The strategy result has a linear dependence on OptimalF. If you have a portfolio of 4 components, as in the tutorial, and change one of the factors by 10%, the overal result will change by about 2.5%.

A more severe bias problem is excluding unprofitable components that have a zero OptimalF factor. This can affect the result much more.

NumSampleCycles won't help here, but I believe the best idea is still to use different factors in the backtest than in live trading. The factors for the backtest are then calculated from the last cycle, for live trading from the whole period. This will reduce the profit in the backtest, but eliminate the bias.