So the new version with Slippage set to 0 matches the old version with Slippage set to 0 (maybe there was also default slippage > 0 in the old version?). Here are the values I get with Zorro 1.44:
Code:
slippage=0: AR 73%, SR 1.35
slippage=1: AR 75%, SR 1.37
slippage=2: AR 77%, SR 1.40
slippage=3: AR 79%, SR 1.43
slippage=4: AR 81%, SR 1.46
slippage=5: AR 83%, SR 1.49
slippage=6: AR 85%, SR 1.52
...
slippage=2000: AR 2663%, SR 15.91
