Backtesting Result Differences

Hello everyone and thanks for your time in advance, there is something that I don't understand

I did a backtest for my algo (which you can find beneath this thread) and the results are so different with different start and end dates.

Let me show you what I mean

The parameters ,inputs, timeframe, currency and everything are the same in both charts

Settings used: Tick data from server , 01/01/2014 to 11/30/2014

And this is the second chart. Settings used: Tick data from server, 01/01/2014 to 12/30/2014 (+1 month)

I don't understand why there are such big differences. I checked the first backtest and all trades were closed on October 29th. So basically, shouldn't the results be the same until that point? In both charts?

using System;
using System.Linq;
using cAlgo.API;
using cAlgo.API.Indicators;
using cAlgo.API.Internals;
using cAlgo.Indicators;

namespace cAlgo
{
    [Robot(TimeZone = TimeZones.UTC, AccessRights = AccessRights.None)]
    public class Grid : Robot
    {
        [Parameter(DefaultValue = 20)]
        public int PipDifference { get; set; }
        [Parameter(DefaultValue = 20)]
        public int maxGrids { get; set; }
        [Parameter(DefaultValue = 20)]
        public int ProfitperGrid { get; set; }

        protected override void OnStart()
        {
            int curGrid = 1;
            double startprice = Symbol.Ask;
            while (curGrid <= maxGrids / 2)
            {
                PlaceStopOrder(TradeType.Buy, Symbol, Symbol.QuantityToVolume(0.01), startprice + curGrid * PipDifference * Symbol.PipSize);
                curGrid++;
            }
            while (curGrid <= maxGrids)
            {
                PlaceStopOrder(TradeType.Sell, Symbol, Symbol.QuantityToVolume(0.01), startprice - (curGrid - maxGrids / 2) * PipDifference * Symbol.PipSize);
                curGrid++;
            }
        }
        void nochmal()
        {
            int curGrid = 1;
            double startprice = Symbol.Ask;
            while (curGrid <= maxGrids / 2)
            {
                PlaceStopOrder(TradeType.Buy, Symbol, Symbol.QuantityToVolume(0.01), startprice + curGrid * PipDifference * Symbol.PipSize);
                curGrid++;
            }
            while (curGrid <= maxGrids)
            {
                PlaceStopOrder(TradeType.Sell, Symbol, Symbol.QuantityToVolume(0.01), startprice - (curGrid - maxGrids / 2) * PipDifference * Symbol.PipSize);
                curGrid++;
            }
        }
        protected override void OnTick()
        {
            if (Positions.Count == maxGrids)
            {
                foreach (var ps in Positions)
                {
                    ClosePosition(ps, Symbol.QuantityToVolume(0.01));

                }
                Print("Lost Grid");
                nochmal();
            }


            if (Symbol.UnrealizedGrossProfit > ProfitperGrid)
            {
                Print("Won Grid");
                foreach (var ps in Positions)
                {
                    ClosePosition(ps, Symbol.QuantityToVolume(0.01));

                }
                foreach (var ps in PendingOrders)
                {
                    CancelPendingOrder(ps);
                }
                nochmal();
            }
        }

        protected override void OnStop()
        {

        }
    }
}