The manual states that a good rule of thumb for avoiding curve fitting is to generate at least 20 trades per optimization parameter per asset.

I have a system with 10 assets and 5 parameters. Therefore I need at least 1000 trades to have confidence that my system isn't curve fitted.

If I run a WFO test, I assume I need 1000 trades PER CYCLE to get the same level of confidence. Is that correct?