actually you are doing nothing wrong. That is how it is. When you use huge historical data the FSB Pro software is creating the strategies based on all of the bars and this way is creating you a strategy that was profitable during this whole period.
And it is expected that the Forex strategies will be with an average smaller daily profits. If you use smaller period of time you will see strategies with bigger profits but they are optimized in this period. So try to find an average number of bars that you shall use in order to make stable results in time which is more important then the daily profits.
As in the course
Petko suggests to use 300 000 bars for the strategies on M1. Keep in mind that this is possible in FSB Pro and with EA Studio the maximum is 200 000 bars.