The best chance for a Swedish victory is probably the Battle of Narva, which was already a terrible defeat for the Russians. Peter the Great had been with the army, but, for reasons that still aren't totally clear, decided to leave the day before the battle; have him stay, and it's certainly possible he would be captured or killed, thus likely snuffing out the Russian threat for a generation. From there, Russia is probably in deep trouble, especially if Peter is killed. A ten-year-old heir to the throne plus a nobility eager to reassert their power after Peter's efforts at centralization equals a big mess on the horizon, perhaps even a second Time of Troubles. I can only assume Charles XII lights up Poland-Lithuania from there, and probably at very least forces Courland to swap its allegiance to Sweden. In terms of gains from the Russians, meanwhile, Karelia is probably first on the menu, maybe Kola as well (for the sake of more aesthetic borders if nothing else). And as for Denmark, well, the Swedish campaign in Norway was brutally difficult OTL (Charles XII died there), but being in a much stronger position with Poltava butterflied and without the Russian threat in the Swedish rear, Charles might well be able to wrest Norway from the Danes.
Long-term, however, Sweden's got a big problem. It just isn't populous enough to punch with the big boys forever. Russia's going to be out of commission for a while, but barring total collapse, they will eventually be back for vengeance, and, backward as they may be, they have enormous demographic advantages that will eventually begin to tell, unless Sweden can find more manpower. Conquering and eventually integrating the rest of Scandinavia is probably the best possibility (the dukes of Holstein being within the Swedish sphere of influence up until they were forced to break their alliance at the end of the OTL Great Northern War definitely helps with encircling Denmark). In the medium term, Sweden would probably eventually be on a collision course with Prussia (assuming its growth as a military power isn't butterflied), given Sweden's influence in the Baltic. Meanwhile, Sweden might eventually be able to snag West Prussia in an alt-partition of Poland.
If the Prussians can be put down, so long as northern Germany remains divided, Sweden has no existential external threats except for Russia, which will inevitably rise again and turn its attention back to the Baltic someday, unless it can somehow be splintered. The Swedish Empire's eventual downfall will probably have something to do with the Russians, as well as with internal discontent in Sweden's diverse Baltic empire. But it might be at least vaguely plausible for a Swedish-led Scandinavia to remain united and endure to the present day.