I have done a strategy and I have trained it with WFO. I get the next results for the sharpe ratio
EUR/USD => SR 1.05
AUD/USD => SR 0.84
However when I combine both assets using the "while" function I get a SR of:
SR 0.80
Shouldnt it be higher?

Moreover I have run the strategy including:
Capital = 1000;
Margin = OptimalF * Capital * sqrt(1 + max(0,ProfitClosed)/Capital);
Then I obtain
EUR/USD => SR = 0.54

Since SR>1 for a tradeable strategy the question is: Is it tradeable?