Complete agreement. If the central bank is defending a rate, "defending" means spending money, and you want to be on the side that's getting the money. Simple. Russia has/had been pouring money into propping up the ruble, said money was received by FX traders with the correct positions. The worst outcome for central banks, which is frequently what comes to pass, is they spend a ludicrous amount of money defending their position and in the end they still lose.
Is there good data on how often they lose? Sure, I can think of plenty of examples of central banks being forced to give up their peg, but I can also think of plenty of examples where the traders betting against them lost out. You'd need to consider both if you really want to use historical data as a justification for trading. For example the EUR/DKK peg has been challenged on numerous occasions without success. China has also been fairly successful in dictating its exchange rates, with some currency movements but generally on its own timetable and very carefully controlled.
It's an interesting question. Googling briefly I didn't come across obvious studies. I guess it depends on how you do the accounting. A week ago the Swiss National Bank had foreign currency assets of about 520bn euros or 624bn Swiss Franks. It now has asset of about 520bn euros or 520bn Swiss Franks. Is that a loss of zero which it looks like if you do the accounts in euros or 104bn Swiss Francs if you do it in Swiss Francs?
