The bitstamp data seems to only be integers. Early on this makes a huge difference because there are a lot of bad trades where the algorithm sells lower than it buys. On the Mtgox data there are 2 decimals, so trades go like buy at 5.52 sell at 5.48, which is a loss, but not a big deal. But the bitstamp data is rounded to integers, so it goes buy at 6, sell at 5, which is a 16% loss. After 10 or so of these trades the Mtgox data is down by 10% but the bitstamp is down by 90% due to the rounding errors. Then the bitstamp is crippled and can't make very much money during the big april bubble.