Based purely on (newer) observation I would say it's like this: the trade log contains the actual entry/exit prices (the same as displayed in MT) and the event log contains the last price Zorro knew when it'd tried to place an order (although the formulation in the manual indicates otherwise). On the other hand the profit displayed in the event log is the same as in the trade log (i.e. the actual profit). Now that the trade log contains prices with higher precision (0.1p) it's possible to estimate the slippage by computing the differences between trade log and event log prices. When doing so I get the same value as in the live results overview (-0.1p) which is in line with measurements performed using different software. I think the previous value (+9.5p) had to be caused by a bug in the old Zorro version as it was almost hundred times higher (in absolute terms).