Welcome.
Blacking out isn't a good feeling, and it should serve as a warning sign for you. I am not here to convince or tell you whether or not you are an alcoholic, that decision is for you to decide. What I am going to say is that drinking and depression do not go well together--trust me, I know from experience. I got myself upset and depressed one day and went out drinking...then driving...and woke up in jail. You mentioned you don't drink and drive; which is great, because I did not either. I don't remember doing what I did, I completely blacked out that night and to this day I am very much upset at myself and am doing everything I can to stay positive as I deal with the consequences of my stupidity. Luckily I got off easy, luckily I didn't hurt anyone, and thank God I am alive today.
What I am trying to get at is black outs are not a good thing, neither is passing out from being drunk. You may not make bad decisions when you are self-aware, but when you lose that awareness then you are certainly inclined to make bad choices subconsciously--I know this from experience.
I am not going to sit here and tell you that you need to stop drinking. I am going to say, however, that you shouldn't drink if you feel depressed, you shouldn't drink to pass out, you shouldn't drink to black out. It sounds like your health and fitness is important to you. Is drinking alcohol the way you do really helping to further your fitness? You already answered this, but dwell on that a bit.
Again welcome, and keep coming back. I believe you will learn a lot about yourself here and make healthier choices.