Due to the whole GDAX account type needing to be cash for live trading, I would like to make sure my backtests are also ran on the cash model.  I understand the default is margin, so I use:

SetBrokerageModel(BrokerageName.GDAX, AccountType.Cash);

during the backtests.  Yet, this causes the backtest to take an extremely long time to run and it also produces completely different results than it would if I were to just leave the line of code out of the backtest.  Any recommendations on how to address the speed, as well as, the result variation?  If the default is margin, can I just set the margin to 1 in the SetBrokerageModel and this would basically imply "cash" model?  If so, how can I set margin to 1?