options - What really is Gamma scalping?

How does Gamma scalping really work? It seems there is no true profit scalped. If we look at the simplest scenario, Black-Scholes option price $V(t,S)$ at time $t$ and the underlying stock price at $S$ with no interest, the infinitesimal change of the overall portfolio p&l under delta hedging, assuming we have the model, volatility, etc., correct, is $$0=dV-\frac{\partial V}{\partial S}dS=\big(\Theta+\frac12\sigma^2S^2\Gamma\big)dt.$$ So the Gamma effect is cancelled by the Theta effect. Where does so called Gamma scalping profit come from?

Note: My condition implies that $$ P\&L_{[0,T]} = \int_0^T \frac{1}{2} \Gamma(t,S_t,\sigma^2_{t,\text{impl.}})S_t^2( \sigma^2_{t,\text{real.}} - \sigma^2_{t,\text{impl.}})\,dt$$ coming from the misspecification of volatility is $0$.