You really can't say when exactly, because frankly when you start to win big numbers you get really excited and wanted more.
But I guess, I would leave when from a big number I have lost one or two more tries. I will not risk more that what I have won already.
This plan is actually working, and we can save our winnings. After winning many games if you face any 2 or 3 losses in a row, you can stop your play then only you can able to make a profit in that game. If you became greedy and started to play get back that 2 or 3 loss amount it will lead you to lose everything that you won before.