Why beat your head against the wall? You will probably lose 1000 games in a row unless you handicap the computer somehow or allow yourself takebacks. (You didn't say what the time control was- blitz chess or slower?)
Me vs Stockfish: Game #1

Why beat your head against the wall? You will probably lose 1000 games in a row unless you handicap the computer somehow or allow yourself takebacks. (You didn't say what the time control was- blitz chess or slower?)
It was a 2 hours game.
And yeah, I assumed that I will lose all the games I play against the engine, but to me it's fine. I want my opponent to punish mercilessly all my mistakes and that it forces me to adapt myself to play more accurately when I play against humans.
Replay the game against Stockfish, but have him evaluate each of your moves so you can see what you could have done better

You offered a lot of trades when you were down in material. You should try to complicate the position instead, although this was already lost, down in material in an open position, no compensation.

I'm not sure this kind of training is good for improvement (assuming that's what you're looking for). The difference in strength is so great that you may end up playing well and not even be aware of it because you will still get crushed...
I had a friend who was repeateadly playing against engines for training purposes, and it actually had a very negative impact on his game : he soon learnt that avoiding any tactic was the best way to survive longer, and developed an hopelessely passive style, along with an unenviable fear of any tactical complication in his games against human players
You may want to play those kind of long games against challenging human opposition (200-300 pts. above your level), and you'll probably learn much more.

Besides of blunders and some other errors in calculation, my first conclusion is that I fail when setting plans. Sometimes I just don't know what to do, and I suspect I go for the wrong goals. I need to improve finding my weaknesses and the weaknesses of my opponents.
I think that's what cost you the game in the first place (and will probably cost you the next 999 if you go on playing against 3000-level engines). Planning won't help that much if you're a couple of pawns down without any compensation...
Not dropping those pawns is probably your next bus stop on the road to improvement.

Hey, thank you for your tips :)
@Under-The-Tide: I agree with that it's not a good idea to offer trades when I'm down in material. I guess you were thinking about the move 16.Nd4 (besides of 23.Bxh7, which was a blunder). I admit that I had no idea about what to do in that phase of the game, and that exchanging the knights was a bad idea because then the engine got a passed pawn (and, as you said, I hadn't any compensation). But I wouldn't know how to complicate the position just before the move 16. What would you have suggested me to do in that particular game, as an example?
@hicetnunc: I appreciate the example of your friend, who was playing against the engine for training purposes. Yes, this was exactly my plan. I thought that playing against the engine I could force myself to pay attention at the details and that being punished by it would help me to spot my mistakes for the next games. I also thought that seeing how the engine plays against me could help me to get new ideas for when I play against humans (I'm thinking about positional play, because I have no idea about it; for example, I don't know when it's convenient to exchange a bishop for a knight, or when a bishop is "good" and when it's "bad", etc).
I say I appreciate the example of your friend because I have heard a lot of criticism about the fact of using engines for training purposes but I never understood the reasons why it's a "bad practice". Of course I wouldn't like to end up playing as your friend did after his training.
I changed my mind and I will play against humans. My plan for this afternoon is to analyze a game I played some days ago (against a human) and to post it here. :)

Why not play a more drawish variation of the French, like the Exchange French? It's hard for either side to get much active play with that variation, it avoids tactical complications, and if you play c3 instead of c4, you can avoid getting your queenside pawn structure getting messed up with isolated or doubled pawns (at least for a while).
I will play many games against Stockfish and I will try to analyse them myself for improving as a chess player. Here it's my first game:
Besides of blunders and some other errors in calculation, my first conclusion is that I fail when setting plans. Sometimes I just don't know what to do, and I suspect I go for the wrong goals. I need to improve finding my weaknesses and the weaknesses of my opponents.