Want to set Authentication Local user list realm to set the failed attempt, Lockout and reset threshold settings
Configure a local user database so that each user account is automatically disabled if too many failed login attempts occur within a specific period, which might indicate a brute-force password attack on the ProxySG applicance.
Make sure that your settings adhere to your corporate password security policy
For additional ProxySG Security Best Practices, you can review here: ProxySG Security Best Practices