Period Causing Struggle with Weight Loss

So I’ve been trying to lose weight for awhile now. I’m about 40 pounds over my goal weight and I am struggling. I’m being more health conscious of what I eat and I’ve been working out more...but every month when I get my period I feel like I put back on all the weight I’ve lost. Each month I’m losing about 5-8 pounds, but I put it all back on once my cycle starts. I get very bloated and start craving sweets. I keep Hershey’s kisses in my purse and limit myself to one or two a day to curb the cravings...I’m definitely not indulging. Any advice on how other ladies have lost the weight and kept it off during your cycle so your not backtracking each month...??