I would like to know, if it is possible to connect external midi controller without using computer.

Yes, of course. The MOXF features stand 5-pin MIDI IN/OUT/THRU jacks on the back panel. You can address the MOXF as follows:

Voice Mode - select any MIDI Channel
Performance Mode - select any MIDI Channel
Song/Pattern Mixing Mode - each of 16 Parts can be set to any MIDI Receive Channel

I play a lot of live duo gigs and I would love to be able to record drum loops live with a loopstation using external midi controller only for drums and percussions .... Is something like that possible ?

You can do that and more... you can record looping patterns into the Pattern Mode of the MOXF in addition to being able to control as many 4 external devices. The MOXF is a full featured 4 Zone Master MIDI Controller.

You can setup your different devices and switch between playing internal sounds and/or external sounds as you may require. Changing transmit channels can be as quick as touching a button, you're transmitting on that channel, or you can setup to transmit on 4 zones simultaneously. Long story shorter ... it is extremely flexible. That's why it is best selling synthesizer on the market.