You can also draw the fade out in using the pianoroll feature by changing the control to CC7 (control change 7)
Also try fading out a small section, then a larger section (or vice versa) to get a faux fade out that is a curve as opposed to a straight linear fade. Sometimes this soudns better or more natural.

Example fade out 63-1-0 to the end, then go back and fade out 54-4-0 to the end... you will get a gradual fade that fades out quicker at the end..
These are just made up measure numbers but will serve for the example purpose.
You can also experiment with the adjustable fade... have a section near the end fade out from 100% to 30%, then fade out the last section normally, etc...

have fun


I do not work here, but the benefits are still awesome
Make your sound your own!