Relationship issue

Hi I am having a issue when filtering data by a table from Direct Query.

This is the DAX I wrote:

Board02aP&LAllTransactionAmountwithSignActual = 
VAR DateSelected = [Board01aLastDateSelected]
VAR Result = 
    sumx(GLChartOfAccounts,
        CALCULATE([P&LAllTransactionAmountEUR],
        FILTER(all(GLAccountClientUser[GLAccountValue]),GLAccountClientUser[GLAccountValue]<4700000),
        FILTER(BudgetCalendar,BudgetCalendar[Date]<=DateSelected))
        *GLChartOfAccounts[Sign])
RETURN
    Result

This is the result which is not being correctly filtered by each GL item:

Above is the relationship where the one table highlighted in blue is from a DirectQuery. There is also a calendar table not appearing in above screenshot which is related to the fact table called GLTransClient.

Hope any one can help!