Abstarct: Today, with the proliferation of information systems and the ease of online trading, the speed of trading in financial markets has also increased, and the nature of financial markets has made it difficult for traders to make decisions about buying or selling positions. Therefore, it is necessary to analyze the trading data of the stock exchange at a higher speed and finally turn it into a suitable and profitable decision. Currently, one of the plans of the Securities Exchange Organization is to launch and develop algorithmic trading and high-frequency trading. Pairs trading is also a type of algorithmic trading. This system is one of the oldest algorithmic trading systems. Its efficiency and profitability have been proven in many studies that have been done in various financial markets. The most important principle in pairs trading is the existence of long-term equilibrium relationships or the property of returning to the average. In this study, by calculating the return of this strategy and the return of passive strategy baxsed on the index and Sharp ratio, we compare the performance of pair trading with the cointegration approach in the Tehran Stock Exchange and Securities with the performance of the passive strategy. The results show that the use of this system as a neutral trading system with respect to market changes and trends has a significant return on the performance of the index-baxsed system in the same period.