Although winning is important, getting to the finish line can be just as important, if not more important, even if you don't win. Use your losses as motivation for your next win.
Even the greatest winners in sports history like Michael Jordan, Tom Brady, Wayne Gretzky have been losers. The difference between these guys and the regular Joe is that they learned something from their losses and used it to become better. Don't be afraid to lose. Use it as a learning experience and don't get down, get better.
I remember in high school when we lost a big basketball game to our rival school during the season. Everyone was feeling low and felt terrible for losing to our rival at home. We got beat in the paint and got out rebounded 2 to 1. Our team used that loss as motivation and made sure that we worked on boxing out and protecting the rim. Later that year, we met our rivals in the playoffs and beat them using what we learned in our previous loss to exact sweet revenge. That moment was one of the best moments in my high school career and it happened because we learned from losing.