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.
But this strategy will not really useful if you lose and always keep it safe. Lets say that you dont withdraw them but stop for a while and then you will do the same as tmorow so you will safe the sending fee rather than put in and out your balance