I did some further testing and was able to answer this for myself... the answer is that YES, both OptF and ProF are affected by the spread during Training.

So then, the real question I'm digging at is:

What types of factors would cause an asset to "look great" on a .fac report (ie, great Profit factor, great OptimalF rating)... yet seem to fail miserably during the Test.

There must be some other factor I'm missing that could cause this situation.