How do you account for swap and spread costs when comparing majors to crosses?

When I look at a cross like EUR/GBP against the EUR/USD and GBP/USD legs, the headline spread is only part of the story. Swap, or rollover, depends on the interest rate differential between the two currencies and on whether the position is held across the daily rollover time, and that can quietly change the real cost of holding a trade for days. Session liquidity matters too. Majors tend to have tighter spreads during the London and New York overlap, while crosses can widen noticeably in the Asian session or around thin hours, so the same position can carry very different execution costs depending on when it is entered and exited. I find it useful to write the full cost down before looking at the chart: spread at the time of entry, expected swap per day, and the likely spread at exit. Comparing those numbers across pairs often says more than the pair choice itself. Which session do you usually trade, and how do you factor swap and spread into that decision?