Hmm I'm confused do you mean your save file itself is gone or do you mean your character is back at level 0 in the next run ?

If it's the former and you are losing your meta progression then something is wrong , I suggest turning off steam cloud , it can cause major problems like overwriting your save with a corrupt save causing loss of progress.

Your save files should be located in C:\Users\YOURNAME\AppData\LocalLow\Flanne (it may be in Roaming or Local rather than LocalLow depending on your windows settings)

Inside the Minutetildawn folder should be gamedata.json and gamedata_backup.json , make a copy of both files , save it to a safe place , then delete the original gamedata.json (your current save) and rename the backup to gamedata.json if you are lucky the backup will be from before you lost the save.

If you are not lucky you can still fix it by manually editing the save file to change the numbers if you remember what they were before (open it with text)

If instead you mean that your character level goes back to 0 after each round then maybe this is your first rogue lite game , read below if so (unlikely but just incase)

It's a rogue-lite game , win or lose your character level restarts at the end of the run.

You keep the currency Runes (Upperleft corner) you earned during the run and you use that to buy new characters , new weapons and rune upgrades (Next to Runes in upper left). You also should be unlocking higher "Darkness" levels which are tougher but give more currency.

This type of advancement is called meta progression , the characters reset but the progression you make by buying things should not be resetting.