Thanks for your answer!

I suggest that the difference comes from different tradeing-times of the assets. That's the only reason I can imagine. F.i. GER30 is open from 08:00 to 22:00, XAU/USD from 00:00 to 22:45.

I select one of the largest periods, XAU/USD, and this gives the best results too. I hope in real-trading this doesn't matter.