It's not possible to win all the time, as in
The coach was philosophical about our being shut out, saying "Win some, lose some." This expression, generally uttered about a loss, originated in the early 1900s among gamblers who bet on sporting events. A variant,
win some, lose some, some rained out, suggests that the idiom comes from baseball. Its figurative use dates from the 1940s. Also see
you can't win 'em all.