Wigan are bottom of the Premier League and visit fellow strugglers Wolves tomorrow.
The Spaniard said: "The run of bad results is just a stat. It doesn't worry me.
"In life you must have that fighting spirit and resilience. It's something Wigan are probably the biggest example of in world football.
"To have been in the top flight for seven years is not a coincidence. To face adversity as a club is probably our biggest strength. I don't want to be in a position where we have five points. But no, I won't walk away.
"If I don't see the team working hard or fighting it puts a worry in your mind. But the way we've played in the last two games, we could be here with 11 points and people would be saying, 'you turned the corner and are safe'.
"But until you get 40 points, you're not safe. The nature of our season is to fight with our lives to get those points."