I think it is win-only, yeah. Sorry.
Oh and the thing about getting shot to pieces?
Start off fighting only the small/very small craft you shoot down. It might feel bad, but taking off as soon as you try to handle a Large craft at the beginning of your X-Com career may be a better idea. Learn to play a trading sort of game, with research to get the points you need.
Don't fight at Terror sites unless you know how to fight properly or else it will go even worse than if you just left (you would lose the points for all of the Civilians + any you accidently kill + 200 points for the ship + all of the points for the dead soldiers + tanks)
*edits post
k: *