"Trade-to-parameter ratio" simply refers to the number of trades in the simulation per parameter that is optimized, per asset used in the strategy. Having too few trades per optimized parameter in the backtest can lead to results that are not statistically robust.

The "Train mode" page in the manual (search "optimization") suggests 20 trades per parameter per asset as a rule of thumb. Ehlers suggests a minimum of 30 in his most recent book.

I'm sure that a google search on optimization/curve fitting would reveal more.

Hope that helps.