If he loses he will spend the rest of his life at least in court fighting for his freedom.
Interesting side note - I think we're all at least tacitly aware of the notion that Trump and his team had no real intention of winning the Presidency. There is amble circumstantial evidence to promote this idea (Melaina crying at election night, no plan from Trump campaign team to transition in, no people ready to take the briefing books from the myriad of people that needed to be appointed, etc) - but that's not my point.
Trump was initially running for President because he wanted to launch a television network - which would have been an amazing source of income and notoriety. Winning the election blind sided him, and of course, caused him to abandon those efforts.
There has been talk recently that if Trump loses the 2020 election, he will be in court for the rest of his life, defending against myriad of crimes he's committed before and during the presidency (we can discuss the legality of those claims separately). But also, his desire for a television network will more than likely never happen as well - too many rules to follow that he won't be able to accommodate, now that we officially know what a criminal he truly embodies.
So at the end of the day, what will Trump do if he loses? Some people have spoken up about the idea that he might flee the country, not to Russia, despite his obvious and historical affiliation with Team Putin - but perhaps to one that does not have an extradition treaty....