in russian it would be game is not worth the candle. When the was no electricity, candles were used during table games. So if game was bad one would say it was not worth the wasted candle. Correct me if i'm wrong

Is it similar to "not worth a light" used in: "He's not worth a light". I always thought that was something to do with lighting up a cigarette (in the trenches in the 1914-1918 war) which gave an enemy marksman a target to pick you off .

I haven't heard this before, so chances are you are unlikely to use it. ;) Even a search on the phrase gives several pages of definitions but very few examples of actual use. Apparently the full phrase is "the game is not worth the candle" ("Le jeu n'en vaut pas la chandelle"), meaning what is to be done has no benefit and is really a waste of time and energy. The idea is of sitting up at night and playing cards or a board game, but in the end you felt that you had really got nowhere, and the result is you wasted a candle. We've adapted the phrase to "the cake is not worth the candle", with the same meaning: "Why is that every time I do my best, it always looks like that the cake is not worth the candle?"