Would you leave a good paying job that makes you depressed and try your hand at something else?

I've done it, I loved it, started my own bussiness, but it didn't work out,I don't regret it though, for a few months I felt amazing. On the side of my business I'm working for a job I hate now, once I save up more money I'm going traveling. I agree,bad job will ruin many aspects of your life. I stayed with a job I hated for 12 years, never again. Ill use the jobs for money and keep trying to do my own thing, even if it's less money.