Prop Firm Spreads and Execution Skewing Models?

Been running simulations against my models lately, specifically on $EURUSD and $XAUUSD, and noticed a consistent underperformance when accounting for prop firm spreads and reported slippage versus my backtesting environment. It's not just the advertised spread; it feels like the effective cost of execution, particularly around news events or higher volatility, is eating a disproportionate chunk. Anyone else finding the aggregate of spreads, commissions, and the occasional wonky fill from prop firm brokers is fundamentally altering the expected value of their strategies? Trying to discern if this is just the cost of doing business with prop firms or if some firms' infrastructure genuinely presents a tougher environment for certain strategies.