Federated learning, conducive to solving data privacy and security problems, has attracted increasing attention recently. However, the existing federated boosting model sequentially builds a decision tree model with the weak base learner, resulting in redundant boosting steps and high interactive communication costs. In contrast, the federated bagging model saves time by building multi-decision trees in parallel, but it suffers from performance loss. With the aim of obtaining an outstanding performance with less time cost, we propose a novel model in a vertically federated setting termed as Federated Gradient Boosting Forest (FedGBF). FedGBF simultaneously integrates the boosting and bagging's preponderance by building the decision trees in parallel as a base learner for boosting. Subsequent to FedGBF, the problem of hyperparameters tuning is rising. Then we propose the Dynamic FedGBF, which dynamically changes each forest's parameters and thus reduces the complexity. Finally, the experiments based on the benchmark datasets demonstrate the superiority of our method.