guilt/parents

Guilty. That's how I feel 24/7. I feel guilty for being depressed because I don't think I have any reason to feel this way.
People go through all kind of shit EVERYDAY. People have seen their parents die, have been raped, have troubled family and the list goes on and on...
I have nothing to be so depressed about. Sometimes I feel like I'm just some spoiled girl complaining about futile stuff.
Yes, I'm pressured by my parents, but I feel like they have the right to expect so much out of me. I mean, they have always been amazing parents to me and my sisters! They gave me everything to be successful in life and it's my job to show them that they did a good job raising me.
But the pressure it's too much, I feel like I'm never doing good enough, with them there's always a "but you could do better" after the "congratulations". Now I'm so afraid to fail that I keep myself from trying to learn new things. Failing is my biggest fear.
When I fail, I hit rock bottom. I don't know how to stand up and try again. I just get really depressed and I cut.
I've been cutting for almost 6 years. My parents found out I was cutting when I was 16, I went to therapy and they believe I've stopped since then (it's been 4 years), but I obviously haven't. They don't even have a clue that I still cut, because, as I've said before, I don't publicly show signs of depression, cutting and etc.