To expand a bit on @AndrewAMD's post:

1a) A strategy is based on a presumed inefficiency(s) in the market.
1b) A backtest is a statistical evaluation of the presence and attributes of that inefficiency(s) in the given dataset within the constraints of the settings applied.
1c) Since it's statistics, it GUARANTEES NOTHING - it's only probablilities, and all other outcomes also have some non-zero probability of occurring.
1d) Furthermore, when you transition to live trading, you're in a "whole new world" of data, which is also NOT GUARANTEED to be like your backtest dataset - surprise!
2a) And that's assuming that your live settings, including whatever the Broker you've chosen might be doing, AssetsFix.csv, commission, rolls, etc., match your backtest settings.
2b) Without more info regarding the backtest you did, CR values, Broker used, Capital slider setting, whether you did the 50% safety, printed CBI values, etc. it's pretty hard to give any insight.
3a) But at least you did the right thing and didn't go directly Live!
3b) And Zorro has good documentation and tools so that you can step-by-step evaluate what you did vs. the backtests and hopefully figure things out. But yes, it's a lot to learn & absorb...

Happy Trading!