Indeed, where I said "backtest" I often meant "training". I have edited both posts. If there is nothing surprising in those posts to you, then I guess there is no problem.

With NumWFOCylces = 2, the first cycle is just like the case where NumWFOCylces = 0 or 1. But Zorro spends an additional Train cycle to produce final parameters, which have no effect on the Performance Report. Is there a clean way to skip this step? The use case is, I am interested in the performance symbols ('.', '/' and '\') for each component, but I am just getting a preliminary evaluation of performance on a large number of potential strategies, not preparing a Strategy for deployment (Trade). So that last cycle is just wasted compute time.