For possible margin settings see http://zorro-project.com/manual/en/zsystems.htm => Setup & Trading => MMax = 100 Set this to the desired maximum value of the Margin or Capital sliders for trading with higher volume (Zorro S only). The maximum of the Capital slider is MMax * 100.

Yes, I have backtested it and my account could have been wiped out easily if the max loss had hit right at the beginning: Capital Required approx 3x the initial account size (still close to 2x the current size). As I said, I know this is very high risk. I watch it very closely and I'm ready to pull out if it is losing too much in the early stages. So far it never got close to a situation I would have considered critical. Nevertheless, I have recently reduced margin to 250 and now the account should be able to survive.