That's strange. For comparism reason I added to my script:

Code:
LookBack=200;
StartDate = 2009;
EndDate = 2015;


From the select box I choose EUR/USD and ran one test with

enterLong(TradeLong);

and Zorro said: Annual +20% +122p

and then I ran one test with

enterLong();

and Zorro said: Annual +5% +31p

In my opinion this is a difference. My Zorro version is 1.34.1.