External monitor shuts on and off...

Ok so stick with me, this might be hard for me to explain. Keep in mind my mouse and keyboard are plugged in via USB, not wireless. My external monitor is a Dell 2405FPW.
When my new MacBook Pro 15" is plugged into a power source, the external monitor it is connected to works just fine. Now, I ALWAYS have my MacBook Pro itself closed (meaning the lid if closed). It can go to sleep and I move my mouse and the external monitor turns back on, and we're in business. Works just as it should.
Now, if my MacBook Pro is NOT plugged into a power source, the external monitor the computer is connected to will turn on for 5 seconds and then the computer will go to sleep. I'll move the mouse, the computer turns on, after 5 seconds, it goes back to sleep. Keep in mind my computer lid is closed. IF I HAVE MY COMPUTER LID OPEN, the external monitor works just fine. It just works as a dual monitor setup.
You'd think with the computer not plugged into a power source that having to run ONE monitor would be best instead of running two. Now, if I open the lid and have things running well for a bit, I'll try and shut the lid. The computer goes to sleep for a couple seconds, I move my mouse, the external monitor turns on. Then after 5 seconds the computer sleeps again.
Now, here's where it gets weirder. In those 5 seconds the external monitor is working, I go to restart the computer very quickly. Keep in mind, the computer is not plugged into a power source still. Once the compute restarts, the external monitor works just fine UNTIL THE COMPUTER GOES BACK TO SLEEP. Then the monitor won't turn on no matter what button I press on the keyboard or the mouse. I have to open the lid to get things running again. And if I shut the lid, the computer is only on for 5 seconds and then goes back to sleep.
I'm really confused. I don't know why when I restart the computer when it's not plugged into a power source the external monitor works fine on its own, but once the computer goes to sleep, you can't get things working again unless you open the computer's lid and use it as a dual monitor setup. When the computer is plugged into a power source, all is well.
Can someone help?

help

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