Spot and perpetual futures are not interchangeable
Perpetual futures introduce funding, margin and liquidation mechanics that a cash-only backtest cannot silently approximate. The portable QuantProp screen intentionally refuses futures inputs. The legacy futures engine remains a separate execution boundary.
Keep the exchange contract visible
Fee tiers, quantity steps, minimum notional and funding timestamps are inputs with effective dates. Do not use a single present-day constant as if it described the entire past. A sensitivity scenario should be labelled as a scenario, not a measured fill.
A positive screen earns another test
Compare train, exploratory validation and stressed costs. Retain failed variants in the ledger. If a result remains interesting, quarantine it and collect genuinely new forward observations before considering paper execution.