instead of drillthrough, click on the visual and it goes to next page with filters in, exactly how drillthrough works
is this possible or there is any custom visual available?
This functionality is not supported by PowerBI currently.
You can create an idea though from this link.
For this you should use the bookmark options, depending on the way you want things setup.
Please check documentation page. The bookmarks can be linked to filter, to data and to pages.
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