your cheat is already enable when it boots, not when you push R
It's not enabled. The ones that are enabled on the file are:
5E42071600D2BF1D-<Faster speed Cheat>
5E42071600D2BF1D-<Faster riding speed - press B Cheat>
5E42071600D2BF1D-<Moonjump Cheat>
5E42071600D2BF1D-<Teleport to flag marker - press LS+RS Cheat>
5E42071600D2BF1D-<Invincible trainer Cheat>
5E42071600D2BF1D-<Trainer takes no damage Cheat>
5E42071600D2BF1D-<Wild Pokémon loses hearing Cheat>
5E42071600D2BF1D-<Always spawn (Pokémon) from Pokédex MASTER Cheat>
5E42071600D2BF1D-<Always spawn OFF Cheat>
5E42071600D2BF1D-<20% chances of shiny Cheat>
5E42071600D2BF1D-<Infinite PP Cheat>
5E42071600D2BF1D-<100% catch rate Cheat>
5E42071600D2BF1D-<100% catch rate outside battle Cheat>