LifeTime appears to work from the last entry.
Because Zorro (differently to other software) treats skipped trades/entries as valid, LifeTime gets counted from the most recent *entry* (whichever it is).
So, using MaxLong/MaxShort is a shortcut with unexpected consequences.

ExitTime almost does the job. But trade duration is 4 bars, not 5.

JCL,
- what is ExitTime?
- I believe there is a huge difference between trades skipped by MaxLong/Short and those skipped because of a lack of margin.