Hi GPEngine, jcl. As one who has asked this if not all the time at least a lot , I would split this into 2 FAQ's or manual topics and add more detail; a la:

Q: How do I replicate the manual's Z Systems results?
A: The manual results are generated with the latest Zorro release and price and asset data from FXCM and IB. To replicate these results:
1) Install Zorro
2) If you keep your History files in a different folder (Zorro.ini setting), move those from the Zorro install to this folder
3) Download the History files and install them to your History folder (even if you've done this before - they can change)
4) Test. You should obtain the manual's results within <x>%.

(Note: The <x>% still bothers me, as it's sometimes greater than simple rounding would allow...)

Q: The Z Systems do not give the same results when used with my Broker, Account, etc. The Z Systems and my own strategies give different results between Test and Trade. Why?
A: The Z Systems results depend on your Broker & Account parameters such as Leverage, Slippage, etc. Results also depend on how well you have been able to emulate your Trade reality in your Test environment. Once you have accomplished the results replication above, there is much more work to do. For example, how good is your Broker's Price data? How good an AssetsFix.csv have you created? The Download script often leaves many holes/defaults. Run an initial Test with your data and Asset list, then compare both Performance Reports, especially the trading costs and mix of trades between different Assets. Look also into the logs and check where and why their trades differ.

Regards.