When you are playing poker, you should be prepared for both the winning and losing experience. The only factor that clearly differentiates between the long-term winners is proper bankroll management.
The natural discrepancy of the poker game actually means that you will be most likely hit the downswings of the different buy-ins for the real game that you have been playing. If you have been playing the game with a large percentage of bankroll in one single game, then one downsizing can be good enough to wipe out the entire bankroll that you have.
The winners of online poker games make sure that they have only a small percentage of the bankroll at stake in a single game. The thumb rule is that in case of a cash game, the amount in stake should be 5%, and for tournaments, it should be 2%.
While this may seem overly conservative, players who can manage the poker bankroll well will not get bankrupt statistically.