Cold approach only works if you’re super hot or have Charisma +5, for men or women. (Less attractive women get rejected by men all the time, too.) Thats just life.
Go where people WANT to date: singles mixers, speed dating, hobby groups for singles, etc. There are even dating mixers by ethnic group, if that concerns you.
Continuing the cold approach when you don’t have the game (and most people just don’t) is the definition of insanity.