Okay perfect, now we are getting somewhere.
So basically you are working with 4 years of data on EURUSD M15. First point is that I would get in the habit of checking the box “use end date” on the data horizon tab.
This is as I expected, the combination of your time settings and all the boxes closing the sessions checked with such a high minimum trade count is definitely pretty strict.
So a few points:
Obviously 4 years of data with M15 requires more bars than say 4 years of H1 so that you can definitely expect less calculated strategies in the former case.
But I think that with your time restricted setting and such a high minimum trade count over 4 years that this is resulting in a pretty fair small amount of strategies passing this acceptance criteria.
If this is what you are after then fair enough but I would suggest reducing the minimum trade count to 250 for example and then once more strategies are in the collection you can use the performance filter.
I’m sure you will see in the generator that plenty strategies are being calculated but very few are being ascended. Essentially for your generator settings the acceptance criteria is too strict.