What does cp+ on the controller mean?

This is a common symbol for stepper motor drivers or stepper motor controllers, indicating that the pulse of the control signal is "positive". There are also symbols with the same meaning: PUL+, CP+. Corresponding "negative": PLS-, PUL-, CP-. At present, most drivers on the market are represented by CP. Most of the controllers are expressed by PUL or PLS, and some are expressed by CP.