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No, your protagonist does not have to succeed. Your protagonist has to arrive at some difficult choice and make a choice that the reader finds emotionally or morally satisfying. That does not mean ...
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#4: Attribution notice removed
Source: https://writers.stackexchange.com/a/34190 License name: CC BY-SA 3.0 License URL: https://creativecommons.org/licenses/by-sa/3.0/
#3: Attribution notice added
Source: https://writers.stackexchange.com/a/34190 License name: CC BY-SA 3.0 License URL: https://creativecommons.org/licenses/by-sa/3.0/
#2: Initial revision
No, your protagonist does not have to succeed. Your protagonist has to arrive at some difficult choice and make a choice that the reader finds emotionally or morally satisfying. That does not mean that they have to win the fight with the antagonist, either immediately or in the future. Sometimes the fight with the antagonist is simply the catalyst that forces the protagonist into making their climactic choice. The protagonist then dies, but dies having chosen well. This sort of ending is not going to be satisfactory to everyone, of course. But then a story in which a protagonist goes on to an inevitable eventual victory without every facing any defining moral choice of their own is not going to be satisfactory to everyone either. You have to ask yourself, what kind of story am I telling? What is the emotion and moral payoff in this story for the reader? There are approximately 8 billion holiday romance movies in which small town girl with career in the big city comes home for Christmas and meets soulful hometown hunk. Does she give up her high power career to marry rural and dreamy, or does she go back to the city and become president of General Motors at 35? There is an audience for both endings. The writer needs to choose which audience they will serve.