Yes, absolutely. My life has become a constant struggle between two schools of thought that exist in my mind.
Some days, I tell myself that my life isn't really that bad, and objectively many people would say it's quite good. I have a lot of friends, and a few friends I consider family, my parents are rich, I'm a university student in a highly developed country, I'm very intelligent, etc. So with that positive outlook I try to give myself, I go to the gym, I try employing some CBT strategies, I try to stay on top of my university work, go try and have fun with my friends, plan for my future, etc. I try to live a normal, productive life. I tell myself I need to try so my friends and family don't suffer. Before I was depressed, I had the mentality that self-improvement was everything, and every year I needed to better myself. Some days I try to hold on to that mentality and live as I once used to.
Other days, I remember how many years I've been trying to improve myself, both in looks and confidence and success, to attract somebody, as my main goal and priority in life is, and always has been, simply to love and be loved. I remember how I have completely and utterly failed in spite of years of effort. I remember what I look like. I remember the countless "eww"s I've heard from girls. I remember how shitty of a son I am to my parents. I remember how lazy and how much of a procrastinator I am. I tell myself that because of my work ethic, I will never amount to anything. I tell myself I am a waste of excessive resources, how I am a burden on my family and friends. I remember that mine and everyone elses' life is completely and utterly meaningless in the grand scheme of things; that we are nothing but matter, same as the dirt I walked on. That all of our emotions, memories, thoughts, ambitions, and personalities are comprised of an electric current, the same electric current I use to power my toaster. I remember how I can't even drink alcohol to socialize and get fucked up to escape my mind because of my shitty genetics causing me to be allergic. I remember how my heart was shattered by the only girl I've loved. I remember how my love eventually drove her to resent me and ruined our best friendship. I remember how constantly disappointed I am, both by myself and others. I have been conditioned, through constant rejection, through seeing how girls actually suffer and feel repulsion when I show interest in them, to believe that the love I have to give is completely worthless, no, even worse than that, unwanted and a nuisance. That nobody wants me to love them and nobody wants to love me. I remember how tired I am of all this. And when on the days I remember all that, I want nothing more than to not exist. To be at peace, to be stress free, regret free, to never have to suffer anything ever again, to not have to constantly feel ugly and unwanted.
It is indeed very exhausting.