Zero profit means win too because at least the spread of symbol has been won!
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you can see a demo account running in: http://www.inverbank.com/statement.htm
There you can see that the count for max consecutive wins is 4 but there are only 3 consecutive wins
I have read the paper on Numbers, at "What the Numbers in the Expert Testing Report Mean" and it might also be that you mean max profit run up, but it cant be counted as "trades"