Jefferson Davis had this as his virtue - he concentrated on the cockpit of the war, the one state the Confederacy absolutely could not lose (Virginia) and - given what he had - played out his hand as slowly as he could, both there and elsewhere.
To make someone a more successful Confederate President you have to either prolong the war (but it was already very long) or win it (which is in large part out of Davis' control as it probably depends on either foreign intervention or an epic screw up by a Union commander - though I can think of a few possibilities, none of them are due to Davis.).
That said, I'm going to undermine my whole argument by mentioning the possible missed opportunity which was the September-October 1861 offensive (that never manifested). This was when McClellan was warning about a possible enemy move into Virginia, which they would achieve by concentrating all their force in Virginia against Washington, demonstrating against the line of the Potomac with about a quarter of the force and crossing with the rest (to work around and envelop Washington via Baltimore, with the intent to also cause a rising in Baltimore - a third of the Maryland legislature had been arrested on the 17th September, the first day of their session, on the grounds they were about to vote secession).
Obviously, this didn't happen. But:
There was a meeting in early October (IIRC) in which Jefferson Davis asked what it would take for his generals (Bragg, Johnston and Smith, IIRC) to feel they would be confident in invading the North. The answer given varied between 50,000 and 60,000 troops - there's some debate over whether this meant that many more troops or that many total troops, because it's not clear how many troops there were in the army at that time and estimates are around 40,000-50,000.
Davis said it would not be possible to provide those troops.
Now, there's two options here. Either it meant total of about 55K troops (in which case Davis should have given them the men and it'd be an easy decision he screwed up, it'd mean maybe one division) or it meant a total of about 100k troops (in which case it would be possible if risky to muster that many against the line of the Potomac - there were at a very rough estimate about 130,000 Confederate troops in Virginia, counting the troops around Hampton Roads and elsewhere, and no real non-Potomac points of contact apart from the small Fort Monroe garrison).
Either way, however, this was the period the Union was relatively weakest and the amount of troops mentioned was not totally beyond the Confederacy - but it's a massive roll of the dice, and one which a man as apparently cagey as Davis did not countenance. Ironically a more aggressive Confederate president, all else being equal, might have either won the war in 1861 or lost it in 1861-2...