problem duplicating MySystem results

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I downloaded the code and ran it on what I thought were the same parameters and I ger:
MySystem

Symbol EURUSDm (Euro vs US Dollar)
Period 15 Minutes (M15) 2006.01.12 10:00 - 2006.09.22 00:00 (2005.10.18 - 2006.09.22)
Model Every tick (based on all available least timeframes with fractal interpolation of every tick)
Parameters TakeProfit=86; Lots=8.3; StopLoss=60; TrailingStop=10;
Bars in test 17127 Ticks modelled 661038 Modelling quality 38.68%
Initial deposit 10000.00
Total net profit 2314.87 Gross profit 37793.34 Gross loss -35478.47
Profit factor 1.07 Expected payoff 18.37
Absolute drawdown 4810.27 Maximal drawdown 6964.86 (57.30%) Relative drawdown 57.30% (6964.86)
Total trades 126 Short positions (won %) 69 (39.13%) Long positions (won %) 57 (47.37%)
Profit trades (% of total) 54 (42.86%) Loss trades (% of total) 72 (57.14%)
Largest profit trade 779.54 loss trade -598.51
Average profit trade 699.88 loss trade -492.76
Maximum consecutive wins (profit in money) 4 (2883.88) consecutive losses (loss in money) 9 (-4398.34)
Maximal consecutive profit (count of wins) 2883.88 (4) consecutive loss (count of losses) -4398.34 (9)
Average consecutive wins 2 consecutive losses 2

To begin with, what could make my data only go back to Jan 12?  Even though I only test 9 months instead of 12, should the results be this far off from the tester results shown with the download?  I even tried "Every tick" to get it more accurate.  I think there's something I still don't understand about backtesting.
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