Thanks jcl.

Re. new account: That makes sense and is easier than Testing.

Re. risk: What's confusing me is perhaps encapsulated in your 3rd sentence. The balance is actually directly related to Test results and CR - in fact it's exactly equal to the Tested CR. That's why I don't understand how the printed risk of this single trade can exceed the balance = Tested CR. Take "balance" out of this and just focus on CR. There seems to me to be a disconnect between the statistical simulation and its results vs. what Zorro then does trading using those Tested settings. How can the Tested CR be considered the "safe" or "worst case" value to trade the system if a single trade's risk is sufficient to not only hit but exceed margin call?

Thanks.