You can't eat your cake and have it too; you need to make some sacrifices.
Ты не можешь пытаться получить всё и сразу; тебе нужно пойти на жертвы.
Definitions
To want or try to have two incompatible things at the same time, or to enjoy the benefits of two mutually exclusive situations. The phrase suggests that once you have eaten your cake, you can no longer have it, so trying to do both is impossible or unreasonable.
