ok, thank you everybody.
Based on my experience I consider a proper "broker related" test if you update the AssetFix file during normal market time with the download.x script provided with Zorro and than force z strategies to use that Assets list. Check the setting into the z.ini file.
I am stressing this point because I have never been able to achieve the testing results you are showing after having done this procedure with LMAX and OANDA.

I am not an expert so I could be wrong, but 6 eyes can see better than 2