Dungeons are personal adventures. They must be completed to get full credit. Logging out, leaving through the Dungeon entrance, or going to another dungeon will reset the Dungeon you started. Going to a PvP match or going to your Castle or Dorm room will reset the dungeon. Leaving any other way gives you 30 minutes to return before it resets. Up to four people at a time can be in an Dungeon, so if you're having difficulty finishing a dungeon, invite friends to join you!
If you want the prize, you have to build the ladder rung by rung. There are no shortcuts.