Ok in further digging, I believe this is related to the LotFactor being set by Zorro.mq4. I did a quick test and it seems that IBFX is returning 0.01 for the MODE_MINLOT value.

If I force the LotFactor to be 0.1, then I get a Lot setting in Assets.dta of 1000 which gives the backtest similar results to your defaults.

So at this point I'm just trying to determine what other factors could be involved (ie, a glitch?) that could cause the detrimental results.

Presumably, if I force the Lot to 1000 in Assets.dta, but keep all the rest of the figures the same for IBFX, then Zorro would simply trade with a higher lot size than the broker minimum. However, it would be ideal to trade microlots at a minimum of 0.01 units.

THANKS laugh

PS: Let me know what else I can do on my end, to help you further investigate.