Using MIDI with Garageband on MacBook Air

Hi!

I am having a problem connecting my Digital Piano Yamaha P-35 (by MIDI) with Garageband.

I am using a new cable (see the image below) and I am using a MacBook Air (with macOS Catalina). The app of Garageband is updated.

As indicated at the piano manual, I connect the IN wire at OUTput of the piano and the OUT wire at INput of the piano. Then, I run some tests in the Audio MIDI configurations and when I click in the arrow pointing down my MIDI cable give a signal in the OUTput light and a sound comes from the piano. So far so good...

But... When I open the Garageband I still can't receive any sound from my Virtual Instrument Track (MIDI).

I went back again to the Audio MIDI configurations and I came to notice that when I play something on my keyboard nothing happens on the up arrow. Another thing is: when I open the Garageband Settings and go to Audio/MIDI I don't understand wh

Any suggestions how to solve this problem? The cable that I am using is new, the system is updated, the connections are (I hope) correct, the Garageband detect "a" Midi... so I really don't understand.

Many thanks in advance