GameplayDebugger not working

Hi, I want to use the GameplayDebugger in my project, so I have added that module to the Build.cs file, it now looks like this:

PublicDependencyModuleNames.AddRange(new string[] { "Core", "CoreUObject", "Engine", "InputCore", "UMG", "Slate", "SlateCore", "CustomLibraryPlugin", "AIModule", "GameplayTasks", "GameplayDebugger" });

Then I recompiled the project and restarted the whole UE4 editor. However, now when I press the hotkey in PIE I can see the “EnableGDT” command showing up in the log, but nothing happens. No overlay is shown, nothing.

Is this a bug, or am I missing something?