I just upgraded to Zorro S and ran my first backtests. I'm sure I'll have plenty more questions.. But firstly,

What does it mean when an alarm goes off after the training period?

Results of backtest:
Annual return 543%
Profit factor 1.12 (PRR 0.98)

I'm not sure I understand, how can it be 543% but only 1.12 profit factor?