Finally, I found it.

I used the SaveMode flag variable and had set it to 4 for a dedicated reason. Now, I changed it back to SaveMode=791 and it should work.
I set this a while ago and the more complex the set-up gets ...

For Information from the manual:

These are the SaveMode Flags: (x) are bit code

SV_SLIDERS(2) save/load slider positions (default).
SV_ALGOVARS(4) - save/load all AlgoVars (default).
SV_ALGOVARS2 - save/load all AlgoVars2.
SV_TRADES(1) - save/load all open trades (default).
SV_STATS(16)- save/load statistics data, to be continued in the next session.
SV_BACKUP(256) - after loading, save a backup of the .trd file (default).
SV_HTML(512) - after loading trades in [Test] mode, generate a HTML file with the list of open trades.