Hello Thyago,
A good question here.
I still use both variations, but in the courses, I prefer to place EAs with SL and TP, because beginner traders a bit scared to trade without SL.
However, my trading shows that having an SL and TP gives us more robust strategies.
I noticed with the time that when I generate strategies without SL or without TP they are not so robust after that. Basically more over-optimized strategies are generated if there is no SL, because the generator finds better variations.