Ok, here's how I would do that: I took your trades and inserted them in column A, I calculated an equity curve in column R, assuming a starting equity from cell Q2 (you can change this). Then I calculated drawdowns in column S (in % of equity), and inserted the formula for the max drawdown (again, in % of equity) in cell I2.
I expanded the number of bootstrap replications from 100 to 1000 in column L. In my case I saw from the frequency distribution in column N and O that for 249 (199+42+7+1) runs, the max dd exceeded 2%, i.e. we can be 75% (1000-249)/1000 sure that the max dd will not exceed 2% ($2,000). Every time you rerun the simulation, these numbers might change a little, so your numbers might be a little different. If you're looking for a higher level of confidence (i.e. 99.9%), you need to ramp up the number of replications (expand the datatable in column L to 10,000). I didn't do this, b/c in the current version it already took a few minutes to recalculate the entire sheet. (NB. make sure automatic recalculation is disabled, i.e. check "manual calculation" under Tools -> Options -> Calculation. Now every time you hit F9, the sheet is recalculated).
NB All this is only based on the drawdown measured at the closing of each trade. During the trade, your drawdown might be larger, for which you would indeed need some data on excursion during the trade. Adding this is not difficult, as it would only require modifying column S
