The risk as I see it is that someone deposits 1000 BTC, claims to have another 49k BTC locally, and so I add 500 BTC to the max profit. They then quickly lose that 1000 BTC and don't deposit any of the 49k BTC to top up their on-site investment, and so I have to liquidate their position and reduce the max profit by 500 BTC. Their (relatively) small deposit had a large effect on the max profit, both up and down, which looks bad.
Perhaps you could introduce some kind of max. factor, e.g. 10x. This would mean, an investor can deposit 10 BTC, but because of the max. factor he can only claim to have max. 90 BTC locally.