When two people are arguing and one tells the other to "stop playing games"! Yet the other person is always right, so they don't play games... they win them!
When you win something but , winning means you lose either psychologically emotionally physically financially, anyway that negatively impacts you.
You do the dishes cuz your parents told you to and ,then when you're finished they yell at you for doing it wrong even though they didn't tell you how to do it in the first place ! Man you can't win for losing
"Well, my girlfriend dumped me, my dog died, I got fired from my job, I went to grab some fast food to make myself feel better and on the drive back I got a flat tire, and when I finally get home I realize they screwed up my order."
"Damn, you can't win for losing."
This is an old New England saying, specifically originating during the heyday of Rockingham Park Racetrack in Salem, New Hampshire. You might say this when someone is all talk and no action or saying something they can't back up.
Asenath: I can cross-stitch so much better than you!
Ivory (who is a sought-after bride because of her cross-stitch skills): Words don't win a horse race.