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And if you get a good handle on which enemies are dangerous and which enemies cause high stress damage, you can learn to artificially keep the enemy alive and recover more stress than it deals to you. The Jester is the strongest stress-relieving character, and having one or two of them on a party can get the party through a dungeon without any significant lingering stress so long as you have characters that can do good damage. That said, there are strategies to bring your characters back from sanity loss. So a full party wipe or losing teams of otherwise good heroes to stress isn't unheard of and you shouldn't feel too bad about it.
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Short answer: Darkest Dungeon heroes are disposable, and the game is designed around you constantly swapping, losing, and gaining new heroes as stress and negative quirks take their toll on them.
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