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Your girlfriend is correct that the bad guy winning at the end limits your audience, and will anger some readers. But it's important that you write your own book, not the book you think you should ...
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#3: Attribution notice added
Source: https://writers.stackexchange.com/a/46311 License name: CC BY-SA 3.0 License URL: https://creativecommons.org/licenses/by-sa/3.0/
#2: Initial revision
Your girlfriend is correct that the bad guy winning at the end limits your audience, and will anger some readers. **But it's important that you write _your_ own book, not the book you think you should write.** If you really connect with the material, _and you execute it well_, there are readers out there who will be as passionate about it as you are. A book aimed at please everyone will reach no one. Plenty of classics (and plenty surprise bestsellers as well) break rules that no one else would think of breaking, and it works because _it resonates for that particular writer_. With that said, **there are things that can make your book easier to swallow**. (Strong medicine always goes down easier with a little bit of sugar --a bleak slog that ends in defeat isn't something most people will be up for.) First, foreshadow the ending, and foreshadow it early, so it doesn't come as a complete shock. Second, give your heroes some significant victories along the way --maybe ones that are moral, or emotional, or internal --so there's a sense that they've won, or at least gained something, even though they've lost. In other words, give them some story arc that reaches a satisfying conclusion --maybe the reluctant love interests finally admit their love for one another, just before the end, or something along those lines. Finally, make sure the books have at least a few funnier and happier moments along the way --some glints of light in the darkness. Personally I'm a big fan of ambiguous endings, so **I would end the book right _before_ the bad guy wins** , so that people can imagine a happier ending if they want one. But many people hate ambiguous endings even more than sad ones, so take that piece of advice with a grain of salt. (It might even be possible to have it both ways at once: The biopic _Korczak_ juxtaposes a fantasy ending of the title character and his children escaping the Nazis with a heartbreaking voiceover detailing their actual deaths in the gas chambers. It's especially moving because your heart longs for the happy ending, even as your brain accepts that the true ending is the sad one.)