This is a major thing with me. I take a lens cap off about 47 times a day and change lenses a lot when I'm travel-shooting. I always stick it in my pocket. But I do lose them.
The back cap too. I throw it in the bag where the lens just left from and when the lens on the camera comes off I put it on the departing lens and into the bag it goes. I lose those too.
I also lose eyecups as I take them off from time to time.
I hate losing a lens cap on a trip.
I lose lens hoods too. I went one entire trip without a hood on the Brick and that was not good. That lens got banged into walls, floors, beds, desks, wine bottle, Teresa - you name it. I needed that shock absorber.
A lens hood saved me yesterday. I tripped and fell shooting my new GFX 50r and the 45 mm lens lens cap was the first point of contact with the sidewalk. Fell hard. Hurt my shoulder a little. Skinned my knee. GFX 50r undamaged and lens OK. Fuji lens hoods are pretty good shock absorbers, despite the fact that I have ridiculed them over the years.
I hate attaching lens caps to strings or to the camera. That is a rookie move. Better to just lose them.
Oh, and I am proud to report that in 45 years I have never lost a camera or a lens, but I have dropped lots of lenses (never a camera).
One time I left the Brick on a church pew in Spain after a lens change. Went back 45 minutes later and it was still there along with my hat and sunglasses.