Check this out:
http://zorro-project.com/manual/en/account.htm

And it’s History/AssetsFix.csv. Mea culpa.

OK, try adding this to your script, and see if it's better:
Code:
Spread = RollLong = RollShort = Commission = Slippage = 0;

www.vitaltrades.com - andrew@vitaltrades.com