Keep in mind that (1) I just had levelled a lot right before this fight and (2) I was especially lucky, in that WINNER never selected anything brutal (Berserk mode into Longsword Ringil/Sword of Light/Vorpal Blade, Time Stop, Medicine of Life, etc.). As for the lack of swapping, it was mostly to preserve defensive buffs on the front line, and because Rinnosuke didn't die (once Rinnosuke dies, I swap in Keine and then do more sweeper swapping to extend buffs to the whole team, just in case Keine dies as well).
As for what Sophilia said, technically it is possible (after all, WINNER is slightly vulnerable to paralysis), but I wouldn't advise it. Generally, I consider training more whenever some of the following happens:
1) Sword of Light becomes strong enough to OHKO Reimu through defensive buffs, without Berserk Mode
2) Wand of Dragon's Flame/Frost outdamages Reimu's AoE heal without buffs
3) Buff-less Longsword Ringil is strong enough to oneshot Rinnosuke through defensive buffs
Condition (1) is arguably the most important - most of my losses to WINNER are because either he oneshots my healers with Sword of Light, or because of Time Stop (but the latter's much more rare).
Anyway, if you want I can try recording a more "interesting" WINNER battle if I get one, eventually^^ Admittedly, the one above was quite anticlimatic
EDIT: Here is an example of things not going exactly as planned, with a much more brutal lategame, though I still managed to pull it off somehow:
https://www.youtube.com/watch?v=K8ydWx6oGS8&feature=youtu.be