I played the Comedy Store in London about 15 months ago. I got audience laughter and made my set work with enough confidence to come off stage buzzing. Sadly, I was not seen as a seriously good act by the owner of the club. This is for various reasons. It doesn't matter. Although, at the time, I took it on the chin, because I almost expected it, it still bothers me to this day. Maybe one day I'll be in the place where either it doesn't bother me, or I can get a second opinion from the same person on the act that one day I will be doing.
What I'm getting at, is that walking away from a gig where either you've died, or you've been treated like a no-hoper is very difficult. It's hard to go on stage with the required swagger of a stand-up if you've got a real grasp of how poor you're either about to be, or you've been considered to be in the past. That's why the stand-up comedian is a lonely fellow, both on stage, with all eyes on the mic, or off stage, on the lonely trip home.
Last night, I watched a fellow act begin his walk of shame and, to be honest, I wasn't wholly sympathetic towards him. Perhaps now, I remember why it's so lonely. Perhaps everyone has to face the loneliness themselves, and maybe getting enthusiastic encouragement from your friends is no help. At the end of the day, it's about what you do when you're trapped in the spotlight, and what people make of that.
I've had a couple of gigs recently that I've walk-of-shame-d away from. I've also had a few which have been absolute crackers. That's the gamble, and like any gambler, I'm addicted.