Simulating Futures trade outcome with 0-100% liquidity buffer (HELP!)

I need a function (F) that calculates the table I uploaded based on the data.
After that, you need a function (G) which calculates, given a given liquidity buffer, which one
on which day the investor exits the deal, and what is his profit. This function has 2 inputs
there are: the table created with the previous function and the size of the liquidity buffer.
The function should check which is the first day on which the liquidity buffer and is
the amount of the initial deposit is less in absolute value than the accumulated cash flow (last part of the table).
column). If this day is t. day, then the profit is t. daily position (which is another
column). The output of the function can be the calculated profit.
The profit rate is the calculated profit divided by the starting deposit.
Then you need a function that sends the examined liquidity to the previous function
buffers (𝐿 = (0 ∗ 𝐼𝑀, 0.01 ∗ 𝐼𝑀, 0.02 ∗ 𝐼𝑀, … , 1 ∗ 𝐼𝑀) and records the profit rates.
This must be repeated 1000 times and the average of the profit rates calculated for each liquidity buffer.