There are good news and bad news. The bad news is that this system is probably not profitable. The good news is that you can easily see it - just set TICKS.

It's no randomness. SHUFFLE makes no difference. It's simply entering and exiting inside the same bar. With no intrabar data, Zorro can only guess the entry and exit prices from the bar range and the limits. You`ve choosen the limits so that the results are mostly positive. You can not test such a system without TICKS.