Scripture speaks of our being always led in the triumph in Christ Jesus (2 Corinthians 2:14). There is an aspect of this that it is easy to miss, given just the English translation. The word "triumph" is a reference to a specific Roman custom. When a Roman general won a great victory he was awarded a triumph. This was a procession through Rome followed by his soldiers. With him would be the best of the spoil and the most illustrious of his prisoners. He and his soldiers, who would be amply rewarded from the spoil, would be admired and cheered by the crowd as they marched through the city. In the same way, Christ has already conquered sin and death (John 16:33; 1 Corinthians 15:54-57), and we who have faith in Christ are victorious with Him (1 John 5:4). He has overcome and disarmed His enemies, leading them in the triumph (Colossians 2:15), and provides gifts to His followers (Ephesians 4:7,8). Therefore, we are already in the victory parade.
Why, then, does it sometimes not feel and look like this to us? I would submit that while we are overwhelming conquerors (Romans 8:35-37), this is from God's perspective and is in spite of the various trials mentioned in the passage. God causes all things to work together for good (Romans 8:28), but we often do not see them doing so at the present time. Nonetheless, we can trust God that, though we may not see it, we are victorious. And we should live our lives in view of the fact we have already won and are in the victory parade.