I can confirm with absolute certainty I have never lost a Dime playing on-line Poker, I have never made a deposit to any site So It's impossible for me to lose money I never deposited.
In Casinos etc, for Live Poker games sure I have had to invest my own money to buy into Tournaments or cash games, but I use the same Bankroll strategy for Live events as I do for On-line Poker, I only buy-in with Money I am prepared to Lose, If I cannot afford to lose it I simply don't play.
For me it is much more than Winning or Losing, It's a Nights entertainment I am willing to pay for, regardless of the result, If I win I will place all my winnings into a coffee pot I never use and that is my Bankroll, I never mix my own money with my Poker Winnings because things can get blurred and hard to follow, but having a separate stash for my Poker games allows me to see in real hard cash how well I am playing.
It also allows me to treat my Wife and myself to special events like a Concert now and again, or a Weekend Break, even a Vacation occasionally, I remember once I was just walking out the door to go and play Poker with a Friend in a Pub Game and she asked me for some extra cash as she needed some new clothes for a Holiday coming up, I said I would leave her my winnings on the coffee table and she could help herself.
"Who says you are going to Win?" she shouted at me as I was leaving, I just smiled at her and said "Have I ever Lied to you? It will be there".
The next morning she woke early to go to Work and as Promised I had left her my winnings from the previous night and left a note saying enjoy your shopping and there's more where that came from, She just left a note saying I guess you won then
I Promised my wife When I started Playing Poker On-line it was only going to be a Hobby thing, and I would never use my own money to play, I kept that promise for over 20 years now and still have not made a deposit. Poker is much more than simply making money, It is about being in control of all your emotions, not giving anything away to your opponents at the table, being able to pull of a bluff when you need to, Showing strength when you are weak and showing weakness when you are strong. It is a battle of wits trying to outsmart your opponents and lead them into traps. Much like Chess or any other game. More importantly it is also about control over your Finances, Don't ever play with Scared Money, Money you cannot afford to burn!