Trade details
The Strategy Builder shows 100% probability of profit because we make some assumptions:
Let's consider the above trade as an example. (Trade is for illustrative purposes only)
There are two Futures prices here. The price of March Futures, and the price of April Futures.
March Futures price = Spot + Forward premium of March
April Futures price = Spot + Forward premium of April
So, April Futures - March Futures = Forward premium of April - Forward premium of March.
We assume that the two forward premia move at the same rate, causing the futures price also to move at the same rate. The P&L you are seeing assumes that the difference between the two futures prices will remain the same.
In reality, this does not happen as the forward premiums fluctuate and the difference between the two futures change. Sensibull, or any other Option Trading tool cannot predict this fluctuation.
This means that the P&L shown can fluctuate according to the differences between the two forward premia in unpredictable ways. Even on the last day of expiry, this can happen. This is because on March expiry your March Futures will trade at the same price as spot price, but your April Futures can be at a premium.
Please note that options strategies with synthetic futures may also show 100% POP because of the same reasons we explained above.