Do you slick it back with a hair gel? My dd has long hair, and the best way for us to keep it away from her face for gym is slick it back with hair gel.
We use ION spray gel from Sally's - the very best IMO. Spray it on dry or wet and fine tooth comb it back into a tight pony. I have to braid dd's hair and then loop it ( I use the thin bands for this), but if we just do a pony tail, we use the very thick bands which hold tighter then the thin ones.
dd's hair stays up very well for the whole 4 hours of practice