Optimization-warning-Strategy-might-not-function-correctly-using-a-parallel-Optimizer

https://www.wealth-lab.com/Discussion/Parallel-optimization-is-impossible-with-Symbol-Ranking-12278#post1

Parallel threads operate asynchronously with each other with their own independent variables. However, they share static variables. If the values of all your static variables are exactly the same (Are they?) from one thread instance to the next, then there's not a problem. But if one thread instance messes up the variables of the other, then you'll have garbage for your optimization run.

Have you read (and understood) the issues about variable scoping and visibility in C# and WL? https://www.wealth-lab.com/blog/anatomy-of-a-wl7-strategy