Your goal is just too high. Maybe you are being megalomaniac. Since it's a game of probabilities, they are against you and it's really likely you are going to fail over and over again on your desperate attempt of turning few thousands of dollar into a million. If you don't want to lose money, just decrease your final goal, but if you still want to keep that goal intact, don't feel bad about losing money, because you have to keep in mind you are trying a hardcore challenge which comes with extreme risks.