Why Is the Risk Profile of a Short Synthetic Future the opposite of a Long One?

A short synthetic future is created by being short a call and long a put, which perfectly replicates the payoff of a short futures contract. The risk profile is the opposite of a long synthetic future because the short position profits when the underlying asset's price falls (unlimited gain) and loses when the price rises (unlimited loss).

The short synthetic future is a bearish position, while the long synthetic future is a bullish position.