Possible to remain friends with a guy after a physical relationship?

I have a friend who was a lot more than a friend about five years ago. The road to just friends has been bumpy to say the least. I refused to have a physical relationship with someone who says they just "don't feel that way about me" (meaning doesn't love me in a romantic way). However, I care about my friend, always have, and he seems to care about me. We are kind of like a grumpy married couple and we laugh and wrangle all the time. He has still not given up on getting something out of me that I don't want to give...so it is a constant battle.