This is a quote from the log:

[Fri 07.03. 01:33] 1515 +215 -351 /\\\\\
[Fri 07.03. 01:53] 1515 +215 -348 /\\\\\
[Fri 07.03. 02:13] 1515 +215 -349 /\\\\\
[Fri 07.03. 02:33] 1515 +215 -349 /\\\\\
[Fri 07.03. 02:53] 1515 +215 -355 /\\\\\
[Fri 07.03. 03:13] 1515 +215 -354 /\\\\\
[Fri 07.03. 03:33] 1515 +215 -356 /\\\\\
[Fri 07.03. 03:53] 1515 +215 -355 /\\\\\
[Fri 07.03. 04:13] 1515 +215 -359 /\\\\\
[Fri 07.03. 04:33] 1515 +215 -356 /\\\\\
[Fri 07.03. 04:53] 1515 +215 -364 /\\\\\
[EUR/CHF:8:L8870] Target 8@1.2411: -133$ at 05:19
[EUR/CHF:7:L2866] Target 8@1.2373: -107$ at 05:19
[EUR/CHF:6:L5058] Target 9@1.2323: -83.99 at 05:19
[EUR/CHF:5:L5905] Target 9@1.2268: -43.58 at 05:19
[EUR/CHF:4:L3444] Target 9@1.2222: -9.31 at 05:19

[Fri 07.03. 05:13] 1515 -162 +9 /
[Fri 07.03. 05:33] 1515 -162 +8 /
[EUR/CHF:4:L4284] Long 10@1.2188 Risk 101 at 05:40

[Fri 07.03. 05:53] 1515 -162 +5 /\
[Fri 07.03. 06:13] 1515 -162 +5 /\
[Fri 07.03. 06:33] 1515 -162 +5 /\
[Fri 07.03. 06:53] 1515 -162 +5 /\
[Fri 07.03. 07:13] 1515 -162 +5 /\
[Fri 07.03. 07:33] 1515 -162 +6 /\
[Fri 07.03. 07:53] 1515 -162 +6 /\
[Fri 07.03. 08:13] 1515 -162 +5 /\
[Fri 07.03. 08:33] 1515 -162 +5 /\
[Fri 07.03. 08:53] 1515 -162 +6 /\
[Fri 07.03. 09:13] 1515 -162 +6 //

The strategy closed trades at false prices. All those trades were supposed to be closed positive when the price had finally reached those levels. Why did this happen?

Most likely due to a singular price quote that met the profit targets.

I have not seen rogue price quotes yet, but heard that they happen especially with MT4 servers. Zorro has a mechanism to filter them out:

http://manual.zorro-trader.com/ticktime.htm

This is for the next release; in the current Zorro version, it's g->TickAvg instead of TickSmooth.

Thanks