The asset files are ok. But I see the reason of the problem. The rollover is calculated for micro lots, not for nano lots. So you have ten times the normal rollover. Combined with the fact that your trades never close, you'll get a crazy rollover gain.

This is a Zorro bug - it will be fixed in the next update. Until then, set RollLong/Short to 0 for testing your strategies. This will probably give you a totally different but realistic result.