traderbot33's question reminds of one other important point that should have been made:

Whatever one might think of Zorro, ZORRO'S NOT THE WHOLE STORY!

(caps for emphasis, not shouting laugh )

Zorro, as well as you trading manually, are dependent on the broker, and on what's behind the broker. If the broker, for whatever reason, doesn't execute your trade, you're stuck. Worst case stuck in a losing trade(s) with no way out.

And worst worst case LOSING MORE THAN YOUR INVESTED CAPITAL!

Zorro can not only not prevent this, it can't take this possibility into account when Testing (since it assumes execution always happens within certain parameters).

Yet another reason to Beware!