Im a twin, my sister and i have had sex before but we both never bleed, it hurts everytime, is there a chance that the hymen is not broke. ?

Unlikely : You both may have never had a hymen or lost it in childhood through trauma. Self play with toys will also stretch or tear it. Some hymens exist only as a small rim of tissue.

Dyspareunia: Pain with sex is common but not normal. Your question can easily be answered by a simple examination. The answer will not come without an exam on the internet.