There is no "should have, could have, would have" with God. He is overcoming all the time, and He wants us to overcome all things with Him.
When you get to heaven, you will not cry because "you missed out" on anything. In fact, your bankrupt failures can set you up for even greater good:
"20Moreover the law entered, that the offence might abound. But where sin abounded, grace did much more abound: 21That as sin hath reigned unto death, even so might grace reign through righteousness unto eternal life by Jesus Christ our Lord. " (Romans 5: 20-21)
In truth, the only way that anyone of us can "fail" is if you think that you and you alone must fix or deny or pretend about your failures.
Consider this type and shadow:
"1David therefore departed thence, and escaped to the cave Adullam: and when his brethren and all his father's house heard it, they went down thither to him. 2And every one that was in distress, and every one that was in debt, and every one that was discontented, gathered themselves unto him; and he became a captain over them: and there were with him about four hundred men." (1 Samuel 22: 1-2)
"Distressed, in debt, discontented" . . .One pastor summed it up: "They were losers."
"David" means "Beloved", and He is a type of our Lord Jesus Christ. The only way that we can "lose" would be if we refuse to just come to Him:
"28Come unto me, all ye that labour and are heavy laden, and I will give you rest. 29Take my yoke upon you, and learn of me; for I am meek and lowly in heart: and ye shall find rest unto your souls. 30For my yoke is easy, and my burden is light." (Matthew 11: 28-30)
Jesus told us to "believe on Him" (John 6: 29), and He told us to seek only one thing:
"But seek ye first the kingdom of God, and his righteousness; and all these things shall be added unto you." (Matthew 6: 33)
Paul exhorts his readers not to "get busy or else", but quite the opposite:
"1Let us therefore fear, lest, a promise being left us of entering into his rest, any of you should seem to come short of it. 2For unto us was the gospel preached, as well as unto them: but the word preached did not profit them, not being mixed with faith in them that heard it." (Hebrews 4:1-2)
Jesus is our rest (Matthew 11: 28), and He is the one whom we should receive:
"And he is before all things, and by him all things consist." (Colossians 1: 17)
By the way, "17" is the number of victory in the Bible. In Christ, you have more than the victory (Romans 8: 37), so let His grace grace you in all things.