Just tested it. Copy pasted it into a new script, hit train and let it run.
Got the WRONG RESULTS:
Parameters stored in Test5_19.par
Run Test5..
Assets..
Walk-Forward Test: Test5 portfolio 2011..2016
Account AssetsFix.csv
Read Test5_1.par Test5_2.par Test5_3.par Test5_4.par Test5_5.par Test5_6.par Test5_7.par Test5_8.par Test5_9.par Test5_10.par Test5_11.par Test5_12.par Test5_13.par Test5_14.par Test5_15.par Test5_16.par Test5_17.par Test5_18.par Test5_19.par
Profit -5$ MI -0$ DD 16$ Capital 23$
Trades 493 Win 56.6% Avg -0.1p Bars 1
AR -5% PF 0.98 SR -0.10 UI 74% R2 0.00
Time 00:02:15
I don't know how you can get the right results then, but I think I will have to go to zorro support then.
If you want I can upload you a VirtualBox Image with a freshly installed Zorro that shows the problematic behaviour!