Hi Artvin, indeed, the AR is affected because the script can't open as much positions as with an account with higher leverage.
You can test it yourself and compare results by change the Leverage in the AssetsFix.csv (if Zorro free). The original AssetsFix that comes with Zorro has a leverage of 100 for every asset. The ESMA regulation changes that to max 30 for most Forex positions but some to 20. Also indexes are limited to 10 to 20. Gold 20 and Silver 10. with a 5k account you get with this leverage about 50% per year in backtesting.
The best is to use the Download script with your Broker to get more up to date assets details like costs and specially Leverage.