The Case of Charles Dexter Ward
Derleth "was" more optimistic than Lovecraft in his conception of the Mythos, but we are dealing with a difference more of degree than kind. There are indeed tales wherein Derleth's protagonists get off scot-free (like "The Shadow in the Attic", "Witches' Hollow", or "The Shuttered Room"), but often the hero is doomed (e.g., "The House in the Valley", "The Peabody Heritage", "Something in Wood"), as in Lovecraft. And it must be remembered that an occasional Lovecraftian hero does manage to overcome the odds, e.g., in "The Horror in the Museum", "The Shunned House", and 'The Case of Charles Dexter Ward'.