There is no shame in losing. If you lose, do not lose the lesson.
[A Stoic] will be careful to set internal rather than external goals. Thus, his goal in playing tennis will not be to win a match (something external, over which he has only partial control) but to play to the best of his ability in the match (something internal, over which he has complete control). By choosing this goal, he will spare himself frustration or disappointment should he lose the match: Since it was not his goal to win the match, he will not have failed to attain his goal, as long as he played his best. His tranquillity will not be disrupted…playing to the best of your ability in a tennis match and winning that match are causally connected. In particular, what better way is there to win a tennis match than by playing to the best of your ability?…If we consciously set winning a tennis match as our goal, we arguably don’t increase our chances of winning that match. In fact, we might even hurt our chances: If it starts looking, early on, as though we are going to lose the match, we might become flustered, and this might negatively affect our playing in the remainder of the game
“A Guide to the Good Life” by William Irvine