How can I do a factory reset on my iPhone without loosing anything?

There is no such thing as doing a Factory Reset without losing everything. That is the purpose of the Factory Reset to return the device to a state as if it was just purchased. After the Factory Reset, you can restore data from a backup, but you would have to have that backup where your data was stored.

There are other reset options that are not a Factory Reset that can be done that will not affect user data.

Reset iPhone settings to their defaults - Apple Support

You can't.

By definition, a Factory Reset erases all of the data on a phone, so you probably don't want to consider a Factory Reset.

Maybe if you could provide more details on what the actual problem might be.....and what you are trying to accomplish.....we might be able to help.

Finally, if you could tell us what you have already tried.......we will try to avoid asking you to do the same things.....to save your time.