The number of equal time blocks (S) into which the test period is cut for the Overfitting Analysis enabled by OptOverfit. The number of in-sample/out-of-sample splits is the number of ways to choose S/2 blocks from S: 70 for 8 blocks, 924 for 12, 12,870 for 16, 184,756 for 20.
Keep the default 16 for ten or more years of daily data; drop to 12 or 8 for shorter histories so that each block still contains enough days (a warning appears below 20 days per block). When comparing strategies, compare at the same block count.
