Power BI report with API not able to connect from report server

Dashborad created from API by connected as web by supplying the "API_key" in url and credentials supplied as Anonymous.

Dashboard published in power bi report server .

While making the test connection as anonymous to the API data, it's  throwing error 

Giving following error message

"Log on failed. Ensure the user name and password are correct."

When i colleced detailed trace from the server showing as "un aouthorized(http401) .