I have been a futures trader for a while, haven't blown up any accounts but also not living the good life from my trading either. What I seem to have started to do is after I get into a trade and it becomes profitable, I will move my stop to BE or better. The end result of that is a small profit and since I started trading micros, even a small loss because of the fees or slippage that goes with some of the micros (micro RTY comes to mind). The trade very often will go on to become profitable.
There is certainly a psychological component to this, e.g. fear of loss, needing to be right, or fear that my analysis is not good and the trade was not right at the time and the stop will protect me.
Maybe there are traders here that have or are experiencing the same maddening behaviors and can help me to get out of this sorry state.