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I believe the line of thought that madison10 was getting at is that there is one God, the God of the Bible.
All mankind had access to the Truth - as given through our first parents, Adam and Eve, and then through Noah and his clan. But man being man, we wandered off the reservation and worshiped idols, ancestors, stars, and all kinds of inventions of our minds. God solved this problem by walling off a special people, the Hebrews, who became custodians of the oracles of God - and wrote God's Word down (starting with Moses), so we'd have an eternal record. And in God's time, when He sent His Son, the Word was disseminated to the whole world.

Zoroastrianism actually wandered 'less far' from God's Word than most other of man's inventions (just what were our Mayan and Aztec cousins thinking of??), and in fact some of the great Persian kings had affinity for the Hebrews and protected them (e.g., Cyrus sending the Hebrews back home, from their Babylonian captivity).

So from an archaeological dating perspective you are correct, Zoroastrianism preceded Christianity by around 500 years, however since Christianity was founded on God's timeless Word (including the historical record from the Creation) - Christianity is built on the unvarnished Truth, whereas Zoroastrianism was an offshoot of this Truth.