Hi Gary,
Just checking how you are getting on? I would strongly advise you stop trading live as it seems way to early for that at the moment from what I am reading.
My initial advise would simply be this:
Switch to a demo (mock live) account and keep doing what you are doing, only when you have seen successful results for a few months running should you progress to a small live account as you are doing. The odds of you losing money if you skip this important step are astronomically high.
Any winning periods will most likely be luck (certainly not a good thing if it mean you then start to increase the size of account and risk size with false confidence) and large losses will be just round the corner.
Keep asking questions but just had to start with making those thoughts clear ;-)
I have some questions:
1 – How long have you been trading?
2 – How long have you been algo trading?
3 – Do you have EA studio?
Also I would add that the behaviour of an EA to have a winning pf over several trades and then a losing pf over several trades as you have described is not so uncommon.
Petkos suggested demo/live comparison is right on point btw, it very much should be the same (I have found it to be with most reputable brokers), but if not then thats definately a problem.