for me... it may be strange but when i get alot of bad beats or make too many mistakes.
I try to cool myself down, lucky for me I play mmrpgs and watch anime , i get to immerse myself in those to relieve the depression.
im not sure if this will work for you... im guessing this way of preventing depression only works for Gamers like me...

Meditation with a focus on acceptance is helpful for this! Meditation in general as well.

I always think that if I wasn't making mistakes and still getting bad results that it should feel much worse. Identifying your leaks and fixing them should really get you on track. Look at some of the things you're doing well at the same time.......you don't have to keep making the same mistakes

Whenever I make a bad mistake or take a really brutal beat I listen to this song: https://www.youtube.com/watch?v=QqC5YtutWAU

Puts me in the right mind to start over again :)

Instant sit out, assuming you play CG and do something physically activating. This will rebalance your hormone lvl.

You starting adding up all of the huge mistakes which were completely avoidable and you keep a tally of sorts that runs into thousands of dollars. You think about how cool it would be have those extra thousands in your roll and you know you don't.

This is coming from someone who did exactly what you are describing above, but tallying up of what you could have had, does you no good. I think it is one of those things that boils down to the simple saying, you live and you learn. You kind of build up a thicker skin to it and hopefully you are able to learn from your mistakes.

Man.. and it doesn't get easier.... I wish I was like Trump.. bankruptcy..? meh, whatever, Trump Train rolls on!