Here are some more simple results to look at, from the default Workshop4_1.

I'm trying to determine if this is normal/correct, or if there is some problem. What are the reasons that could cause this situation between my IBFX mini account and the default Zorro settings?

One thing that seems unusual is the 'Lot' column in my IBFX Assets.dta file. If this is incorrect, could it indicate a glitch in the Download.c script and/or the Zorro.mq4 script?

Here are the Workshop4_1 test results comparing the default Assets.dta with the IBFX-downloaded version:

Default Zorro settings
Code:
BackTest Workshop4_1 EUR/USD - performance report

Test period         10.01.2008-10.06.2013
Lookback time       141 bars (5 days)
Assumed slippage    10.0 sec
Assumed spread      2.4 pips (roll -0.10/0.02)
Contracts per lot   746

Gross win/loss      1464$ / -1004$ (+6167p)
Average profit      85$/year, 7.08$/month, 0.33$/day
Max drawdown        -137$ 30% (MAE -169$ 37%)
Total down time     71% (TAE 98%)
Max down time       71 weeks from Jun 2009
Largest margin      10$
Trade volume        432293$ (79819$/year)
Transaction costs   -76$ spr, -4.47$ slp, -6.71$ rol
Capital required    112$

Number of trades    424 (79/year, 2/week, 1/day)
Percent winning     18%
Max win/loss        216$ / -14$
Avg trade profit    1.09$ 14.5p (+19$ / -2.89$)
Avg trade slippage  -0.01$ -0.1p (+0.04$ / -0.06$)
Avg trade bars      83 (+358 / -22)
Max trade bars      2106 (18 weeks)
Time in market      105%
Max open trades     2
Max loss streak     18 (uncorrelated 33)

Annual return       83%
Profit factor       1.46 (PRR 1.23)
Sharpe ratio        0.62
Kelly criterion     0.50
OptimalF            .032
Ulcer index         16%
Prediction error    41%

Portfolio analysis  OptF  ProF  Win/Loss

EUR/USD:L           .027  1.25   41/171   
EUR/USD:S           .038  1.66   36/176


IBFX settings acquired from Download.c
Code:
BackTest Workshop4_1 EUR/USD - performance report

Test period         10.01.2008-10.06.2013
Lookback time       141 bars (5 days)
Assumed slippage    10.0 sec
Assumed spread      2.0 pips (roll -0.05/0.04)
Contracts per lot   100

Gross win/loss      194$ / -140$ (+5394p)
Average profit      9.96$/year, 0.83$/month, 0.04$/day
Max drawdown        -22$ 42% (MAE -28$ 52%)
Total down time     72% (TAE 98%)
Max down time       92 weeks from May 2011
Largest margin      5.22$
Trade volume        57948$ (10700$/year)
Transaction costs   -8.48$ spr, -0.60$ slp, -10$ rol
Capital required    55$

Number of trades    424 (79/year, 2/week, 1/day)
Percent winning     18%
Max win/loss        33$ / -1.92$
Avg trade profit    0.13$ 12.7p (+2.58$ / -0.40$)
Avg trade slippage  -0.00$ -0.1p (+0.00$ / -0.01$)
Avg trade bars      83 (+350 / -25)
Max trade bars      2106 (18 weeks)
Time in market      105%
Max open trades     2
Max loss streak     24 (uncorrelated 34)

Annual return       20%
Profit factor       1.39 (PRR 1.16)
Sharpe ratio        0.54
Kelly criterion     1.60
OptimalF            .294
Ulcer index         18%
Prediction error    41%

Portfolio analysis  OptF  ProF  Win/Loss

EUR/USD:L           .000  0.67   31/181   
EUR/USD:S           .294  2.27   44/168