. None of those are true for financial data.
Initially, my commodity system seeks contract highs/lows based on past 9 years, it is like if I was a producer/farmer, as price keeps going higher or lower, system keeps selling new highs/buying new lows and hedged. But once found, trend trend add-ons happen, by end of a trend, dozen add-ons trending. Like last year, took dozens attempts over few years of finding highs in the index futures, but nailed all of them, last year was a very good year. Always have to put on the hedges first then underlying. One my best markets is actually Live Cattle or other products that are grown/raised each year, pretty much make something in them each year, "paper" takes years to find extremes. I started long ago doing it manually. Am on forever vacation now, travel much, not much of a camper, so month in an AirB&B then go somewhere else. But in couple years plan on building a comfy log cabin East Texas, stream nearby, stock a pond with fish and design new systems. Next week getting carpal tunnel surgery on other hand, all those years of learning and trading...
If your losses are occurring when the market is in a period of increased volatility, then don't trade when there is increased volatility. There are many indicators that could quantify that for you. If you are randomly getting whacked then you either need to enter trades at a greater deviation from your mean or scale in at different deviations or implement a better risk:return ratio. Seems like you need to perform a simple MFE:MAE test on your trades to see if you exposing yourself to too much risk to get the higher win rate. As others have pointed out, applying a trend filter might also help if your wins occur during an up-trend vs sideways or down-trending market.