This page is shown in English.
Pick another language if you would like the site localized.Long versus short
A long CFD benefits when the quoted price rises; a short CFD benefits when it falls. You are still managing margin, swaps, and gap risk like any leveraged product—but the workflow for opening either direction stays inside the same ticket stack on Prsgate.
Worked example: long gold
Spot gold prints $2,000 and you expect a relief rally. You buy five ounces notional, so the face value of the trade is $10,000.
With 1:100 notionally illustrated here, initial margin is 1% of face value—$100—while the rest of the exposure is supported by leverage that can also magnify losses if price moves against you.
Gold lifts to $2,100 and you flatten the clip, booking the difference between your exit and entry.
P&L for a long is (close − open) × size in the contract’s units.
Profit = (2,100 − 2,000) × 5 = $500 on a long.
Worked example: short oil
Crude is offered near $74 and you expect a headline-driven washout. You sell 100 barrels notional, so face value is $7,400.
Using the same 1% illustrative margin, you post $74 as collateral while remaining exposed to adverse spikes that could trigger additional margin calls.
Price slips to $73.50; you buy back the same size to close, crystallizing the move in your favour.
For a short, P&L is (open − close) × size—the mirror image of the long formula.
Profit = (74 − 73.50) × 100 = $50 on a short.
When buyers control the narrative
When sellers reprice risk faster
How realised P&L nets out
Realised P&L always nets the open versus close print against your ticket size; funding, commissions, and slippage sit outside this toy example but matter on live statements.
If you accept the extra hazard, you can deploy leverage so the same cash balance controls larger notional—true for both longs and shorts until risk controls flatten you first.
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