Since this question comes up all the time, we've included it in the FAQ:

Q. I use my own price data and asset list, and my results are very different to the results in the manual.
A. The manual results are generated with price and asset data from FXCM and IB. Run first a test with the included data and asset lists, then with your own data, and compare both performance reports, especially the trading costs. Look also into the logs and check where their trades differ.