How to Fetch records according to linked entity which not exists

I need to fetch all records of my custom entity - Game that has no linked phonecalls.

On Game form I have a subgrid+ view (Lookup) of phonecall entity.

I tried to fetch all games that has no calls by filtering linked entity form buy Created date is null, but I got no results.. 
How to filter my entity according to the condition -> has NO phonecalls