If I remember correctly from previous experience, you lose.
If your last pokemon dies to an opponents self-destruct, you lose.
If your last pokemon self-destructs and kills the opposing pokemon, you also lose.
It's sort of one sided on the players part, but I'm pretty sure I remember that from some battles in both "Pokemon Stadium" as well as I have a distinct memory of dealing with those issues in "Battle Subway" on Black and White for both sides(I had a Lickilicky that had an interesting build using "Explosion" and I recall losing based on using that move when both pokemon were the last in the teams and I wanted to experiment to see if I could win doing such underhanded tactics... alas I recall that, no you can not win that way.).
Edit: I was quite surprised to find that the Bulbapedia entry for "Self Destruct" actually does not explain any of these two factors related to this move however, it did say this which I found awkwardly relevant, "In Generation I, if Self-Destruct or Explosion causes the player to win and lose at the same time, the player blacks out as normal, but the victory music plays."
I know that info doesn't help figure out the question, but it does imply how strange a double KO within a 1on1 battle can be.
