I bombed a PE interview during oncycle: How are my chances offcycle now?

I had an interview and got decently far at a megafund, but got cut. After looking at the question that I messed up on I realize my mistake and realize what I said. 

I have been honest with headhunters and when they asked if I interviewed I said that I did interview at one fund but it didn't go my way.

Have I destroyed all of my chances with headhunters? I was so focused on taking my series exams but now I just feel so much better about all the material. But I wonder if its too late. Can anyone give me some advice?