- Horizontal is for quick tests on a limited data period while developing the algo, WFO is for the final test over 6 or 8 years to really see the performance.

- WFO cycles and datasplit depend on the strategy and the asset. Infrequent trades require a long WFO period, f.i. few WFO cycles. A often changing market requires more WFO cycles, as you need to adapt the parameters more often. Use the number of cycles that gives the best performance and leave Datasplit at its 85% default value, as this normally needs not be changed.

- Dataslope makes sense for very long WFO periods or when using anchored WFO.

You can experiment with all those settings for getting a feeling of how they affect the performance.