Personalisation
Taking things personally and blaming yourself for circumstances beyond your control. Eg. Thinking that because you didn't get cast for a role, it means you did badly in your audition or aren't good enough.
Reframe
This is hardly ever the case. Once you do your best, the outcome is out of your hands. Usually when you don't get cast in a role, it is simply because you are not what they are looking for. And that's ok. The right roles will find you.
Set your own metrics of success instead of allowing whether or not you get the role to dictate whether or not you are successful. Choose something within your control to determine your success.
Exercise
Create your own metric of success.
Get a blank page and at the top, make 3-5 categories that you want to improve on. Eg, singing, dancing, confidence, mindset, etc.
Each time you have an audition, come back to this page and rate how you think you did on a scale of 1-10.
That way, you are tracking your own improvement and determining your own success, rather than allowing whether or not you get the role to determine your success.