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winning is whatever you want it to be. but even if you do win. the simulation keeps going. you can even die, and start a new fortress in the same world, the same simulation and just keep going.
You'll just keep going, learning new mechanics (I've been playing for a decade and I have never used minecarts, despite knowing how fun they can be), building ridiculous projects until eventually you either decide to retire your fort and start another place, or crumble under your hubris by accidentally flooding everything with lava.
I'd say most forts either:
- Die early because the area was to dangerous or the fort was simply not prepared for an incoming invasion, titan or the like.
- Enters a death spiral due to some oversight (Forgetting food production, not closing a door and suddenly having an entire goblin army in the main dining hall and so on).
- Die due to FPS death. Dwarf Fortress is very CPU heavy and very old forts tend to slow down significantly. This can be mitigated somewhat by lowering the dwarf population, not creating unnecessarily items and building a fort where pathing is efficient.
- Get abandoned because the owner loses interest because the fort is stable or because they want to build something new in a more dangerous area.
You can absolutely build a fort in very dangerous area's and survive pretty much indefinitely provided you don't make any major mistakes while managing it.
Rimworld was built from the ground up to be a game, with that dev's favorite gameplay (heavily connected to the military/buildy bits from DF) highlighted, and has game balance and such built into the storyteller algorithms.
Dwarf Fortress is this crazy simulation where everything is modeled from as basic principles as it can, and then a game sort of emerges. Once you know the game really well, indefinite survival is very achievable even in the harshest of environments>
So the literal answer to your question is like others said, theres's no "win" condition built into the game, because it isn't even a "game" in that sense. It's a story simulator where you can see all these little lunatics living out whatever crazy situation you've put them into, in a world that has no preordained plot or carefully tuned game balance.
Things just happen, and you do have to make your own wins, or even better, be surprised by what happens and end up feeling immense achievement accomplishing a goal you didn't even know existed, until you learned that you can kill an army of goblins with, say, a semiautomatic crocodile shotgun.
Build a fortress and see how long it can run, get invested in the dwarves that live there. Set your own goal and build your own requirement for a win.
My goal is killing every single elf in the world