Back when I played varsity tennis I'd eat McDonald's and/or Burger King anywhere between 5 and 10 times per week (admittedly, I want to vomit when I look back on this). Same deal with me, though. I managed to maintain weight, stay fit (body fat percentage was around 9%), and keep my blood pressure and cholesterol down. What you eat does matter, but it's not what you eat so much as how much you eat and how much you do to offset what you've eaten.
Now I splurge once a month or so, since I eat breakfast regularly and only work out three times per week.
That's better.