Forgive me, but I'm going to give you a "non-answer". The reason is that depression is very personal, and you should probably only get advice on your specific situation by a licensed therapist. Even a licensed therapist isn't good enough for some people, and they'll need to find the right therapist, and even then they may require medication.

With that out of the way, I'll tell you that you probably need to forgive yourself a bit more than you currently do. If you're high strung, rigid, and tend to be harsh with yourself for failure (which only makes depression worse, especially when you end up feeling down while beating yourself up over it), then the only way to break that cycle is to be genuinely forgiving with yourself. What some people have said is pretend it's not you in the situation, but a friend. What advice would you give that person?

A very smart man I know once told me that we tend to judge others based on their actions and outcomes, and ourselves based on our intentions. That means that if we didn't mean to hurt somebody then we can be a bit more dismissive than if somebody hurt us but didn't mean it. That said, it can also cut the other way. If you intended to succeed at something but didn't, you can beat yourself up over it. Nobody around you would be any the wiser about your shortcomings or failures, but you might be likely to draw attention to it and judge yourself harshly based on your (lack of) results.

I probably wrote this mostly for myself and my situation, but hopefully it helps you a bit. There's no plan for life. We just all do the best we can with the hand we're dealt in the situation we happen to be in at the time. Hell, most of people's success comes down to luck, not hard work. To make things worse, neither success nor money will make you more happy with yourself. They may help, but they won't do it on their own.