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A big loss is a heavy loss.
The reading is the おお reading of 大 coupled with the on'yomi reading for 損. Just keep in mind that the そん changes to ぞん and you'll be good here.
大儲けするつもりでパチンコに行ったが、結局大損してしまった。
I went to a pachinko parlor in the hopes of making a lot of money, but I ended up with a heavy loss instead.
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