The Biancocelsti faced three penalties at Borussia-Park and finished the game with 10 men, but Libor Kozak's injury-time equaliser saw them secure a 3-3 draw in the first leg of their Europa League last-32 tie.
Petkovic believes that his side "dominated" the game, and said that he hopes for more of the same next week at the Stadio Olimpico.
"It was a bit crazy at the end, as we dominated the match for so long," Football Italia quotes the 49-year-old as saying.
"I am happy we played good football for 90 minutes. I am very happy to have rediscovered the Lazio I last saw a few months ago.
"We are alive, playing good football and I hope we can take the same approach in the second leg with numerous fans putting pressure on the visitors the way we experienced it in Germany."
Lazio won the trophy for the only time in their history in 1999.