Consider Tomb of Horrors. If you didn't get a TPK at least twice before the party even properly entered the dungeon, you were considered to be going soft on the PCs.

Yet people had fun.

People forget one of the most important things about D&D: It's not actually a game. You're not supposed to "win". I mean, you can, but it's not the primary goal of D&D.

It's actually a toy. The "win condition" is to have fun and enjoy a social experience with friends, not to beat the monsters.

So, did you have fun being with your friends? If you did, then congratulations; you won at D&D.