...That's the beauty of the markets; it's part art, part science -- there is no necessarily a concrete answer to give in regards to trading successfully. As a trader, you need that skill or intuition or craft to be developed in whatever you are trading. Understand all its variables; what makes it tick and why, etc. etc. know its boundaries and its risks. know when to get out and/or wait.
Agreed, and the hedging of course complicates things cause people don't buy or sell futures contracts for all the same reasons, but there is no reason why the person who gains isn't always the same person, or at least most of the time.
Futures is not completely a winner for every loser game or $1 lost for every $1 gained. Hedging between equities and/or options affects ultimate outcomes.