Hi,
I did the cold cap thing as well but still lost pretty much all my hair, and like you I had heaps of it to start with. I totally got to that point where I wanted to get rid of the last few straggly bits that were clinging on and stop doing the cold cap (I hated the extra time it added to the chemo too) but my husband and the chemo nurses convinced me to stick with it.
I'm glad I did in the end because even though it didn't save my hair, it helped it grow back much faster. By the last chemo it was starting to grow back a little and about six weeks after chemo was over it was starting to grow back really well.
It's been just one year now since my last chemo and I have a full head of healthy hair that came back just as strong as ever.
So, whilst I still hated the whole cold cap experience I think it did help in the long run.
Good luck and I wish you all the best :)
Susan