Unfortunately this seems to throw off Zorro's performance measures still. The attached picture correctly shows the trades as they really happened but the equity curve is clearly bogus. I've verified that every TRADE's commission/spread etc is set to zero with the trade loops. The final report also shows zero trade costs.

The final report correctly shows the number of trades but it shows 0% winning trades when almost all of them are in fact winning. I set the fResult field appropriately to reflect the result of each trade. I can't check if the Gross win/loss are correct because my trading volume is so low, Zorro doesn't show the necessary precision.

Could mean that Zorro keeps a tally for these measures and assigns them before I can get a handle on the TRADE struct to modify it, and doesn't recalculate them by looping the trades for the report... Not sure how to fix this. Is the PERFORMANCE struct accessible per script?