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.