I have a similar problem and had a 90%+ win ratio with negative earnings due to taking winners way too soon and letting losers run to infinity while adding in.
I trade ES, YM, and NQ. This may sound strange, but I finally found something that worked for me. Although I had a hard time getting out of losers, I didn't mind putting on new postions which ever direction just as long as I didn't feel stuck or helpless in a postion I was holding; so I put that to my advantage by starting with 1/2 one direction and 1/2 another direction or very slightly skewed if I had a bias (i.e. 4 ES long, 4 YM short). It started my mindset from guessing a direction at the start of the day, and I would "take profits" which ever way the market went. The market nearly always retraced enough to rebalance some - then I work around a new pivot point. I am now actually trading versus speculating, and I usually make about 40-60 total contracts a day. I know it costs more in commissions, but my account has greatly increased since I switched to doing this. Only a couple days in a month has the market not retraced enough, and I had a losing day which was twice the size of my winning days. The key was then to start over the next day and not hold overnight trying to making it back. I did that once and got killed. The thing that took it to the next level was that I try to wait for an inconsistency and buy which ever of the 3 is the lowest and sell whichever of the 3 (ES,YM,NQ) is the highest at about the same time giving myself a bit of a hedge as they usually rebalance with each other.
I've only been trading this on small amounts ($12-$20K) before I move some profits - at least for now. This consisently makes me $600-$800/day on that amount with losing days at $1000-$1400. MY last 6 trading days have been extra strong and I took $12,000 to $19,600 (as of this posting time).
Hope this makes sense and helps.