Add a value based Lot limit

Take the example of Gold (attached).


The 2022 average Lot Value for my Broker is 180000 (Gold Value 1800$ * Lot Size = 100)
So, if I want to keep a reasonable margin for this strategy of e.g. 1000$, since the Margin % of my Broker is 5%, I should I set a limit to the Lot Size = 0.1 in the MM.


The probem is that is value is not reasonable for testing periods when the Gold value was much lower.


E.g. in 2018, the Gold value was around 1000$, so for trading with the same margin the right value should have been 0.2, in 2005 the Gold value was 500$, so the right max Lot Size should have been 0.4, and so on ...


The effects of putting a wrong limitation to the Lot Size, based on the more recent Asset value, can be dramatic (see attachment). 


In order to have realistic simulations it would then be useful to have a limit based on the Lot Value (in the above example I would put Lot Value = Margin*Leverage = 200K$)