The game isn't worth the candle.
More English Proverbs:
Never do today what you can put off till tomorrow.
The difference is wide that the sheets will not decide.
Just do it.
Take heed of enemies reconciled, and of meat twice boiled.
Better face a danger once than be always in fear.
Beauty is only skin deep.
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Three glasses of wine end a hundred quarrels.
Justice has a waxen nose.
The sun will bring to light what lay under the snow.