There are a lot of websites out there that tell you how to "win a fight," but they never actually define it. Is it incapacitating an opponent, escaping an opponent, killing an opponent, disarming an opponent, knocking out an opponent, etc.? What do martial artists and self defense instructors mean by "winning a fight?"
It's highly subjective
In general, for self-defense, "winning" a fight involves getting you and yours out of danger with minimal losses including property and health. Sometimes that will involve tossing your wallet at the mugger and running. Sometimes it involves accepting multiple stab wounds to wrestle the knife away from an attacker so that your loved ones can flee out the back. Sometimes it simply involves running. The general case involves not dying or being badly wounded and may include surrendering up goods or even yourself (c.f. the occasional advice in sexual assault that you may be safer allowing the attacker to take liberty of you and then to escape).
Most sports fighting is graded on one or a combination of elimination and points. The former is usually things like one person being removed from the defined area (say, a sumo wrestler who is knocked out of the ring) or them being unable to continue (knock-out or being unable to continue the fight). In the absence of such a definitive win, it's often settled by some points system that tries to judge who "won". UFC, for example, can end by knockout, by disqualification, or by judge decision.
In some styles, such as Capoeira, the judgment may be much more subjective with "winning" often involving not necessarily being dominant, but rather simply showing your skill. Someone with less skill who nonetheless reacts properly against attacks, shows novelty of movement, and remains in control. Someone more skilled may leave holes in their attacks and defense to avoid shutting down the opponent, and allowing both sides to demonstrate their full skill. And there's an entirely separate game involving trickery by providing seeming vulnerability and then capitalizing on the opponent trying to take advantage of it, as well as the acrobatic and dance aspects where you are judged on the impressiveness and fluidity of your movement to the music. (Note that there do also exist "sport" Capoeira competitions that use a more strict point systtem)
Similarly, if you're sparring with your mates, you're not necessarily fighting for dominance, but rather just showing what you can do. You will "lose" if you and a friend are sparring with each other and you knock them unconscious. And if you use a cheap tactic, then you may remain dominant, but people won't think too highly of you in the process.