I was speaking militarily. The Colonies of the United States, for a second time, ended a war with Britain without military victory. Yes, we did push the British back in the Revolutionary War (called the War for Independence in England), and I'm not discounting those victories(we fought a tough fight). However, the United States (even in 1812) could not defeat Britain, a world superpower who ruled the seas on military alone. In the first war, the British abandoned the project because of war with France and other economic conditions. They did so again, after sacking Washington in the second war.
Both sides gained and lost in the war, the British with their North American colonies and the United States with it's land treaties west of the Mississippi River. The real people who lost are the Native Americans who took a huge gamble in that war. But, you can't discount that the United States tried to invade to take Canada and failed, it is a key point of the war as well.
On Topic: All of the above things led into what would become the Civil War after which Lincoln formalized Thanksgiving to heal not only North and South but also (hopefully at the time) issues with Native Americans as well.