Just a short info. I also lost 800€ yesterday because of two USD/JPY trades...
When looking at the backtest results you will also see some sharp drawdown but also some sharp profits. I had some similar trades. Loosing ~1000€ within ~5 days because of some bad trades. Then within two days Zorro took two trades and made ~1300€ ... So stay calm.
Z5 trades as expected and with the new Zorro version 1.20 and the included modified Z5 strategy it will trade more often...