What is the point of setting up your own email server if all of your sent messages go to spam for the majority of gmail/o365 users?
I set up a new mailserver a few years ago and have had no delivery problems whatsoever. All messages get through to gmail and outlook/o365 inboxes I've sent to. Didn't even have to register the IP with O365, it's just worked flawlessly from day one. That was from an IP address/netblock not associated with cloud or VPS providers, so initial reputation may have been higher.
A few months ago I set up a mail server on a VM in Digital Ocean, and have had no delivery problems to gmail/Google Apps recipients.
More recently, for new IPs sending mail into O365, they appear to be blocked by default but the rejection message gives you a URL to go to where you can register your IP(s). After doing that, we haven't seen any problems.
If you end up getting an IP that has been associated with previous spam or abuse, I assume your experience will be different. But in my experience, my handful of servers have not had delivery problems. This is all, of course, with proper reverse DNS records that match what the server advertises in its HELO/EHLO, SPF and DKIM all set up, etc.
For more regular email user, it is better that one host or find some reliable person or entity that can host your email under domain that your own.