How much GP can you actually carry ?

Carrying GP is a big thing, especially if you use it as the basis for your encumbrance system. I made some calculation with datas I found around the web. Here are some few observations:

• If you consider that you coins are double the size and weight of a Euro, transporting 2000 coins will weight about 43 lbs and have a volume of 7 litres. 
• If you take an historical piece, let's say a Merovingian silver deniers, you'd have a coin weighting about 1.3 grams. Volume is more difficult to determine. But my guess is that it would be small, about a Euro I guess ? So with this, you'd have 2000 coins weighting about 4.4 pounds and having a volume of 3.5 litres. 
• The coin under St Louis in 1266 in France weighted instead 4.2 gram. Let's assume therefore that it's also much bigger than the Merovingian denier. Total of 2000 coins could look like 18 pounds with a volume of 10 litres. 

If you follow AD&D (PHB, p. 108), it's 10 piece for 1 pound. Meaning that 2000 will weight 200 pounds. Some people have it at 50 for 1 pound, making it 2000 will weight in 40 pounds. You can also find other useful information for 5th that can carry over to any edition anyway.

Bottom line is: you could literally define any maximum amount of coins character can transport at any time, because it depends entirely on the type of coins, the weight, the volume, etc. I like to choose either 2000 or 3000 because it's easy to calculate. 

For more information, I'd suggest: "Money and Its Use in Medieval Europe" (https://www.cambridge.org/core/books/money-and-its-use-in-medieval-europe/D5AF3F0BFB905AD6D3BFDCD93BDF2C4B?fbclid=IwAR1Cx9oU4zV4hRXWl9p-KvLWZv9fw_1QbLo87DnyPWXUmT8Ek3KY1xQTqPw). In the annex/appendices you have plenty of useful charts. You can find a portion of it here: https://books.google.ca/books?id=MoyNhwhSVYAC&pg=PA397&dq=medieval%20money%20weight&hl=en&sa=X&ved=0ahUKEwiX2PyDuvTlAhXkV98KHfqmB8AQ6AEIKTAA&fbclid=IwAR1c0qaSBuLN-rHwEnMDyRA6tr50Gb0PdG1X8hPVWoQuoSXI5mNxvh8eM4s#v=onepage&q=medieval%20money%20weight&f=false

Also, according to the web, you can find information on D&D coins in Dragon magazine #80.