Hi JCL,

Thanks a lot for your reply, that brought me closer to a solution, but still….

The Log/Assts.csv file has some weird margins. I tried to delete it, and restart Zorro, to see if it had somehow received wrong margins from Oanda. Same result.

Gold and equity indexes, all at 20% margin, which explains the skipped trades.

FX margin examples - AUDUSD 20%, EURCHF 1%, EURUSD and USDJPY 30%. That explains why also FX positions seems relatively small compared to testing. But something is clearly wrong with these FX margins.

A backtest with the Oanda “API margins” results in 9% annual return vs 51% with the margins, that I see when logged in to the Oanda platform(4-5%).

Then my question is. Have you seen this type of discrepancy before, the difference between API and trading platform margins? The weird high and very different FX margins?

I guess the problem lies with Oanda, but still you might have some experience with the same issues. Should I expect different API margins on a real account vs paper account?

Thanks

Regards
Anders