It’s happened to me many times. That’s why I think it’s better to do the opposite: start with a decent capital and aim for smaller, more realistic wins.
This is also dangerous as far as you are talking about gambling. I will prefer to use small amount of money but I will also aim for small amount of money. If it is betting, I aim for 1.5 to 2 odds bit if it is gambling with casino games, I aim for 2 to 3 odds instead. When I was betting with huge amount of money, I only realized it was an addiction and I changed.