[131]Very strange with SQX retest

I use my own template(MT5 FIFO longTep in attachment) to build 10000 strategy with symbol E-Micro sp500 during 2015.01.01-2016.01.01(setting in attachment)
After that ,  I retest it with whole history data from 2009.01.02~2019.01.01 with MonteCarlo trade.(retest setting in attachment)
But, it is very strange with there are only 5 strategy passed my retest(it's ok) but it always happen rejected by "no trade.(56 strategies)
I am very confusion that I have already let whole history include build period(2015.01.01-2016.01.01) why It will happen "no trade"?
Please help to check is it a bug that if strategies build with template always issue when retest.
Thank you.