A cold 4Bet, is a 4Bet after NOT having already voluntarily put money in the pot.
So the action has included a raise and a 3bet, then the villain having not had any opportunity to act yet, 4Bets e.g. EP open, BTN 3Bets, BB 4Bets. BB has made a cold 4Bet.
This stat is useful to distinguish from the more common 4Bet, which is 4Bet After Raise First In. As some players like to try and take advantage of the fact people 3bet a lot wider these days in certain spots by Cold 4Betting.