Hi Guys,
Just to give my 2 cents as well.

What I usually do when backtesting is to make trades in the past and now comparable.
For example we take profits respectivly to percentages. A 2% take profit for Dax in 2011 is not as high as 2018 because the Dax was lower at this time.
That means I have to adjust the position size. I need to adjust the position size depending on the actual price.

Therefore I just use the formula positionsize = close/current price

I want avoid evaluating more recent trades more profitable just because the price is much higher.