Don't compare trading with gambling. Gambling and trading are two different things. Gambling depends totally on luck (talking about games like dice and slots) where you have no control over your bet amount. In case of trading, you have a better edge on controlling your losses. You can back out anytime from trading and reducing your overall losses (compare it with bet amount when betting. You can't remove your bet once palced. You either win or lose everything. But in case of trading, you want withdraw your investment and save some of it).
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They're both different but the way you do your trading is like gambling and except that you're not fully depending on luck (it only has a minor involvement which is particularly from the instability of prices) instead you're committing your fiat money into digital ones that you'll use in trading and yes you had mentioned the majority of its difference, which is you can still stand up and leave the table to save your sanity and money if you know you aren't winning. However leaving the market won't guarantee you that you'll leave unscathed, and there
might be losses even when you save.
It's like those sole owners of a certain business that risks their capital investment, and do their best to gain profit and expand.