It is done by running a complete walk-forward test and then calculating the factors from this test.

Taking factors only from a certain period must be done by script. For this, first generate the parameters, then set only the FACTORS flag, and exclude trades from outside the desired period with an if(..) condition, like this:

if(year() < 2011 or month() < 6) enterLong();

or

if(year() >= 2011 and month() >= 6) quit();

for only calculating factors until June 2011. Setting StartDate and EndDate won't work here because it would also affect the WFO cycles.