Unless there's some kind of "hide" function in the trainer then not really. Back when I used hacks for first person shooters, if I wanted to take a screenshot I'd use Cheat Engine to edit out any of the text from the hack's GUI so I could record from the screen without it being obvious that I have hacks enabled. Still, it depends on what game you're hacking -- most FPS's won't be that friendly to Cheat Engine, but some are.