As is visible in the screenshot. FXCM demo account provided 50k. I first let Zorro run with default settings. Here Zorro used only $100 but successfully made $373 with it. Hence the demo balance of 50373.
Then I wanted to start my account with $2800. This was the amount recommended by Z12 strategy test run.
I therefore configured the MMAX variable to 50000 (balance of demo account) and tried to run it and see what happens. For a while I noticed no Trades, so I upped the Risk to 20. Then I started seeing the messages of "Zorro Skipped" and Zorro is not making any trades.
The trade might be very valid, but not very wise. You have only 50,000 on your account and risk 800,000 per trade. The Z systems use the MARGINLIMIT flag for preventing beginners from crashing their accounts this way.