By the rules

I think it is important to play by the rules. So what if you lose? It means that you have not developed the correct skills (or attained the correct skill level) to win under those rules. You then have two options: work on improving your skills, or find a way to win by going around the rules.

The shortcut is to go around the rules. Highly recommended if you cannot take the ego beating of losing. But it isn't going to improve your game or your skills. In order to continue to win in the future, you have to continue to go around the rules.

You can of course continue to take the beating and continue to lose, but each time you lose, ask yourself what were your mistakes, and how can you thus improve your game. Each time you lose, if you do some self-reflection, you learn about your weaknesses and thus you can work on improving them. Eventually, you will improve in your skills and your game, and win by the rules.