If I understand you right, I would write something like
It feels hard to wind up in a stalemate when you had the advantage.
Example of usage (chess.about.com)
In chess, simplification works much the same way. Sure, you could try to continue pressing your advantage and win with style, but by simplifying, you take away any risk of allowing your opponent to get back into a game they have no business winning. Just be sure you only do this when you are certain the simplified position you’ll reach still gives you a big enough advantage to win the game – there’s nothing worse than simplifying into a drawn (or even losing!) position when you had the advantage.
Another possible option:
It feels hard to wind up in a stalemate after having been in a winning position.
It feels hard to wind up in a stalemate after being in a winning position.
Do not hurry to accept the answer, I'm not a native speaker of English, there could be better options in native heads.