That's the reason why you need to have a big initial investment if you really want to succeed in arbitrage trading. If you are planning to first execute trade in one exchange and then withdraw the profit to your wallet and the deposit that amount to another exchange to execute another trade - Your profits are gone. I have done arbitrage trading for a quite a long time during my initial trading days.
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Seem like you are talking about the fee withdrawal from the exchange which reflects to profit went cashout the profit. I don't have any problem with that case, since I'm using altcoin for the withdraw. The coins/token i chose is like @jackg said, coins with low volume and have big spread order since my money is limited thats would be suitable for me than doing arbitrage with major coins. The biggest different percentage i got from doing arbitrage with a low volume and big spread coins is more than 30% and the biggest fee for the withdrawal maybe 5$.