One of the best ways to keep your gambling winnings is to take a temporary break after winning. After every win, the probability of defeat increases. Because win and defeat complement each other. Besides, there is no assurance that fate will always favor. I try to cash out after a win especially the big bets. Again, we accept the same situation in case of defeat. I try to stop when I lose a few times in a row. Many gamblers cannot hold their patience here. They quickly try to recover the bet money which in turn causes them to lose more money. Since gambling is uncertain, one has to rely on luck as well as shold be controled in gambling.
I agree with you that the probability of losing increases after a win. And we need to take a break after winning. This increases the chances of losing money. But when we go to the casino the desire to gamble increases after winning money. We want to win more money. And taking a break from gambling right now is a very difficult task. And most of the time it is not possible to stop gambling after winning big money. And this is one of the biggest reasons for losing money in gambling.
Gambling addiction is very risky. This is why we should try to refrain ourselves from gambling for some time after winning. If we can't stop ourselves from gambling after winning, or even after losing, we will gradually become addicted to gambling.