you need datahorizon when you have peeking bias. the deeplearn.c and the other examples have no peeking bias, but in your script with only 25 bars test period you have a large overlap and large peeking bias.

if you have an old zorro with no data horizon, no problem, then you must just simulate the data horizon in your script by checking the overlap and not trading during that time. That was described in the old manual. hope this helps!