These scams are going to be sued, stay tuned for the news
You would lose in court. You can't play ignorance, you knew the loss on your trades could not be pulled from you if you had empty accounts. You knew SOMEONE had to eat the losses OVER your initial deposit. It would not matter in court that the site said "you won't lose more then your deposit" because that is clearly the intention of the operator as he wouldn't want this scenario to happen.
It HAD to of crossed your mind "hm, if i lose on x10 leverage, but put x btc in and can set this stop limit over my total inital deposit, i could cut out some huge profits while maintaining a small loss." after the first 5 or so times you did it.
You sound like Barry Bonds denying doing steroids. You knew what you were doing was gaming the system. It doesn't make it legal just because you were able to do it, it matters what the intent was and anyone in their right minds know a derivatives exchange would never cover your losses.
I would love to see you blow your money taking them to court though.