I'm not quite sure I follow your result for the 3rd series - given C73 is 0%
Taking above into consideration, one option might be:
Formula:
D2:
=IF($C2<0.2,"",IF(COUNTIF($D$1:$D1,">0")>=(1+COUNTIF($C$1:$C1,"<=0")),"",1+MATCH(TRUE,INDEX(SIGN($C3:$C$1001)<1,0),0)))
E2:
=IF($C2<0.2,"",REPT("Max Drawdown",$C2=MAX(INDEX($C$1:$C2,MATCH(9.99E+307,$D$1:$D2)):INDEX($C2:$C$1001,LOOKUP(9.99E+307,$D$1:$D2)))))
D2:E2 copied down
modify range to $1001 to encapsulate all your rows but don't make excessively large (for sake of performance)
note: if you want the % in E rather than text "Max Drawdown" swap out the REPT element and replace with something like $C2*($C2=MAX...)
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