How do I change my life for the better?

My life is going in a downward spiral, Everything started going bad in September. First I caught a drug and gun case that's still going on. Couple weeks after that my little homie got shot and killed at 3am when his girlfriend and little sister where sleeping in the same room. October was bad too. My car got stolen, got accused by some of my "friends" of killing my other friend. After that someone shot my house up. November, I got jumped because some people thought I stole their cars. In December, my parents told me they wish I was never born to them and was never in their life. Stuffs just been getting worse with my "friends", my "family", and the law. Should I just move to a new state to start a new life?