Increasing research interests focus on sequential recommender systems, aiming to model dynamic sequence representation precisely. However, the most commonly used loss function in state-of-the-art sequential recommendation models has essential limitations. To name a few, Bayesian Personalized Ranking (BPR) loss suffers the vanishing gradient problem from numerous negative sampling and predictionbiases; Binary Cross-Entropy (BCE) loss subjects to negative sampling numbers, thereby it is likely to ignore valuable negative examples and reduce the training efficiency; Cross-Entropy (CE) loss only focuses on the last timestamp of the training sequence, which causes low utilization of sequence information and results in inferior user sequence representation. To avoid these limitations, in this paper, we propose to calculate Cumulative Cross-Entropy (CCE) loss over the sequence. CCE is simple and direct, which enjoys the virtues of painless deployment, no negative sampling, and effective and efficient training. We conduct extensive experiments on five benchmark datasets to demonstrate the effectiveness and efficiency of CCE. The results show that employing CCE loss on three state-of-the-art models GRU4Rec, SASRec, and S3-Rec can reach 125.63%, 69.90%, and 33.24% average improvement of full ranking NDCG@5, respectively. Using CCE, the performance curve of the models on the test data increases rapidly with the wall clock time, and is superior to that of other loss functions in almost the whole process of model training.