Price gap is gap between the spot market and the index price, if you open with high gap and close with negative gap, you will get profit from this difference.
The best trades is to open with high positive gap and close with high negative gap. But waiting to close with high gap usually takes time since the market pretend to have its equilibrium gap in the moment.
To sum it up :
Pros : You’ll have better unrealized profit and kinda get boosted profit from this price gap opportunity
Cons : Waiting the market to reach our preffered price gap usually takes time, so you wont create/stop the bot instantly.