Hi GPEngine. I definitely agree that wild variability - including from profitable to loser - of Z Systems & all Strategy results across different Brokers & Accounts is at minimum a gotcha inadequately covered in the Manual.
I'd also clarify that it isn't Zorro "hiding" this - the obfuscation originates with the Brokers and the current nature of the beast.
Even staying with a given Broker & Account will not preserve results as the Broker can change Account parameters...
While "run away" (cue MP) is one choice, I prefer to think of it as an opportunity, & hope to be able to take advantage of this reality that we're stuck with...
Regards.