I have read the More Trades Guide and I have to inform readers that it is absolutely misguiding.
The less the trades that the article suggests, the more the likelihood of overfitting.
More trades increase the robustness of a system as it provides us with a higher sample size.
However beautiful looking the equity curve and the DD% might look on the optimization report, when the system encounters price data that has never seen before, that's a different story that it more likely than not that it will lose money.
Even if the extracted parameter set does make money then there is another high likelihood that its performance will be far from optimized!!!