I'm reading the follwing in the manual:
"Daily rollover fee ("swap") for long resp. short trades per contract, resp. per 10000 contracts for currencies. This is the interest that is added to or subtracted from the account for holding trades overnight. Account currency units; accessible with the RollLong/Short variables. On Wednesdays it is often three times higher for compensating the weekend when no rollover fee is charged. When manually entering them, make sure to convert them to 10,000 contracts for currency pairs."

How does Zorro know if an asset is a currency pair or not?
I'm having the above issue only when backtesting mini contracts, not standard contracts. This make me think that my naming somehow makes Zorro treat the mini contracts as a non-currency asset. That would at least explain the huge rollover cost.