Male in his young 20s, I have a very physical job, plus I go to the gym 3-4 times a week. I'm going to college and can hold down a full time job. I have my own place, own car, hardly no debt, but I'm still seriously depressed. 

Depressed enough to the point where I don't want to talk to my friends and family anymore. I quit the dating scene because I always get too depressed and just ghost everyone. 

I go to therapy, and have made considerable efforts know every other area of my life. It still doesn't change the fact that I feel horrible. 

I don't do medicine because the time I was on it, it did more harm than good. I always felt better without the medicine. 

What am I doing wrong?