Bankroll management is indeed key but I think the problem for a lot of players is that sometimes they start raging if they have a bad session and will do crazy or high bets and potentially loose everything.
Thats true. If we're in losing streak (close to get busted), sometimes we are committing a decision out of desperation. I did this before through martingale strategy with a mindset of if I win then its really meant for me and if I lose so be it, I will stop playing for a while if it happened.
So the only thing that works for me is locking most of my balance in the vault and if it gets to high, just withdraw it and only keep a small balance on the site to play.
In my case I have set money allocated for gambling. Im not the type who will deposit more to chase losses.