But at some point, you also have to learn to let it go.
The difficulty is not giving up, but rather knowing when to give up. You can't make your decision on past experience because you probably never had to make the decision before, and if you did, it was most certainly not the same kind of decision. You probably don't have the metrics to drive a rational decision, because if you did, it would not be a difficult decision.
What you are left with is instinct and reflection. Use you instinct to decide whether it's worth letting go or not, but more importantly reflect and learn about it.
That's how people grow.