I have found the answer there. But don't do that !
It's better to move the database on a tmpfs folder (it's > 5x faster), because not only a "dirty" environment does not work, but it will broke your website with a serious error (just happened to me).
Hints to tweak the database on this question.
It's there but don't do it :
// for our functional testing, we want to test the pages and code that
// we've been generating in the real database. to do this, we need to
// ignore SimpleTest's normal fake database creation and fake data
// deletion by overriding it with our own setUp and tearDown. NOTE that
// if we make our own fake data, we're responsible for cleaning it up!
function setUp() {
// support existing database prefixes. if we didn't,
// the prefix would be set as '', causing failures.
$this->setup = TRUE; // Drupal 7 way
}
function tearDown() { }