When Dean Cox celebrated scoring at Wembley to give Orient a 2-0 lead over Rotherham United in May’s play-off final, no-one could have imagined it would turn out like this.

The Millers broke their hearts in a penalty shoot-out which started a dramatic downward spiral for the O’s.

Fast forward six months and Orient cannot buy a home league win, Russell Slade has gone, with the club on their third manager of the season, and the team are perilously close to the League One relegation zone.

No-one is more disappointed and surprised than Cox. After four years at Brisbane Road, the winger is used to the ups and downs at the club but went into this season full of optimism.

Francesco Becchetti’s takeover heralded a series of ambitious signings, designed to lead the club to the Championship, but the squad have not gelled and the team has been decimated by injuries.

Cox admitted he thought the side would move forward this season but accepts the players have to dig them out of their hole.

Cox said: “Absolutely it’s been hard to take. But it’s one of those things. Nothing in life goes your way all the time and you see the test of character in people in the dressing room when the chips are down. That character needs to shine through and needs to happen very quickly.”

Speaking after Orient’s FA Cup defeat on Saturday at Oldham Athletic, he said: “We haven’t sent the fans home happy so all I can say is thanks from all the boys because it’s a tough time at the moment considering what happened last year. People thought we’d push on, me included. We’re all hurting, no more so than myself, but we’ve got to put it right.”

Cox added: “Every season is a challenge. Last year was obviously a fantastic one but every year you’re not going to have that. I’m relishing trying to help the team and all the boys are working really hard to turn it around. With the group of players we’ve got, I’m more than confident we can do that.

“I think the character is here. I hate losing football matches – I hate losing at five-a-side – so we’re bitterly disappointed [with how it’s going].”

With the team only two points off the bottom of the table, the need for victories is becoming increasingly important. Cox thinks the next two league matches, against sides below them, are vital to their chances of turning the season around.

When asked how badly Orient needed a win, he said: “I don’t think we need one [win], no. We’re still down there so we need a few wins and have to sort out our home form that’s for sure and keep picking up points. We’ve got Gillingham away and Crewe at home so those are very very big games for us and we’re looking to get maximum points from them.”

The 27-year-old added: “We’re losing football matches so we’re obviously doing something wrong. We’re conceding goals and we’re not scoring too many at the minute. We’ve got to put that right and we’re working hard on the training field and all the boys are sticking together, so hopefully we can put it right this week.”

Cox built a strong relationship with former Orient boss Slade and was sorry to see him leave the club for Cardiff City.

The midfielder has been linked with a move to the Championship but was quick to dismiss rumours of being reunited with Slade.

“Of course I’ve been in touch with him,” Cox said.

“He’s a man I hugely respect and I wish him all the best.

“They’ve started off ok and have got a few good wins under their belt. When he left I wished him well and obviously we miss him now but I wish him well and hope he gets them in the Premier League.”

Cox was used just off the strikers in the closing stages at Oldham in a new formation which manager Mauro Milanese tried out.

The versatile winger believes the team needs time to adapt to the Italian’s own ideas on the training ground but accepts this is not a luxury they have due to their problems on the pitch.

“We’ve worked on it a little bit during the week,” he said.

“Mauro said maybe in the last ten or 15 minutes we might change the shape just to get myself on the ball and hopefully create something.

“It wasn’t to be, despite huffing and puffing, but that’s a formation we may use if needs be.

“Training has been a bit different. He’s very high tempo and wants us to pass the ball and play out from the back. I think those sorts of things take a bit of time and at the moment we don’t really have that time because we’re down there at the moment and we need to pick up results. We need to pick them up any way we can. We need to start getting three points.”