When doing backtests, some questions pop up regarding the WFO analysis. Checking the same script in different periods of time I get the following results:

2000-2005, WFO 3 cycles, Anual Return = -58%, nr of trades 55
2000-2005, WFO 10 cycles, Anual Return = 37%, nr of trades 137

Is the result with larger number of trades with 10 cycles rather than with 3 cycles more realiable?

Backtesting the same script through other periods of time:
2005-2010, WFO 3 cycles, AR = 93%, nr of trades 93
2008-2013, WFO 3 cycles, AR = 79%, nr of trades 83.

The results are different depending on the period of time considered. Would that be in backtesting standards a reasonable result?

In the three tested periods of time it gives different results.

Do the Zorro estrategias, Z5, Z12, and so on, have been tested in different periods of time than those one can test by default?