It is a sign of being addicted in gambling. I honestly got the same experience of it before but not too much, as I remember it happened to me only two times, I had a weekly campaign that I joined before and after I got payed every week I spend it all on gambling after I lose all of it in that week, and bet again the other week with a thought that I will recover what I had lose, but ends up losing all of it
That's the magic that is on gambling, when you lose you want to come back again to at least to recover your losses, but instead
you add greater losses, and you want to stop but you will definitely return because you still think you can profit from gambling..
I though being a martyr only applies when you are in love but I'm surprise when it could be also applies in gambling. It is just like what you have said, we know that we are just repeating the situation(losing in gambling) but still we chose to try and try it again, hoping to get some profits, sadly it turns out to be the exact opposite thing---we lost over and over again, and we tried it again.
It is like a routine for us, that is why it is hard to ignore it for even a day or a couple of days because it is already became part of us, and that is a bad thing.