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I know that there are gamblers that just wanted to entertain themselves without thinking of the money that they can loose, some doesn't really care ate all if the lose. On the otherhand, I believe most players wanted to win.
I am one of those who play just for fun and entertainment and it actually works very easily:
You set yourself a monthly budget that you want to spend on gambling, for example $50. If you win, the budget increases (or is used up less quickly). If there is still money in the account at the beginning of the new month, I either increase it to 50$ or if it is even more, there are no deposits (but this is rather rare). If my account is empty, there are no more deposits until the next month and I don't play anymore. 50$ is actually enough for a long time if you don't have an unbelievable streak of bad luck at the beginning of the month. That happens, but of course very very rarely.
I've been doing this for some time now and have to say that the profits and losses are more or less in balance. In any case, you don't run the risk of becoming addicted or losing sight of what gambling is supposed to be: a way to be entertained.