How can I change the purchase price of the products in my documents?

You must access the document, at the top click on Edit, then on the product line, in the reference field right click with the mouse, select the option "Modify purchase price of the line" and it will allow you to change the purchase price of that product, that way you can have a real profitability.

Bear in mind that this change only affects the document, it will never modify the purchase price in the catalog.