I actually am having a very similar problem myself... I will post the pictures here. I upload a data set from Refinitiv 1M bar data for spot FX into Zorro (properly configured and in correct folders) I dont get any errors but when I run my strategy over the data i get completely different returns / drawdowns etc then I do when i run the strategy on Zorro back test with Dukascopy Data. When I analyze the charts and review the entries and exits the bars seem to not overlay properly for OHLC, many bars open beyond or within the previous bar not at its last close price which I think may be skewing my results from my strategy as its plotted in the data. I thought at first it was an aggregation issue within Zorro since my strategy runs off of 5M bars not 1M so I thought it was aggregating the 1M bars into 5M candles but then when I uploaded 5M bars to validate this I still had the same issue. Please let me know if anyone can recommend anything. The data set should be clean as possible as it is directly from Datascope Refinitiv data which is top of industry standards. "Forum" picture shows left side as Refinitiv data and right side is live Oanda data from trades taken this week (the bars are plotting differently aswell)