The backtests for each cycle in WFO is independent (or should be). If Zorro could take advantage of multicore cpus, this task can be completed in less time, especially if the threads can also share memory.
The WFO cycles are almost, but not fully independent: If a trade was opened, but not closed before the end of cycle N, it is closed with the parameters of cycle N+1.
But assets and algos are really independent, and can be used for multithreaded. This is planned for a future version, however it's a feature for Zorro S, not for the free version.
