You can use the Mute Activity feature or change the activity visibility to Only Me.

Do I have to do that on each individual activity or can I make that a permanent setting?

You would need to do it for each individual activity. There is a feature suggestion (open for 2 years) for this

There are some 3rd party apps which will allow you to mute specific activities by default. Strava doesn’t allow apps to change privacy settings, so mute would be your only option if you use one of those (meaning the activities are still visible if someone goes to your profile, but won’t show up in the activity feed). 

I don’t know what the advertising policy is here so I won’t name specific apps, but I’ll suggest you do a search for my username in your favorite search engine