Recent studies have proposed valid precision models and valid Research and Diagnostic Algorithmic Rules (RADAR) for recurrent major depressive disorder (MDD). The aim of the current study was to construct precision models and RADAR scores in patients experiencing first-episode MDD and to examine whether adverse childhood experiences (ACE) and negative life events (NLE) are associated with suicidal behaviors (SB), cognitive impairment, and phenome RADAR scores. This study recruited 90 patients with major depressive disorder (MDD) in an acute phase, of whom 71 showed a first-episode MDD (FEM), and 40 controls. We constructed RADAR scores for ACE; NLE encountered in the last year; SB; and severity of depression, anxiety, chronic fatigue, and physiosomatic symptoms using the Hamilton Depression and Anxiety Rating Scales and the FibroFatigue scale. The partial least squares analysis showed that in FEM, one latent vector (labeled the phenome of FEM) could be extracted from depressive, anxiety, fatigue, physiosomatic, melancholia, and insomnia symptoms, SB, and cognitive impairments. The latter were conceptualized as a latent vector extracted from the Verbal Fluency Test, the Mini-Mental State Examination, and ratings of memory and judgement, indicating a generalized cognitive decline (G-CoDe). We found that 60.8% of the variance in the FEM phenome was explained by the cumulative effects of NLE and ACE, in particular emotional neglect and, to a lesser extent, physical abuse. In conclusion, the RADAR scores and plots constructed here should be used in research and clinical settings, rather than the binary diagnosis of MDD based on the DSM-5 or ICD.