When StopFactor is set to 1.0, Zorro normally won't stop a trade at all. It is stopped by the broker before, so the trade is already closed. For letting Zorro stop the trade, set StopFactor to 1.1 or so.

You can check in the FXCM TS if StopFactor works - with StopFactor = 1.0, the stop displayed in TS must be the same as the stop displayed by Zorro, except for a bid/ask difference.