Note that if your strategy shows poor out of sample performance when the price curve is detrended that it is very likely not suitable for trading. However, the converse is not necessarily true. That is, just because out of sample performance is good on detrended data does not guarantee that your strategy is not overfit or is suitable for trading.

I personally think there is merit in using different strategies for markets trending in different directions. But also consider other market regimes: trending/non-trending, high/low volatility. Of course, how you detect those regimes and how much lag you can tolerate is up to you.