$$ MULTIPLIER_{btc} = 0.000001 $$


$$ HEDGE\_VALUE = 10000 $$


$$ CONTRACTS = \frac {HEDGE\_VALUE} {MULTIPLIER_{btc}*ENTRY\_PRICE_{eth} *ENTRY\_PRICE_{btc}} $$


$$ COINS = \frac {CONTRACTS} {ENTRY\_PRICE_{eth}} $$


$$ PNL_{short} = CONTRACTS*MULTIPLIER_{btc}*(ENTRY\_PRICE_{eth} - EXIT\_PRICE_{eth})*EXIT\_PRICE_{btc} $$


$$ PNL_{xbt} = CONTRACTS*MULTIPLIER_{btc}*ENTRY\_PRICE_{eth}*(EXIT\_PRICE_{btc} - ENTRY\_PRICE_{btc}) $$


$$ PNL_{long} = COINS * (EXIT\_PRICE_{eth} - ENTRY\_PRICE_{eth}) $$


$$ RETURN_{cash} = \frac {PNL_{short}+PNL_{long}+PNL_{xbt}} {HEDGE\_VALUE + CONTRACTS} $$