I found one other topic about it but the window screenshotted that should tell me how to do it has no extra information where to find it and seems unreal engine 4.
The idea is also to run a script to do so like this:
# Get the current level
level = unreal.EditorLevelLibrary.get_editor_world().get_current_level()
# Iterate over all actors in the level
for actor in level.all_actors:
# Check if the actor has a StaticMeshComponent
if actor.static_mesh_component:
# Set the collision complexity to "Use Complex Collision as Simple"
actor.static_mesh_component.body_setup.collision_trace_flag = unreal.CollisionTraceFlag.CTF_UseComplexAsSimple