Meh, just change your personal definition of "finished" and everything gets easier :)

I too struggled with the feeling of not completing things, until I realized I didn't actually want to "finish" projects in the sense of "have paying users" but instead wanted to learn something new, try out some design/architecture or just solve a personal problem.

So for the last few years, my "finished" ratio is much higher, as I got the value I wanted out of almost every project I started.