Having troubles using Valgrind with WSL on CLion

Working on Windows 10, enabled WSL and installed Ubuntu.WSL toolchain configured, I can build and run stuff on CLion, everything works perfectly except for Valgrind.

I used the path:

\\wsl$\Ubuntu\usr\bin\valgrind

but everytime I try to run a Memcheck I get:

Valgrind executable is not found

What should I do?