Danke jcl
As usual the problem may be caused from another area. I just recognised that there is a link to my use of the trailing functionalities (not TMF).
I coded:
Trail = Stop = optimize(1,0.5,2.2,0.1)*ATR(100);
TrailSlope=optimize(25,100,300,25);
TrailSpeed=optimize(100,100,300,25);

It seems to work only in Long trades correctly. In the manual the trailing is described with "raising" the SL. Is this right... only in Long trades? Or do I have to use the TMF system instead ?? But I am using two loops (Markets and different strategies). Does it work?

Today, I was with a short position in profit, but I saw that the SL and Trail field, shown in the html file, are much to low. I stopped the position manually. Actually I got a win of 517 Euros. The html has shown -527 Euros. The status off Zorros shows : -527 EUR, but equity of 50519 EUR (519 EUR comes from the broker)

Sell: 1.243410 Buy: 1.241310 -527 EUR is shown in the demotrades.csv. Of course the FXCM broker shows a win as I stated.

Is there a side effect of my trailing use at short positions? Or do I have a general problem?
Additional info, I have a FXCM EU account and therefore it shoud be not a NFA flag issue, right?