For me chasing your loss in gambling the worst mistake.
Because by this the person only gonna increase the value of his loss and then he is not able to to recover from that at all.
actually it is more likely a human nature who always want to win and trying to recover every single losses , it is can be categorized as a mistake in gambling but i prefer call it as human instinct.
as you may know most of people who chasing their losses are get more losses , just try to avoid that instinct.