The single life has so many benefits. You don't need to think about what she wants to do all the time, you can actually save up your money instead of blowing it all on presents or dates, and you don't have to put up with mood swings that make any of us auties look serene in comparison.
That said, the loneliness of being... well, alone... trumps all of those benefits. I should know because I've never had a girlfriend, and yet despite all of the material and emotional setbacks that come with it, having a life partner is something that i've been wanting pretty much since I entered puberty. At the very least, you succeeded for some time. I hope you can find someone in due course, and, hopefully, this next one will not ultimately be a failure for you...