NSG, one other thing I noticed while reviewing my backtest trades, was that one of them hit a profit of $160. TakeProfit was set at 20 points ($100) so this is strange why this happened. See attached screenshot zorro-6 where I have red arrows pointing to the entry and exit of the trade. Is it possible that in the higher-resolution 1 minute bar data, there was a gap up, or very quick move up, that caused my exit to happen at an unexpectedly higher price? All the other 28 trades of my backtest evaluated as expected (either $50 stopped out or $100 profit target).
Yeah, my best bet is that the slippage played in your favor here. Check the "slp" value in the performance report. It should be positive and high enough.
From my experience, I wouldn't be much excited about it as in real trading slippage tends to be negative even though Zorro simulates a positive one.
