The sentence is not ungrammatical as such, but it is semantically absurd.
The present perfect is not appropriate when referring to finished past events that are (at least without the aid of time travel!) inherently incapable of occurring again. That particular game of chess to which reference is being made cannot recur. Even if you reconstructed it move by move, it would simply be a copy of the original event not a natural recurrence of it.
For that reason the present perfect is unacceptable and thus, to all practical intents and purposes, 'incorrect'.
I am not sure I agree with any of this. Both are possible. One treats the game as a single past event, a tiny island in the stream of life: "Did you win?" This implies the expectation that the game was played, and that someone would win.
The other treats the game as a turning point, either emotionally, financially, socially, or in some other way. The expectation is that someone will win, and that after the win, he or she will feel differently about chess, life, or some other domain. "Have you won?"
Having said that, the most frequent approach in AmE is "Did you?" whereas the other is more common in The Other Place: "Have you?"
Either aspect can be taken, at the speaker's complete and free discretion.