Star Trek: Bridge Crew, great game which was sadly abandoned and left to rot, started you out with the Kobayashi Maru. My friends and I got in there, beamed out as many folks as we could without firing a shot on the Klingons, and then got the hell outta the neutral zone as soon as the Kobayashi Maru was destroyed.
Is that considered a loss? I'd say we saved a bunch of people and hopefully avoided a war. Best we could do given the circumstances. And that's how we manage life sometimes, as well. You can't win, but you manage as best you can given the circumstances and take the small victories wherever you find them.