Is it normal that i want to be sad?

I've had these "issues" for many years now. I wouldn't even call it an issue to be honest, since I've not yet injured myself physically whenever I get "like that".
I like to be sad, simply.
I live a perfectly normal life, and I'm generally very happy and I look at life with a great deal of optimism. However, I do often get depressed. It could be about anything from girls to the deep philosophy about life itself. Everybody's probably had one or a few of those moments but whenever I end up there, I like it. Whenever I get sad, I want to stay that way. I feel masochistic and alive and I feel like I co-exist with the emotional pain in a way that just blows my mind. It just feels like om on drugs or something when my will to live goes away.
Sometimes, I go to parties just to become infuriated with myself and suicidal because nobody find me interesting.
I become melodramatic and I usually write a lot when life seems meaningless. When I start writing and confronting my sorrow, it feels as good as the pain itself. After the confrontation I grow hollow and I feel nothing at all, as if my sadness and all of my emotions went out through my pen or my keyboard.
In 9 cases out of 10, it feels like it never happened the next day and I move on with life in my usual optimistic way...
IIN??