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Stocks forces capital, costs and margin (100 — no leverage) and lets your header and qty= control sizing. Costs are a flat 0.032%/side (0.012% commission + 0.02% slippage) charged at the fill price; futures pay 0.012%/side plus the real 1 tick slippage. Futures (forced for NQ/ES/CL/GC…) trades at most one contract at the instrument's real margin (leverage allowed), starting from $1M capital so that margin never binds on a single contract. Any qty= in the script is neutralized, so size stays constant and years are directly comparable. Free runs the script verbatim: no forced settings, no leverage guard, no end-of-data flatten.
qty=