I've encountered a problem with my protagonist.

Okay, so my book is about the protagonist telling his life story. He is supposed to basically be legend, meaning he is known for ultimately not losing his battles. the book is focused around one battle, but there are other small parts where he will also wins.

Here is the problem: I think the book will turn into a down spiral, because I don't think readers will relate- or even enjoy a book where the protagonist basically doesn't lose battles.

I want him to lose a battle, but the plot is structured so much around him talking about his victories, that I don't know how to make that happen.

If it helps, at one point all of his friends are killed.