I Try So Hard

I have always been told that nothing that is worth it ever comes easy, but for once in my life I just want it to be easy. I realize I don't have a hard life, in fact I have a great life, but I do have an extremely hard time losing weight. I can eat one cookie and gain 5 pounds but it will take me weeks to lose that same 5 pounds. I don't understand!! I try so so so hard to be good. I workout regularly (4 to 5 times a week), I usually stay under my calorie goal and rarely eat until I am so full I can't move but still nothing! I have been so good for several months and I have only lost 5 pounds. I know I know 5 pounds is amazing but for me it is just disheartening. What is the point of not pigging out on all my favorite foods if I need get no benefit from resisting?! I am so frustrated with the whole process and just want to give up. I know that just not for aesthetic reasons but for health reasons I need to lose a little weight and I am trying but nothing is working and I just don't know what to do anymore. I just want to see my efforts rewarded even if it is just a tiny bit.