You need to either balance and set the output levels yourself, or use a compressor of some sort at the end of the chain. Even an overdrive with the gain set clean can help to compress the sound and even up the output a bit. The compressor will add more noise to an already noise-prone effects chain; balancing the levels will take a bit of ear work. Even using a compressor you'll need to balance your chain's output to an extent.
Some experience with effects helps as well. Distortion/gain/fuzz and modulation dynamics can vary quite a bit depending on the settings/position in chain, and you need to understand your output levels throughout the chain for the best results.
Post-rock/progressive/effects heavy musicians spend a lot of time on their boards being 'performance-ready', and they keep the settings written down (sometimes sharpie/duct tape on the unit itself). It is basic audio engineering to a degree; it isn't just plug 'n play when using a long effects chain.
Keep in mind that 'bedroom' volume and 'gig' volume will sound different, and you need to balance your levels to whatever 'gig'/'rehearsal' volume is. In your bedroom or in a studio it doesn't matter as much as when your amp is set to compete with a kit and other amps in a space.