Price lost out to Peter Wright in the final on Saturday with an average of 109 but made up for that with a stunning 94 checkout to claim the victory in the deciding leg.
'The Iceman' spoke afterwards and said that as long as he left himself a shot in that final leg that he'd have that belief and he believes it shows how far he's come from when he started that he can turn those close games from defeats to wins.
"Going into the deciding leg, with Michael throwing first, it looked like the game was gone," admitted Price, who became the sixth different winner from six Players Championship events so far in 2020.
"I just wanted to make sure I gave myself a shot for the match and I made sure I took it.
"I truly believe now that if I hit my doubles I will win matches against Michael, Peter [Wright] or whoever; my scoring game is up there, if not better than them.
"If you go back to when I started out I threw the towel in and lost games like this but I stuck in there today.
"I've played five events this year and I've got to three finals so I'm doing alright so far in 2020."
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