How do I overcome feeling like I am not achieving anything in life?

Having depression whether it be mild, moderate, or severe can definitely block you from making progress towards achieving goals.  Especially goals that require physical activity.  And when you have been depressed for a long period of time, coming out of that depression can be even harder.  If you combine the depression with a traumatic past, you have a recipe for almost pure stagnation.

Sometimes in order to move forward, you have to first process your past to assess for any unresolved trauma that could be holding you back.  This can be done through numerous types of therapies/treatments depending upon the individual and what works for them.  As you come to contentment in regards to your past traumas, you can then shift to working on the depression.

If you are trying, you are winning.  Depression wants you to not move.  It wants you to be unhappy.  It wants you to stay in bed all day.  One thing that you can do to attempt to move out of being depressed and to increase physical activity is to use irritability/anger (symptoms of depression) as motivation rather than letting them consume you.  For example, you need to be able to recognize and attend to yourself when you are getting irritated with someone or something.  If you can slow down the process of getting angry, you can choose to leave the house and go for a walk or go to a room where you can punch something soft until you are tired.  Or you can just drop and start doing pushups.  Some of these things may sound ridiculous, but they are benefitting you two fold.  One because you are disengaging from whatever is contributing to your feelings of irritability and anger.  Two because you are physically exerting which is exercising that will improve mood, reduce anxiety, and help you hopefully feel that you are making progress. 

You have to start somewhere otherwise nothing changes.  You need to choose to change and you will when you are ready and the time is right.  As long as you are breathing you are still alive and there is still hope.