"no pain, no gain" means like "You won't get anything valuable without sacrifice. So "no pain, no gain" could be translated to「痛み無くして、得られるものは無い」.
"something lost, something gained" must be close to 「失ったモノ、手にしたモノ something (or the things) you lost, something (or the things) you gained」.
After you experince "no pain, no gain", you will see 失ったモノ、手にしたモノ」.
