Once you jailbreak your device with checkra1n, you have a tethered jailbreak. This means the jailbreak is tethered to power. If it loses power, you must re-jailbreak the device. In this example, the device was jailbroken on a Mac using checkra1n.

Once you press start, the device will enter recovery mode. From there, you will be promoted to enter DFU (Device Firmware Upgrade) mode.