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How to make a single futures order is a loss.
If there are clear strategies and methods, it is normal for such a situation to occur in some periods.

The market can't always meet expectations, sometimes it doesn't meet expectations, or it may fail to meet expectations continuously.

But more often, there is no clear method. Many times, the position is opened by feeling, not every time the position is opened, the logic is the same. In this case, you may be in a different probability mode every time. Bad luck will be associated with the time when the probability has not been exerted. I feel that no matter how to bill, it is a loss.

You can try to narrow down your position to a very small size, and then follow a logic every time. For example, if you go long at the close of the day, if it still falls near the close of the day, then close your position before the close, and make more orders, all of which are small positions. There will always be a single order that can make money, even if it is unilaterally falling continuously.

Doing so only makes you understand the significance of the logical consistency of each position, and it can't completely solve the problem of doing futures. More practice and thinking are needed to find a suitable model.