For me what has helped is testing my strategy as much as possible. I come from a background in science and have learned that large data sets allow me to draw better conclusions than smaller ones. I can more confidently say that changing x generates y result with statistical significance the larger the data set and the same is true of my trading. As such when I get a bad result or even a string of bad results, I can fall back on the reliability of my testing to know this is expected and therefore nothing to worry about.
