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when you roast 1 pound of chicken you always lose like 2-3g of protein compared to its raw state, it‘s completely neglibile (not like you could eat the raw chicken anyway).
if you cut off the charred bits you won‘t eat and put them on a scale you could estimate how much you lost (it‘s not worth the effort)
Related to your question, you will likely lose more fat than protein when cooking various meats. Depending on your attitude towards fats, you might consider that a good or bad thing. I consider it bad, as fat itself and fat-soluable vitamins are valuable nutrients, help with satiety, and losing it makes the meat taste like cardboard. That’s why I’m careful to never overcook meat. But that’s just my opinion.
I couldn’t find info on chicken specifically but here’s some data on ground beef: https://www.bestfoodfacts.org/lean-to-fat-ratio/
Short answer is no protein is “lost.” Cooking methods like grilling, air fryer, baking, boiling etc will vary the water content and macro breakdown but no protein is lost or gained. It’s just in how you are choosing to log and track it. This is why its important to lean towards one direction, tracking as cooked or tracking as raw weight. Personally, I track my foods using USDA FoodData. It looks like you have chicken breast without the skin there ? so personally I would log asl: https://fdc.nal.usda.gov/fdc-app.html#/food-details/331960/nutrients If you have chicken thighs or some other cooked method you would search for that here as well.