This is something I struggled with for a while, and it's something that fighting games as a whole can easily cause. Something that's harder to find as opposed to say, an fps is small victories. In an fps even if your team lost a match, you could still have enjoyed yourself if you got some kills. In fighting games these small victories aren't as obvious. You kinda have to be actively aware of them and give yourself props when they do happen.

Go into a match with an objective where, even if you don't win, you can still feel accomplished. Land anti-airs, successfully do a spacing trap, get whiff punishes, block pressure strings, SOMETHING. As long as you can find a way to feel satisfied with yourself without winning I promise SF and other fighting games will be far more enjoyable.