I have seen differences between runs as well (Wine on MacOS).
What I've noticed is that the historical data is somehow being read differently, even though the whole History folder is an exact copy of each other.

For example, under Wine, it reports:
Test period 2012-01-18..2017-12-29 (35984 bars)

Under Windows:
Test period 2012-01-18..2017-12-29 (35990 bars) <--- notice more bars here for the same period

The version of Zorro has been freshly downloaded in both cases, 2.03.
I'm a beginner with Zorro and have no idea where to even start looking for fixing this...