Hey Facudon,
From what I read there are a few things that might be wrong:
1. Your broker obviously has different live and demo price quotes. Why do you get a different number of trades? Did you try to backtest the EAs over the live Historical data? Does it match with the Demo?
If the Demo server is different from the live server, the Demo testing is basically useless.
2. Why do you run the Monte Carlo after testing on Demo? Why don’t you use it in the Reactor while generating the strategies?
3. How do you generate the strategies? What are your acceptance criteria?
4. How many counts of bars do you use when you are generating the strategies?
Let me know more, so I can give you better advice.
Cheers,