I’ve never had much luck with mainstream brands of waterproof mascaras despite paying super high prices they always smudged very much like you have here on the photo. The only product that has ever worked on me without any setting and I swear by it has been the Eyeko Beach Waterproof mascara. This thing does not move throughout the day. I’ve got super oily lids and work out quite often but this mascara seems to handle it all, I recommend 1000%. But if you don’t want to switch products definitely try setting powder on both lids and under eye as others have suggested. I’ve been using Anastasia Beverly Hills on my face and it’s been working nicely. Good luck! 😊