Thank you so much. I now use the following:

Dax Future (trade 1 contract):
Multiplier = 1;
LotAmount = 25;
Lots = 1;
PIP = 0.5;
PIPCost = 12.50;

USDJPY (trade USD 400,000.00):
Lots = 16;
LotAmount = 25000;
PIP = 0.01;
PIPCost = 25000*0.01;
MarginCost = Margin/Lots;

Now I understand the profit/loss figures can reproduce Zorro's calculation. But there is still a currency issue left:

Trading the Dax future in a EUR account simply give P/L in EUR. But when I trade a fixed USD amount against the JPY at IB, I end up with a P/L in JPY. Fine with me. At certain intervals I am going to exchange these JPY (hopefully) for EUR. But Zorro seems not to know the difference and simply adds Euros to Yen when calculating the strategy profit.

How can I use Zorro in order to study a combination of two strategies one of which has P/L in EUR while the other one produces its P/L in Yen? Ideally, Zorro would tell me the optimum ratio of exposures of the two component strategies that minimizes the overall volatility or drawdown. Is there any way of doing this in Zorro?

Thanks for your help. Kind regards,

gloria