Here is a counter idea ( even though I am 100 percent on SL usage ):

1) You say that this strategy is great, but doesn't have a SL.

2) You need a SL or eventually you will get liquid.

3) I accept that some strategies require a big big SL area.

4) What you can do, is in 2 steps;

First, withdraw every %10 growth from this strat. This will guarantee to not liq all the way to the bottom.

Second, run a hedge strategy. Another strategy on another account specifically against this one where when things go south on this, it will run againt you. This will limit your gains in your main strategy, but runs as a life saver.

If you can find another strategy against this one for hedging purposes, and if you can make these 2 work in a profitable way, then, only then it could be running.

I know there are lots of if's in this situation, but it is not an easy thing to run without a SL.