Thanks for your inputs mates. I used oversampling, with NumSampleCycles=4 and 6 but the number of trades per year doesn't increase. I attached the reports. How can I obtain a statistically significant result? Or is it filtering the bad trades for a specific period a tradeoff with getting enough trades for the result to be statistically significant?

I think I am more or less curve fitting but it is a 'good' curve fitting because I am adapting to the volatility of a specific period of time (in particular one which has low volatility thus not good for trend strategies) . Even though as an engineering student I am afraid of a not statistically significant result as you