Issue with Calculating Drawdown with Filters in Power BI

Hi Community Members,

I'm currently working on a Power BI project and could use some guidance on optimizing my drawdown calculations. Here's a summary of my approach and the challenge I'm facing:

Current Approach

1. Summarized Table

Created a summarized table to reduce dataset size:

DailySummary = 
SUMMARIZE(
    four_strategy,
    four_strategy[Entry_Date],
    "DailySummaryTotalProfit", [AdjustedTotalProfit]
)

2. Cumulative Profit Measure

Calculated cumulative profit:

DailyCumulativeProfit = 
CALCULATE(
    SUMX(
        FILTER(
            ALL(DailySummary),
            DailySummary[Entry_Date] <= MAX(DailySummary[Entry_Date])
        ),
        [AdjustedTotalProfit]
    )
)

3. Running Max Profit

Created a measure for running max profit:

RunningMaxProfit = 
CALCULATE(
    MAXX(
        FILTER(
            ALL(DailySummary),
            DailySummary[Entry_Date] <= MAX(DailySummary[Entry_Date])
        ),
        [DailyCumulativeProfit]
    )
)

4. Daily Drawdown

Finally, calculated the daily drawdown:

DailyDrawdown = 
[DailyCumulativeProfit] - [RunningMaxProfit]

Issue

The current approach works well without filters. However, when applying filters like specific years or days, the results are invalid. Using ALLSELECTED works for granular filters but leads to query exceeded errors when more filters are applied (e.g., filtering more than 2 years out of 5 years of data).

I'm looking for a solution to calculate the drawdown accurately while handling filters without exceeding memory limits. Any suggestions or best practices on optimizing these calculations would be greatly appreciated.

Thank you in advance for your help!