I would like to Calculate the Max Drawdown for specific Strategy,(one)
Also when I select a combination of multiple Strategies\(Where I built Portfolio) for a filtered period, could be a couple days/month or 2-3 -4 years.
My Model and Relationship are
All my trades are in one table.
All trategies in 1 table.
All portfolio are in 1 table, combination of multiple Strategies
Calendar table
Definition of Max Drawdown (MDD) is the maximum observed loss from a peak to a trough of a portfolio, before a new peak is attained
Below picture is from my trading software, Green graph is Cumulative net profit, and red is Max Drawdown, I need to be able to get in BI the same MDD, so the MDD has been reached from Peak Dec 16/21 to march 10,22. (Yellow rectangle)
_1_Master_Trade_Combined
| TradeID | Bots.Account | Data.Exit time | P & L |
| 7757 | Bot_ES_MU | 2023-01-05 10:30 | -568 |
| 7743 | Bot_ES_MU | 2023-01-06 16:00 | 2558 |
| 2757 | Bot_CL_WC | 2023-01-09 10:35 | -675 |
| 7737 | Bot_ES_MU | 2023-01-09 13:30 | 82 |
| 2756 | Bot_CL_WC | 2023-01-09 16:00 | 375 |
| 7698 | Bot_ES_MU | 2023-01-12 15:00 | -568 |
| 7690 | Bot_ES_AP | 2023-01-13 10:30 | -1318 |
| 2751 | Bot_CL_PP | 2023-01-13 16:35 | 335 |
| 7686 | Bot_ES_MU | 2023-01-17 11:00 | -568 |
| 2749 | Bot_CL_MG | 2023-01-18 16:00 | 705 |
| 2750 | Bot_CL_WC | 2023-01-18 16:00 | 715 |
| 7671 | Bot_ES_MU | 2023-01-18 16:00 | 1895 |
| 7669 | Bot_ES_MU | 2023-01-19 13:30 | 45 |
| 7659 | Bot_ES_MU | 2023-01-20 16:00 | 2432 |
| 2747 | Bot_CL_PP | 2023-01-20 16:35 | 165 |
| 2746 | Bot_CL_WC | 2023-01-23 10:10 | -665 |
| 7635 | Bot_ES_MU | 2023-01-24 10:30 | -568 |
| 7623 | Bot_ES_MU | 2023-01-25 10:30 | -568 |
| 7628 | Bot_ES_AP | 2023-01-25 11:30 | 8 |
| 2744 | Bot_CL_MG | 2023-01-27 14:30 | 205 |
| 2745 | Bot_CL_WC | 2023-01-27 14:30 | 225 |
| 2742 | Bot_CL_PP | 2023-01-27 16:35 | -225 |
| 2741 | Bot_CL_WC | 2023-01-30 11:40 | -175 |
| 7604 | Bot_ES_AP | 2023-01-30 16:00 | 808 |
| 7597 | Bot_ES_MU | 2023-01-30 16:00 | 745 |
| 7588 | Bot_ES_MU | 2023-01-31 16:00 | 995 |
Portfolio
| Portfolio | Bots.Account |
| Port #1 | Bot_ES_MU |
| Bot_ES_MU | |
| Bot_CL_WC | |
| Bot_CL_PP | |
| Port#2 | Bot_CL_WC |
| Bot_ES_MU | |
| Bot_ES_AP | |
| Port#3 | Bot_CL_PP |
| Bot_ES_MU | |
| Bot_CL_MG | |
| Bot_ES_AP |
I need to add Column of MDD first (and be able to generate a bar graph), the previous suggestion in this thread is not reflecting the MDD as I described above.
Thanks
Helpful resources
Fabric Community Update - July 2025
Find out what's new and trending in the Fabric community.
Power BI Monthly Update - July 2025
Check out the July 2025 Power BI update to learn about new features.
Join our Fabric User Panel
This is your chance to engage directly with the engineering team behind Fabric and Power BI. Share your experiences and shape the future.
