Self medicating does not help...
Actually it does... there are a number of remedies that can temporarily or permanently relieve the symptoms of depression. Sex, love, music, healthy diet and exercise, socializing with fun people, enjoying hobbies, etc. Having fun and choosing to seek out ways to enjoy life are among the greatest remedies for depression, but ultimately it all starts and ends with Will. If it is not your Will to overcome depression, if it is instead your Will to wallow in misery and give up on life and focus on the negative aspects of the human experience, then yeah, you are going to remain depressed.
To just give a reminder, there are many various things that help us with the disease to stay feeling better, and for sure, no one thing or set of them can be relied upon.
Depression is not a disease, it is a state of mind. Depending on the strength of one's Will, it could be a temporary or a lifelong battle.