“You can’t win them all”

“You can’t win them/‘em all” is a popular sports adage meaning that no one is perfect. The saying has been used in major league baseball, where even the greatest teams lose a few of the 150+ scheduled games; in NFL football, the 1972 Miami Dolphins did win them all and finished a perfect 17-0. “Can’t win them all” has been cited in print since at least 1886 and “can’t win ‘em all” since at least 1894. The phrase became frequently associated with the usually victorious New York Yankees baseball teams of the 1920s-1950s.
 
A similar expression is “You win some, you lose some, and some get rained out.”
   
 
The Free Dictionary
You can’t win ‘em all.  (informal) also You win some, you lose some. (informal)
something that you say which means it is not possible to succeed at everything you do
 
9 July 1886, New York (NY) Times, “Detroit Badly Handled,” pg. 2:
CHICAGO, July 8.—The Detroit Baseball Club may win two games out of its three with Chicago, but it can’t win them all, for Chicago took one to-day.
 
21 September 1892, Cleveland (OH) Leader, pg. 3, col. 2:
We can’t win them all, but it is absolutely necessary to have that game this afternoon.
 
1 August 1894, The Plain Dealer (Cleveland, OH), pg. 3, col. 1:
CAN’T WIN ‘EM ALL.
The Spiders and the Colonels Break Even on the Day.
 
LA84 Foundation Digital Library
6 June 1914, The Sporting Life, “Redlights Are Ablaze” by Ren Mulford, Jr., pg. 3, col. 1:
Of course, you can’t win ‘em all, but all fans are alike.
 
Chronicling America
14 May 1915, The Caldwell Watchman (Columbia, LA), “Personal and Otherwise,” pg. 5, col. 1:
Don’t be discouraged boys you can’t win them all.
 
Google Books
March 1918, Boys’ Life, “Don Strong, Patrol Leader” by William Heyliger, pg. 19, col. 3:
The end of the game returned him a loser.
 
“Can’t win them all,” Ted Carter said philosophically.
 
16 August 1919, Washington (DC) Post, “Nationals Surprise Tribe with Ninth-Inning Victory” by J. V. Fitz Gerald, pg. 10:
Cleveland.  Aug. 15.—Cleveland can’t win ‘em all in the ninth.
(J. V. Fitz Gerald is the brother of John J. Fitz Gerald, of “Big Apple” fame—ed.)
 
4 August 1924, New York (NY) Times, “Tigers Beat Yanks As 42,712 Look On,” pg. 8:
DETROIT, Aug. 3.—The Yankees can’t win them all, but they certainly can draw more people to a fenced-in area than any other traveling attraction listed under the head of amusement.
 
4 May 1926, New York (NY) Times, “Yankees Stopped By Athletics, 8-3” by James R. Harrison, pg. 33:
PHILADELPHIA, Pa., May 3.—You can’t win them all, and the Yankees are no exception to this old time rule.
 
23 June 1926, Washington (DC) Post, “Nats Oppose Mackmen Today” by Frank H. Young, pg. 13:
“WELL, we can’t win ‘em all,” said (Yankees—ed.) Manager Bucky Harris yesterday after his team had lost its twelfth game in the last seventeen starts, thus showing that our boy leader still has a keen sense of humor.