Hello Facundo,
Glad to hear from you. When you use In Sample, you are generating strategies over the complete Historical data that you have.
If you do that, it is a must to use Monte Carlo to check for the robustness of the strategies and avoid over-optimization.
When you use Out of Sample of 10%, for example, you are generating the strategies over 90% of your Historical data, and for the last 10%, you are testing the strategies. If your 10% of data is five months, it would mean that you were placing the strategy for trading 5 months ago, and you see the result. This is an excellent method to check if the strategies were over-optimized from the generator.
However, if you combine the Out of Sample with Monte Carlo, it is the best according to me because this way, you are testing the EAs with two different instruments.
Petko A