The full-back was superb in the 26-12 defeat at Wembley, scoring a fine try and earning the Lance Todd Trophy as man-of-the-match.
But - having been 12-6 up at half-time - his side were kept pointless in the second period when the Super League champions turned the screw.
“In the first half we were good, we were calm,” said Evalds, who also lost with Salford Red Devils in last year’s final.
“We pretty much executed how much we wanted to.
"But they were much better than us in the second half.
“Credit to Saints, they are a champion side but we just weren't good enough in that second half.”
The game was played in sweltering conditions and Halifax-born Evalds conceded: “It was hot out there.
“It was tough for everyone but they just had too much for us in that second half.
"We didn't do the things we wanted to. They were the better side.”
Most Castleford players had not played for three weeks but he was unsure if that was an issue,
Evalds - who earned 18 votes for Lance Todd compared to nearest rival St Helens hooker James Roby with 13 - said: “I don't know, to be honest.
“It is all a bit raw. It is another final I have lost. I am heartbroken.
"We just have to go back to the drawing board.
“We want to come here again, we want to do it for Cas and all the people in the time.
"Unfortunately we couldn't do it today."