When you get a trend develop like the one shown below, it is critical that you do not exit until you get the relevant signal. Why? Because it is the big winners like these that cover the costs of doing business (i.e. covering all your small losses) and leaving a surplus over which generates the overall profit for the system.
Human nature would tend to dictate that the profits would possibly have been taken an awful lot earlier in the downtrend, for fear of the price reversing and the open profits being lost. However, the historical positive expectancy in a trend following system dictates that you must sit on your hands and avoid the temptation to bank the profits.
All you need do is drag along your stop as per the system rules, and let the market take its course.