My worst game ever was as the Ottomans. I never realized how unlucky and badly positioned the Ottomans were until then.
For one thing, I had to deal with the Timurids and Qara Qoyunlu simultaneously, and it took a lot of bloodshed before they would accept a concession of defeat from me.
For another thing, France kept using me as a punching bag. They were Defender of the Faith for a long time, so they got a free Holy War CB on me and kept DoWing me, landing 20k stacks on my shores. I wasn't able to stop them at sea because my economy was too weak to support any sort of respectable navy. It was either a big army or a big navy; I was simply not able to support both. Anyways, in the first few wars, I was able to barely hold France back by combining all my troops into a few huge 40-50k doomstacks and going around crushing their stacks, which never got any bigger than 20k. This was back when my land tech was only slightly behind theirs. And even after running around crushing their stacks over and over again, I still had to pay them to get them off my back. And even that small amount of luck eventually ran out. By the time they had guns, even 50k troops struggled against 20k of theirs, and only after I was extremely war exhausted would they accept money.
And to top it all off--and this was the most frustrating thing of all--I kept getting stab hit events over and over and over and over and over again. Comet after comet after comet. Political crisis after political crisis after political crisis. I wasted soooo much money on regaining stability that, ironically, I was technologically behind the other Muslim nations, even with their worse tech group. This was really what pushed me over the edge. By the time all the other Muslim countries had guns and I didn't, I ragequit.