Hi. I am testing a trading system that performed fairly well with Zorro 1.46. With and without setting the TICK flag, Profit factor, Sharpe ratio, R2 coeff., Ulcer index and Cycle performance were all in a good range. Even with parameters that deviated quite a bit from their optimum the system appeared robust for the whole test period, although less profitable.

Now, after updating to Zorro 1.51 the system performance is entirely gone. It's almost as if I am trading a different system. The trades of both versions are hardly comparable anymore. Is it because of the changed data formate from .bar to .t6?

What might be the reason for such a drastic decline? Maybe my system was futile from the beginning but how can I know that the current test results with the new data formate are any more reliable than the old ones?