One way is to create a worksheet 'Filter'. Add this worksheet in the 'Apply to Worksheets - Selected Worksheets' of every filters.
Next , display the title of the new worksheet 'Filter' , Edit the title and Insert the desired filters. Apply proper formatting and then bring the 'Filter' worksheet on the Dashboard.
The only drawback i saw is that it can only displays 3 selected values. For example , if you select 5 months it would display ' January,February,March and 2 more'
Thanks so much Michel! That worked like a charm!