Turbulence in a system of nonlinearly interacting waves is referred to as wave turbulence. It has been known since seminal work by Kolmogorov, that turbulent dynamics is controlled by a directional energy flux through the wavelength scales. We demonstrate that an energy cascade in wave turbulence can be bi-directional, that is, can simultaneously flow towards large and small wavelength scales from the pumping scales at which it is injected. This observation is in sharp contrast to existing experiments and wave turbulence theory where the energy flux only flows in one direction. We demonstrate that the bi-directional energy cascade changes the energy budget in the system and leads to formation of large-scale, large-amplitude waves similar to oceanic rogue waves. To study surface wave turbulence, we took advantage of capillary waves on a free, weakly charged surface of superfluid helium He-II at temperature 1.7K. Although He-II demonstrates non-classical thermomechanical effects and quantized vorticity, waves on its surface are identical to those on a classical Newtonian fluid with extremely low viscosity. The possibility of directly driving a charged surface by an oscillating electric field and the low viscosity of He-II have allowed us to isolate the surface dynamics and study nonlinear surface waves in a range of frequencies much wider than in experiments with classical fluids.