If I delete all submissions, does that mean I lose also my form?

I delete my submissions one at a time, so I can retain at least one. I am afraid that if I click delete all submissions, I would also lose my form.

The answer of your question is definitely NO. When you delete your submissions, it means that you just delete your submissions. Your form still be in your my form page with no submission.

However, If you delete your submissions once, it is not possible to recover them again. You may consider to export your data before delete them.  

Here is the related guide about how to export your data. 

https://www.jotform.com/help/374-How-to-export-all-of-your-data-at-once

If you have more questions, feel free to contact us.