Most probably this is what MT4 is providing for EUR/USD . This might be a problem in Live trading since Zorro calculates Bid as Ask-Spread and long stops/short profit targets might get triggered prematurely.

For backtesting, just manually enter reasonably conservative Spread values for the top 10-20 instruments you might theoretically trade, set RollLong/Short either to 0 or to some fixed reasonable number (simulating rollover costs correctly requires a) historical swap data b) Zorro correctly applying those ( or you writing a script to do that) ).