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Deep learning solutions have rapidly emerged for EEG decoding, achieving state-of-the-art performance on a variety of decoding tasks. Despite their high performance, existing solutions do not fully address the challenge posed by the introduction of many hyperparameters, defining data pre-processing, network architecture, network training, and data augmentation. Automatic hyperparameter search is rarely performed and limited to network-related hyperparameters. Moreover, pipelines are highly sensitive to performance fluctuations due to random initialization, hindering their reliability. Here, we design a comprehensive protocol for EEG decoding that explores the hyperparameters characterizing the entire pipeline and that includes multi-seed initialization for providing robust performance estimates. Our protocol is validated on 9 datasets about motor imagery, P300, SSVEP, including 204 participants and 26 recording sessions, and on different deep learning models. We accompany our protocol with extensive experiments on the main aspects influencing it, such as the number of participants used for hyperparameter search, the split into sequential simpler searches (multi-step search), the use of informed vs. non-informed search algorithms, and the number of random seeds for obtaining stable performance. The best protocol included 2-step hyperparameter search via an informed search algorithm, with the final training and evaluation performed using 10 random initializations. The optimal trade-off between performance and computational time was achieved by using a subset of 3-5 participants for hyperparameter search. Our protocol consistently outperformed baseline state-of-the-art pipelines, widely across datasets and models, and could represent a standard approach for neuroscientists for decoding EEG in a trustworthy and reliable way.