How can I get curls to last on heavy hair?

For starters, I have pretty long, thick, virgin hair. Last night I curled my hair with a wand and loved how it turned out. I did even sections, used hairspray and pinned them in a curl shape until they cooled. Once i took the pins out I loved the result but my hair went flat about 10 minutes afterwards, i put overnight curling rods on in attempt to save them and after a couple times running my fingers through the next morning, my hair was flat again. Please let me know how I can get my curls to last longer!