Hello Claudio,
I get your point. But I do not do it. Simply because I avoid the optimization totally. The risk to over-optimize the strategy is huge. Does not worth the risk to do it. You better use new strategies or portfolio EAs. That is why I launch new ones every month actually.
The other thing to be done is to keep testing all the strategies in a Demo account, and if you see that any of the strategies is back with a good profit factor, you can enable it in the live account by removing the “//” from the Portfolio Expert.
Kind regards,