For mine I think the worst was during a martingale strategy with dice. I dont remember what site it was, perhaps Primedice or some other popular dice site back in like 2015 or so.

Basically I think I lost like 1 BTC or 1.2 BTC due to my strategy. Back then Bitcoin wasn't worth as much so it didn't sting as much as it does today but it was still a bad loss.

To make a long story short, I got like 10 or 12 losses in a row and basically one roll made that BTC disappear. If you don't think 12 losses are in a row are possible, then you aren't listening.