Hi, welcome to the Zorro community!

(1) You need to set the LOGFILE flag for Zorro to generate the trade log. Manual entry: https://zorro-project.com/manual/en/mode.htm

Code
function run() 
{
set(LOGFILE);
...
}


(2) StartMarket and EndMarket work only when the appropriate BarMode is set. You need to use BarMode = BR_MARKET. Again, when it doubt, it's a good to cosult the manual: https://zorro-project.com/manual/en/barmode.htm

Code
function run() 
{
...
BarMode = BR_MARKET;
StartMarket = 1430; // 2:30pm UTC equals 9:30am EST?
EndMarket = 2200;   // 10:00pm UTC equals 5:00pm EST?
...
}


Note that BarMode affects bar processing. A better idea might be to use date and time functions: https://zorro-project.com/manual/en/month.htm

(3) By using Stop = 10 and TakeProfit = 20 you're setting your SL and TP to $10 and $20. Use Stop = x*PIP for setting pip values. Manual: https://zorro-project.com/manual/en/stop.htm