What's happening is that your brain tries really hard to prevent being in uncertain scenario that is your open trade.To prevent the suffering you exit the trade quite quickly which is giving you relief temporary but long term your sufferings become much greater.

I would suggest taking 3 steps to prevent it

1)Read Trading In The Zone by Mark Douglas
2)Develop highly mechanical direction of eliminating the risk(I keep it really easy - moving my stop bar by bar).
3)Define clear exit(I also keep it really easy by attempting to achieve 1:2 risk/reward ratio)

What really helped me is that I am keeping record of all of the trades and analyze them with assurance that you really have an edge comes ability to stay in the trade as long as it is needed depending on your rules.