Hello Edu,
I think I mention in most of my courses that is much better to work with a bigger spread in EA Studio than the normal (most of the time floating).
Yes, some difference could appear in the backtest exactly because of the spread.
More, in Monte Carlo, you have the option to test the strategy with spread variations. This is if your broker has a huge interval in floating spread.
You will notice that some strategies are sensitive to spread tests in Monte Carlo. Normally the strategies which have small SL or TP.