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Position size creep happens slowly. You increase risk slightly after a good week, or round up your lot size because it is easier, or add a little extra on a setup you feel strongly about. None of those changes seems significant, but over a few months your effective risk per trade can double without you deciding to do so. Then a normal losing streak hurts far more than it should. To prevent this, I calculate size from a formula every time: account equity, multiplied by the fixed risk percentage, divided by the stop distance in pips and the pip value. I use a spreadsheet or calculator, never an estimate. I also record the actual risk percentage of each trade in my journal, and review the average monthly. If it drifts above my target, I correct it. Another safeguard is updating my account equity figure only once a week, so small fluctuations do not constantly change my sizing. Consistency of risk is the foundation of statistics: without it, you cannot evaluate your strategy fairly or protect yourself from large drawdowns.

A sizing script is the fix I'd recommend too. Mine takes the stop in points from the chart line and the risk percentage, then rounds the lot size down, never up. Rounding down alone removed the slow creep that crept in when I typed sizes by hand.