The low % return is probably due to the large drawdown incurred. Even though it shows a healthy profit in pips per year the capital required to trade the system means that you are only returning a % of your investment.

This is a bit of a quirk of zorro. You start at 0 and then add profits and losses to achieve a final figure. As primarily a trader and not a mathemetician or programmer it makes more sense to me to start with a balance and use % money management to give an end figure that you can relate to the starting balance but I think I'm yet to convince JCL of this.