Just stumbled over this setting in the manual which explains the coin toss result.
I enabled this setting and finally win/loss yields closer to 50%.
It's good to learn it the hard way. Won't forget it now :-)
"Mystery" solved. Fox Mulder would be proud.

Quote:
TICKS
Tick-precise simulation. Not only the Open, Close, High, and Low of a bar, but also the real price curve inside a bar is used for calculating entry, exit, and profit of trades. TMFs are run on every tick in the simulation, instead of only once per bar. This flag gives a more accurate simulation result, but also requires more time for a simulation cycle, and allocates more memory.
If this flag is not set, an intra-bar approximation is used for simulating entry and exit. In this approximation, a stop loss is always triggered before a profit or trail target, and trades closed by trade functions are sold at the open price of the next bar. This causes a less accurate simulation, which is however sufficient in most cases. TICKS should be used for better precision when many trades enter and exit within the same bar, when stop loss or takeprofit distances are small, or when tick functions or TMFs are used.

http://zorro-trader.com/manual/en/mode.htm