Hello Facundo,
Yes, you are alright to use the MetaTrader-Demo, the data comes from that broker.
I think for AUDUSD you have too strict acceptance criteria.
Try starting with min 1.1 Profit Factor and 200 count of trades.
After that see in the results what type of strategies you have. If you see that you have strategies with above 300 min count of trades, increase it in the Acceptance criteria. And this way reach to a level where you limited number of strategies in the collection but you see actually strategies.
As Petko says (not Petrov) it is better to have more strategies in the collection that having not any strategies.
Also, I often see that when I get the message from EA Studio for too strict acceptance criteria, I still get some strategies after that. The message does not mean that you will not get any strategies.