It is simple past.  (I don't think this is considered the present progressive/present continuous tense.  I could be wrong, though.) 

If you do something over and over again, we use the expression to keep + an -ing word.  

He keeps eating, but he doesn't get fat.

I have trouble doing algebra problems, but I keep trying.

Present tense of your example would be:

They keep trying until they win.

Your example is the simple past:

They kept trying until they won.

By the way, there is another construction that means the same thing:

I try and try, because I know I will eventually succeed.  =  I keep trying, because I know I will eventually succeed.

He eats and eats, but he doesn't get fat.  =  He keeps eating, but he doesn't get fat.

Tempus is correct...  and Damian is also correct

"Keep" is normally used with a gerund to mean that you continue doing an action.<o:p></o:p>

She kept talking.

<o:p></o:p>

We kept walking.<o:p></o:p>

They kept stealing.<o:p></o:p>

<o:p> </o:p>

<o:p> </o:p>The past continuous/past progressive tense is formed by using the verb 'be'

<o:p></o:p>

<o:p> </o:p>was/were + present participle

<o:p></o:p>

<o:p> </o:p>You were studying when she called.

<o:p></o:p>

Were you studying when she called?<o:p></o:p>

You were not studying when she called.<o:p></o:p>

Hi Javid,

it is of course Pimple Past tense. And as for this -ing ending, in this case, this word is a gerund (a verb which functions as a noun).

Hi,

Past tense.

Thanks to everyone !