The accuracy of Kohn-Sham density functional theory depends strongly on the approximation to the exchange-correlation functional. In this work, we present a new exchange-correlation functional called M11pz (M11 plus rung-3.5 terms with zero Hartree-Fock exchange) that is built on the M11plus functional with the goal of using its rung-3.5 terms without a Hartree-Fock exchange term, especially to improve the accuracy for strongly correlated systems. The M11pz functional is optimized with the same local and rung-3.5 ingredients that are used in M11plus but without any percentage of Hartree-Fock exchange. The performance of M11pz is compared with eight local functionals, and M11pz is found to be in top three when the errors or ranks are averaged over eight grouped and partially overlapping databases: AME418/22, atomic and molecular energies; MGBE172, main-group bond energies; TMBE40, transition-metal bond energies; SR309, single-reference systems; MR54, multireference systems; BH192, barrier heights; NC579, noncovalent interaction energies; and MS20, molecular structures. For calculations of band gaps of solids, M11pz is the second best of the nine tested functionals that have zero Hartree-Fock exchange.