I think I've gone all in and won before, but that's just a guess. You should never go all in. It's only a last ditch effort that should be used with caution. Even if you all in with 90% chance of winning, there's still a chance that you can lose your money.
I agree with you. I tried to go all in in my first round of play with 95% chance of winning and I lost. Well, you really have high risk in gambling.