Well, I can definitely imagine it can be way off for some trades but I don't see how could I get 9.5p positive slippage on average for a sample of 1200 trades made during a month period on majors. Don't you think there's something a bit off?

Is it possible to parse the slippage info out of event log? From what I understand you have to compare them to MT logs to get this kind of information.

When there are lines like...

[EUR/USD:STRATEGY:S####] Reverse 1@xyz
or
[EUR/USD:STRATEGY:L####] Long 1@xyz

...in Zorro's event log, is xyz a price Zorro is trying to use for order placement? (i.e. the last price, not the fill price).