Cumulative Return with Matched Volatility to Buy and Hold

This report visualizes the strategy's performance if its volatility is adjusted to match buy and hold.

Since market volatility is generally higher than that of trading strategies, the profit and loss of most strategies tend to be lower compared to buy and hold. To provide a clearer perspective when evaluating the strategy, this report modifies the strategy's returns to match the market's volatility and displays its cumulative return.

By aligning the strategy’s volatility with the market, this report helps assess how the strategy would perform if you were willing to expose your funds to the same level of risk as the market. This allows for a more accurate evaluation of the strategy’s profitability.