Backtests are still different. I set the EXTRADATA flag in Zorro 1.50.6 and the results are a little bit different but very different from the results I got in Zorro 1.54.5. Probably the results in the latest versión of Zorro are more reliable but it's only a suspicion...
Thank you!

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Test 1-PRU EUR/USD - ZORRO 1.50.6
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Simulated account AssetsFix
Bar period 1 hour (avg 92 min)
Test period 18.01.2012-27.01.2017 (28550 bars)
Lookback period 300 bars (18 days)
Monte Carlo cycles 200
Simulation mode Realistic (slippage 0.0 sec)
Spread 0.5 pips (roll -0.02/0.01)
Commission 0.60
Contracts per lot 1000.0

Gross win/loss 619$ / -565$ (+619p)
Average profit 11$/year, 0.89$/month, 0.04$/day
Max drawdown -172$ 320% (MAE -215$ 399%)
Total down time 73% (TAE 62%)
Max down time 66 weeks from Apr 2013
Max open margin 30$
Max open risk 24$
Trade volume 201115$ (40010$/year)
Transaction costs -8.19$ spr, -46$ slp, -0.54$ rol, -11$ com
Capital required 163$

Number of trades 188 (38/year, 1/week, 1/day)
Percent winning 19.1%
Max win/loss 88$ / -50$
Avg trade profit 0.29$ 3.3p (+197.5p / -42.7p)
Avg trade slippage -0.24$ -2.8p (+0.0p / -3.5p)
Avg trade bars 109 (+414 / -37)
Max trade bars 1372 (11 weeks)
Time in market 72%
Max open trades 3
Max loss streak 17 (uncorrelated 27)

Annual return 7%
Profit factor 1.10 (PRR 0.84)
Sharpe ratio 0.11
Kelly criterion 0.20
R2 coefficient 0.000
Ulcer index 33.4%

Confidence level AR DDMax Capital

10% 12% 76$ 89$
20% 11% 85$ 96$
30% 10% 96$ 104$
40% 10% 106$ 112$
50% 9% 117$ 120$
60% 8% 129$ 130$
70% 8% 142$ 139$
80% 7% 159$ 153$
90% 6% 191$ 177$
95% 6% 213$ 195$
100% 4% 350$ 301$

Portfolio analysis OptF ProF Win/Loss Wgt%

EUR/USD .018 1.10 36/152 100.0
EUR/USD:L .000 0.56 14/85 -285.6
EUR/USD:S .191 1.98 22/67 385.6


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Test 1-PRU EUR/USD - ZORRO 1.54.5
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Simulated account AssetsFix
Bar period 1 hour (avg 92 min)
Test period 18.01.2012-27.01.2017 (28549 bars)
Lookback period 300 bars (18 days)
Monte Carlo cycles 200
Simulation mode Realistic (slippage 0.0 sec)
Spread 0.5 pips (roll -0.02/0.01)
Commission 0.60
Contracts per lot 1000.0

Gross win/loss 749$ / -520$ (+2632p)
Average profit 46$/year, 3.80$/month, 0.18$/day
Max drawdown -129$ 56% (MAE -160$ 70%)
Total down time 72% (TAE 65%)
Max down time 93 weeks from May 2013
Max open margin 40$
Max open risk 26$
Trade volume 210101$ (41798$/year)
Transaction costs -8.54$ spr, 0.00$ slp, -0.49$ rol, -12$ com
Capital required 139$

Number of trades 196 (39/year, 1/week, 1/day)
Percent winning 20.9%
Max win/loss 88$ / -11$
Avg trade profit 1.17$ 13.4p (+209.8p / -38.5p)
Avg trade slippage 0.00$ 0.0p (+0.0p / -0.0p)
Avg trade bars 114 (+414 / -35)
Max trade bars 1366 (11 weeks)
Time in market 79%
Max open trades 4
Max loss streak 16 (uncorrelated 25)

Annual return 33%
Profit factor 1.44 (PRR 1.13)
Sharpe ratio 0.46
Kelly criterion 0.66
R2 coefficient 0.000
Ulcer index 18.0%

Confidence level AR DDMax Capital

10% 45% 78$ 100$
20% 43% 87$ 107$
30% 41% 93$ 112$
40% 38% 102$ 119$
50% 37% 109$ 124$
60% 35% 119$ 132$
70% 33% 129$ 140$
80% 29% 150$ 156$
90% 25% 180$ 179$
95% 24% 198$ 193$
100% 14% 375$ 329$

Portfolio analysis OptF ProF Win/Loss Wgt%

EUR/USD .091 1.44 41/155 100.0
EUR/USD:L .000 0.98 19/80 -2.1
EUR/USD:S .187 2.01 22/75 102.1