Quite honestly, even without having unlocked Orochi, this achievement shouldn't be too grievous. With the below settings, the CPU is dumb as a post. Just play smart and use your favorite/most familiar character as your main. You can NOT lose even ONE round, so beware! If you're new to King of Fighters games, make sure to practice with one character until you have their moves down.
Note: To make these easier, make sure that you do the following in the Options menu:
Set the difficulty to 1 (Easiest)
Set your players power gauge to MAX
Set your defence to level 8
Set CPU's defence to level 1