Setting up a new season is the best way to do it. And nothing could be easier, frankly. You just create a new Season on the Database tab, and assign new tournaments to that season.
It's really more about understanding how the software actually computes statistics, however. Instead of starting from some fixed point, then adding up statistics as tournaments are played, only to end at some point and have to "reset" them for next year, the software actually loads *all* tournaments and then computes statistics fresh every time, but only from the set of tournaments that you specify. That is what the filter is for. You're telling the software to load up every tournament, but only compute statistics from tournaments of season X. So there's no need to "reset" anything, you just tell the software to now start computing statistics only from tournaments of season Y.