If you deposit at a gambling site then you should think what you deposit is already a lost that is why it will help to take some stress out if you really lose them all but if you make a little back then withdraw them and keep it safe until you decide to deposit it back to the site
This is a superb strategy.
This is how I approach gambling. I really only gamble on poker and sports betting, and I do it for the entertainment. If I win, that's awesome, and if I lose, I was simply paying for entertainment.
I also started doing parlay betting on NFL a lot recently. It's quite a cheap hobby, and just being right a fraction of the time yields insane profits.