There is no 'almost' in winning -- Donald J Trump
Don't believe quotes you read on the Internet -- Abraham Lincoln
No. The sentence is in the present tense.
Does it make sense? I don't know. If my team is in the lead and only 30 seconds left on the clock, I'd say we were winning ("אנחנו מנצחים"). If the score was tied with 30 seconds left on the clock? Maybe I'd say we were almost winning, but it doesn't seem natural.
I'd expect this to be used especially in a context where the momentum of a contest has shifted and one's team is gaining on and (potentially) about to pass the other (e.g., in a race/relay or in other competitive events with points). There's often some anticipation or perceived potential in a case of "We are almost be winning!"