How do you adapt a strategy when moving from backtesting to live trading?

I’ve been studying different trading strategies and doing some backtesting recently
One thing I keep hearing from experienced traders is that strategies that look profitable in backtests can behave very differently in live markets because of things like slippage, execution speed and liquidity.
For traders here who have already gone through that transition, what adjustments did you have to make when you moved from paper trading or backtesting to real trading?

Was it mainly risk management, position sizing, or changes in entry/exit rules?