A short position profits when the price of the underlying asset falls. Mechanically, the trader sells an asset they have borrowed (or a derivative that tracks downside) and buys it back later, hopefully at a lower price; the difference is the profit.
Risk asymmetry is inverted versus long: the loss is theoretically unbounded (price can keep rising), the gain is bounded (price can only fall to zero). Shorts therefore typically use tighter stops and smaller size than the equivalent longs.
On crypto perpetual futures, shorts pay or receive funding (depending on the funding rate). On spot, shorting requires a borrowed asset — either from a broker / exchange margin desk or by using an inverse / synthetic instrument.
Cómo Noon Barbari usa Short
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Short-biased strategies →Términos relacionados
- General
Long
A position that profits when price rises. To 'go long' = to buy.
- Riesgo
Leverage
Position notional divided by posted margin. 10× leverage = 10× the equity exposure.
- Riesgo
Stop loss
A pre-committed exit level that caps the maximum loss on a trade.
- Riesgo
Liquidation price
Price at which a leveraged position is force-closed by the exchange.