I don't want to argue who closed your trade, but it was most likely not Zorro, since a strategy can not directly close a NET trade. There is no mechanism for this. Strategies close only their own trades. NET trades are closed either by a change of virtual positions, or externally by the broker platform. You can see this in the log. "Close" means externally closed, "Sell" or "Cover" means by changing virtual long or short positions. If you did not do it, then maybe the broker did it for some reason - you should see this in the closed trade list of the TS.