the problem with this is you have no idea if it is due to bad luck or a setup issue.
This.
Unless you are confident in your software setup, and have monitoring in place to ensure that everything is working correctly, and that you will know if it's not, the risk of mining for days/weeks/longer on a broken or underperforming setup outweighs any disadvantages you may encounter mining on a pool.
) and mine on the testnet first to debug your setup.