For AUDUSD your stop parametar gets optimized to 17.5 * ATR(100). That's a pretty wide stop that rarely gets hit. But, optimizer picks it because you get the best profitability that way. Try with closer stops, it should help.
Also, your optimize space for EMAfast and EMAslow overlaps. That will also enable optimizer to pick a set where EMAfast is slower of EMAslow, and turn your nice little trend following strategy upside down to do mean reversion. Or do some even nastier combinations like picking very close values for EMA periods and produce some interesting results, just to make you happy.

Unfortunately, you can't feed whatever you want to the optimizer, because it then gets ideas of it's own, as you can see.

Been there, done that, decided to stay away from optimizer until I can get profitable WITHOUT it first. Then use it to properly curve f^H^H... err, slightly optimize my already profitable strategy.
