Stopping decisions are frequently modeled as decisions to switch to alternative activities once the current activity stops being adequately rewarding, such as in optimal foraging theory, as well as more recent metacognitive models. However, the sense of stopping and making decisions in such frameworks is highly platonic, with both decisions and stopping actions occurring instantaneously. In contrast, the phenomenology of quitting actions that one is undertaking appears to be temporally extended and metacognitively challenging. We study the metacognitive covariates of quitting decisions made by chess players using a large database of chess games sourced from an online chess portal. Our analysis reveals that players tend to persevere when they are playing against stronger opponents and after having played poor moves. We also find that a history of quitting games makes players more likely to quit in future games, but that having recently quit in a game offers some protective effect against quitting. Finally, we find that quitting a game makes it more likely that a player will play a game again soon. We place these results in the context of modeling quitting as a metacognitive choice affected by multiple competing goals.