Backtesting Perpetual Contracts

[TCFRMR@xxxxxxx]

I'm  backtesting systems on CSI's 46 Series Perpetual Data and finding
inconsistencies when I compare the results to actual futures contracts.  For
example, a breakout stop using the low of 5 bars ago was hit on December and
March Swiss Franc contracts but not on the Perpetual Series.  Obviously this
throws 10 years of backtesting into question.

What types of historical data are best for longer-term trading?  Is there a
more reliable method of backtesting that anyone out there is using?

Thanks,
Susan Russell