I think it's not really bad to stay with the Melancholia.
Firstly, you need to find something that'll take your mind off things.
Then, you should continue on what you love doing.
There's nothing wrong from looking back at your past. It's to remind you that you are aware of what happened, and is doing the best you can do to keep moving forward.
I, too, am suffering from crippling depression.
But like I said, try to keep your mind off of it. If not, then try your best to solve the cause of the depression itself.
It's what I did.