The immediate closing of a trade did not close your phantom trade, as it should, but the pool trade instead. This was the bug, which triggered subsequently wrong behavior. Because a trade can not be closed in NFA mode, a trade in opposite direction was opened instead. This caused a wrong ID and wrong profit in this situation - therefore the suspicious message.

Ok. Thanks for sharing the details.

For the continuous demo, I have upgraded VPS to 1.28.1 but kept fac and par files from previous training since the Asset.dta Spread bug prevents accurate re-training in Zorro 1.28.1 (see reply in Zorro Beta). I closed all trades in the account before starting this session. Let's see.

What I am about to say is meant in the most constructive spirit. Please consider developing a "Z" strategy which works in NFA + Hedge 5 conditions. Release it even if it sucks, performance is not a primary concern. In-house, run it continuously on a US-based FXCM demo account. Additionally the Strat should occasionally place more than one viable market order per asset/algo so that Hedge 5 features will also be at least exercised. That way, problems can surface close to home. Because, you must understand, I barely understand what I'm looking at and can never be sure if it's your bug or mine.

You have certainly a point. Some of us are running Z12 in NFA and Hedge=4 mode, but this bug was not yet observed because Z12 did not close trades this way. That's why it is important that many users trade many exotic systems for finding issues of this kind.