There is definitely something weird going on, although I can't quite put my finger on it yet. It very-likely is my fault in bad coding... but it seems that Zorro should not do any of the following:

* return 0 for NumOpenLong, NumOpenShort or NumOpenTotal when any trades are actually open
* return a non-agreeing figure between NumOpenLong/NumOpenShort and NumOpenTotal (for example, NumOpenLong=1 but NumOpenTotal=0)

I'm trying to create a repeatable/simplified example for you to see the issue I'm seeing.