Would be great if PIPRETURN also switched corresponding Results arrays to pips, as well as all 'bar-based' calculations like ReturnMean, ReturnStdDev, ReturnUlcer,etc

Additionally, please expose account currency as a variable that can be set in the script, not only in the Accounts file. (SET_CCY only works in Live).

I am trying to calculate a path-dependent Profit Factor the Timothy Masters's way - as a ratio of all 'profitable' BAR returns to all 'un-profitable'.
His research shows this to be a more robust measure of true system performance (and optimization objective).

Would be great if Zorro provided this calculation out-of-the-box and also provided a pip-return-based equity array so that one could calculate/analyze such PF conditionally instead of running optimizations.

For volume independent profit use the PipsTotal variable: https://zorro-project.com/manual/en/winloss.htm

The blue profile in the chart can be accessed with g->pEquity[N], where N is the bar number. This is undocumented, but safe to use.

Since CCY has no effect in a backtest, not being able to set it will likely save you some time.

jcl, you are answering questions I did not ask.

1) please let PIPRETURN switch all return-based calculations - ReturnMean, ReturnStdDev, ReturnLR,etc.+ ReturnUlcer - to pips.

2) please expose account currency as a variable that can be set in the script, not only in the Accounts file. (I am NOT asking to make brokerCommand(SET_CCY) work in Test).

3) please add path-dependent PF calculation to Zorro's arsenal of metrics.

PIPRETURN switches displayed equity line to pips and so I have been using g->pEquity -as you suggested - to calculate pip-based metrics.

However, g->pEquity is not filled in Train.

Please provide a way to access a pip-based equity across modes.

Thank you.