Please correct me if I'm wrong here in my understanding... but FACTORS are mostly used for trade weighting purposes... ie, to know "how much" of a component your strategy should buy or sell.

Since I believe this is the case, what I normally do is work with flat-lots only (ie, minimum Lots=1) to develop the strategy first. You want to make sure the trading logic is correct/profitable before applying any OptimalF "enhancements"

Once the trading logic is in place, then you can use OptimalF to weight your trade basket accordingly, so that the most profitable trades historically get precisely the optimal allocation factor of your funds.

To me it is a mistake and very misleading to allow Lots > 1 while developing the strategy.

Again, please correct my line of thinking if this is not correct. I'm still a n00b too. But I personally feel this philosophy has served me well in my discretionary trading.