From the documentation:

DataSplit
Splits the simulation in a training period (given in percent) and a following test period. F.i. when set at 60, the training period has a length of 60% and the test period has a length of 40%. This ensures that the test always uses out-of-sample data.

Also have a look at: http://zorro-project.com/manual/en/numwfocycles.htm

And for the general concept you might consider: Urban Jaekle, Emilio Tomasini: Trading Systems, which is recommended by jcl in his manual and is a short read, but afterwards many thinks gets clearer.