The inaugural day/night Test in Britain was finished on Saturday's third day.
"It's been a tough few days - we were disappointing in this Test match. We lacked consistency when we bowled and we didn't put up any runs," Holder told reporters.
"We got beaten in three days and just weren't up to scratch."
Few had given the West Indies much chance ahead of the three-match series but even their tough critics might have thought twice before suggesting they would lose 19 wickets in a day.
But that is exactly what happened on Saturday, with the West Indies, who started the day at 44 for one, were shot out for 168 and 137 after being made to follow on.
Bowling as bad as batting
"We have to regroup -- it's only one Test, and we can't drop our heads down," said Holder.
"The series is not lost... I have to believe, (because) every team is beatable.
"(But) each player has to look themselves in the mirror and see where they can improve."
The West Indies' bowling was as bad as their batting, with England piling up 514 for eight declared as captain Joe Root, with 136, and his predecessor Alastair Cook (243) plundered runs against an incompetent attack.
Only Jermaine Blackwood, who made a defiant first-innings 79 not out and persevering paceman Kemar Roach, who bowled better than figures of two for 86 in 28 overs suggested, could take pride from a match that left the men from the Caribbean still deprived of a Test win in England since 2000.
Now the West Indies only have a short break before the second of a three-match series gets under way at Headingley -- Root's Yorkshire home ground -- on Friday.
West Indies' problems in Test cricket away from home are nothing new.
Since 1997, excluding matches against the often struggling Bangladesh and Zimbabwe, they have won just three out of 87 Tests beyond the Caribbean, losing 67 and drawing 17.
It is a sad statistic for the West Indies, who were Test cricket's dominant force during the 1970s and 1980s.