Export to separate files

You can export a selection or individual data so yes, it's possible.  Select the ones, or one, you want, right click on the selection and choose Send to, or click on File, Export and choose Export selection.

the question was just to avoid this, I have 5000 tracks to export !  
and I can't even do it in a single file that would become unusable!

So you are looking for a gpx track spiltter that will split by track. Although the tool here will do that, https://www.gpsvisualizer.com/forerunner/, there is a file size limit. Not sure how long your tracks are but they should compress a lot with zip or gz. 

No idea what you're wanting to do then, perhaps you could explain it more clearly? You can export a single item or a collection of items as I've described, what exactly are you trying to do?

Hi, it was my reading that he wanted all the tracks but in individual files by track.

I think the OP wants a way to export his collection of 5000 gpx tracks to a folder containing 5000 individual gpx files rather than 1 gpx file containing 5000 tracks.

Else, having exported to a single gpx file containing 5000 tracks, he needs a way to extract each track as an individual gpx file.

I know that some apps like Guru and Multiplans will import a multi-track gpx file exported from BC and split out each track it contains. These can then be exported as individual gpx files. However I have never tried this with 5000 tracks! Is there an easier way?