Just my opinion….. You are using to much filtering. I would drop any optimisation and normalisation. Also Just stick with the monte Carlo for the robustness testing. I would also always use a SL and TP. After 2 years of using EA studios and probably a 1000 + hours invested in this program and with the help of Petko I have realised it is best to set the parameters lower, get lots of strats and filter them out on demo before putting them on live. Currently I have taken this to the extreme by creating about 50000 strats a week on the M1 and then pre-filtering them down to 100 / 200 with the prior weeks data and then running them on demo and doing a final filter down to 30/40 strats to run live. Again this is just what is working for me. Watch some of Petkos videos on the filtering of starts, I believe this is key…… Good luck.