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You've got to figure out your audience. You can't change people unwilling to change. Since most people online prefer an echo chamber to reasonable discussion, you'll overwhelmingly encounter those that won't change their mind.
That said, I still find it mostly worthwhile to have SOME back and forth with those people because others will read it. I feed some trolls a few scraps in hopes that lurkers will be able to discern the better argument from it. Don't go in too deep, and once the ad hominems come nonstop from them, or you can't keep your next reply from containing them, stop.
I've had my mind changed plenty of times, but I'm also open to the idea I can be wrong. If you are talking with people that can't manage that much, you won't feel like you've "won" any arguments because it's coming down to two people saying the other is wrong without allowing themselves to be the one in the wrong.
All that said, I've had way better discussion here than reddit.
You're right about knowing your audience. That's when I do my best work.
You literally have to know what thought is going to pop into their heads before they do. Then, you kind of steer the conversation like a tour guide in a car. Your goal isn't to be right, but to give them the best experience. And, the best experience is having a reason to live in a world without their fantasy. For most people, fantasy is the only thing they have left -- especially in this world. And crushing that without giving them something equally sustainable (for their mental state) makes one an asshole. It isn't that you can't convince a lot of people. It's that you have to crush them to do it sometimes.
Great point on knowing when to stop as well.