I'm currently playing with a small bankroll (~30-35$). If I win something smaller, like up to my current bankroll, I will keep it there. But in the marvelous scenario if e.g. I would win something like in the hundreds or thousands of dollars, I'm quite sure, I would split it. A (larger) part of it would be withdrawn as I'm definitely not ready yet to play on those higher stakes, and the other part would be part of my now increased bankroll.