How about Prince Lazar, of Serbia, who is credited with 'heroically' losing the Battle of Kosovo in 1389? According to Serbian tradition Lazar was supposed to have exchanged his 'earthly' kingdom for a 'heavenly' kingdom - and this was enough to make him a hero (doesn't make a lot of sense to me but I'm not a medieval Serbian).
In reality the battle was more of a draw and both Lazar and the Ottoman Sultan, Murad, were killed. Not only that but a few years later Lazar's son was fighting on the same side as Murad's son (Bayezid) against Tamburlaine.
Bayezid lost against Tambulaine and the Serbs had several decades to get their act together. They preferred fighting each other instead so that eventually the Ottomans were able to conquer the Balkans fairly easily.
History is never as straightforward as mythology would have us believe.