Outgoing FTP blocked by Sophos UTM

Hello,

I just installed Sophos UTM 9 and I'm getting in trouble. My outgoing FTP connections are blocked by the Sophos Firewall. I disabled my computer firewall and I even created a firewall rule who allows any host from my internal network to connect to any ipv4 or ipv6 address with any services. When I'm going to check the received connections on my FTP server (FileZilla)  there is nothing, it confirms that the problem is about the outgoing FTP. 

Did I forget to set something up ? 

Thanks for your help and apologies for my bad english.