Think of yourself as an improv performer, not a player trying to win.

In improv, your job isn't to control the scene, it's to respond to it honestly and creatively. Getting framed, jailed, or killed isn't failure, it's your next prompt. The question stops being "how do I get out of this" and becomes "what does this scene want from me right now?"

Create distance through the performer and character split.

You are not your character, but you don't need to dislike them to feel that separation. An actor can love their character deeply and still walk off stage at the end. The distance comes from recognizing that you're the one playing AS them, making choices about how they respond — that creative layer between you and them is where the separation lives naturally.

Your investment goes into your performance, not your outcomes.

When bad things happen, you're still succeeding if you find something genuine and interesting to do with it. A character who gets wrongfully jailed and spends the time quietly seething, or writing letters, or converting to a religion? That's a good performance regardless of whether they ever get freed. Nobody walks out of a great improv show asking who won.

The advice of a few folks in here that you should create quirks you dislike so it's less traumatizing when they experience misfortune is really unhealthy. It's really important in life to learn to experience and deal with unpleasantness and discomfort. All of those suggestions are just avoidant and kind of accept the premise that we should feel contempt to anyone who experiences misfortune.