BHP/RIO Pair Trading Strategy

Backtest Period: 2025-01-01 to 2025-06-06

Total Profit
$225.62
ROI
1.13%
Signals Generated
35 / 107 days
Avg Ratio
0.334

Strategy Performance Visualization

Strategy Chart

Trade Log

Date: 2025-01-03 | Ratio: 0.3418 | LONG BHP / SHORT RIO | PnL: $-33.40
Date: 2025-01-06 | Ratio: 0.3418 | LONG BHP / SHORT RIO | PnL: $5.20
Date: 2025-01-17 | Ratio: 0.3430 | LONG BHP / SHORT RIO | PnL: $-11.58
Date: 2025-01-31 | Ratio: 0.3415 | LONG BHP / SHORT RIO | PnL: $-40.36
Date: 2025-02-03 | Ratio: 0.3460 | LONG BHP / SHORT RIO | PnL: $-41.16
Date: 2025-02-04 | Ratio: 0.3430 | LONG BHP / SHORT RIO | PnL: $-59.03
Date: 2025-02-05 | Ratio: 0.3417 | LONG BHP / SHORT RIO | PnL: $9.64
Date: 2025-02-14 | Ratio: 0.3423 | LONG BHP / SHORT RIO | PnL: $-31.37
Date: 2025-02-17 | Ratio: 0.3415 | LONG BHP / SHORT RIO | PnL: $6.35
Date: 2025-02-18 | Ratio: 0.3424 | LONG BHP / SHORT RIO | PnL: $-36.10
Date: 2025-02-24 | Ratio: 0.3417 | LONG BHP / SHORT RIO | PnL: $20.40
Date: 2025-02-26 | Ratio: 0.3461 | LONG BHP / SHORT RIO | PnL: $-12.09
Date: 2025-02-27 | Ratio: 0.3465 | LONG BHP / SHORT RIO | PnL: $70.53
Date: 2025-02-28 | Ratio: 0.3450 | LONG BHP / SHORT RIO | PnL: $-37.46
Date: 2025-03-03 | Ratio: 0.3416 | LONG BHP / SHORT RIO | PnL: $17.37
Date: 2025-03-06 | Ratio: 0.3659 | LONG BHP / SHORT RIO | PnL: $-51.61
Date: 2025-04-07 | Ratio: 0.3191 | LONG BHP / SHORT RIO | PnL: $18.25
Date: 2025-04-08 | Ratio: 0.3216 | LONG BHP / SHORT RIO | PnL: $193.44
Date: 2025-04-09 | Ratio: 0.3212 | LONG BHP / SHORT RIO | PnL: $-135.88
Date: 2025-04-11 | Ratio: 0.3234 | LONG BHP / SHORT RIO | PnL: $60.47
Date: 2025-04-14 | Ratio: 0.3252 | LONG BHP / SHORT RIO | PnL: $-78.82
Date: 2025-04-30 | Ratio: 0.3249 | LONG BHP / SHORT RIO | PnL: $23.21
Date: 2025-05-01 | Ratio: 0.3247 | LONG BHP / SHORT RIO | PnL: $13.72
Date: 2025-05-02 | Ratio: 0.3250 | LONG BHP / SHORT RIO | PnL: $-10.20
Date: 2025-05-05 | Ratio: 0.3260 | LONG BHP / SHORT RIO | PnL: $-24.83
Date: 2025-05-06 | Ratio: 0.3261 | LONG BHP / SHORT RIO | PnL: $46.09
Date: 2025-05-07 | Ratio: 0.3247 | LONG BHP / SHORT RIO | PnL: $99.06
Date: 2025-05-08 | Ratio: 0.3225 | LONG BHP / SHORT RIO | PnL: $77.09
Date: 2025-05-09 | Ratio: 0.3230 | LONG BHP / SHORT RIO | PnL: $-91.13
Date: 2025-05-16 | Ratio: 0.3249 | LONG BHP / SHORT RIO | PnL: $-94.95
Date: 2025-05-20 | Ratio: 0.3248 | LONG BHP / SHORT RIO | PnL: $-45.81
Date: 2025-05-21 | Ratio: 0.3238 | LONG BHP / SHORT RIO | PnL: $55.77
Date: 2025-05-22 | Ratio: 0.3222 | LONG BHP / SHORT RIO | PnL: $78.36
Date: 2025-05-23 | Ratio: 0.3242 | LONG BHP / SHORT RIO | PnL: $107.20
Date: 2025-06-03 | Ratio: 0.3417 | LONG BHP / SHORT RIO | PnL: $159.25