How do I get over the countless failures? I’ve been chasing the $1,000,000 dream for years.
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.
Another possibility is that it is possible to obtain the dream of the OP, but it is likely they will have to invest more than one million dollars in order to fulfill their goal.
And in that case they might as well give up, save their money and get to that goal anyway by simply accumulating their money over the years, not exactly the most exciting possibility out there, but it is one that is way more effective than trying to chase those profits while gambling.