Regarding workshop 6. Is it recomended then to train it separate for each asset?

In may case, I am actually not sure which inefficiency I want to trade. I expect that diferent assest have mostly one of all possible inefficiencies and therefore they produce better results by usind the same oscillator in different ways. Ir order to find out if it is better to trade peaks/valleys or thresholds or the combination of both, I wonder which is the best way to compare all different algos that can be created with the same oscillator.