I guess as soon as the gambler starts winning too much money with a large initial bankroll the casino detects it as a threat to their ecosystem. After all, casinos are fine as long as the gamblers are losing money. If gamblers start making profit, it will already trigger an alert on the system.

Anyway, there are lots of communities and websites on the internet talking about arbitrage betting, and all of them pointing the risks of having the account banned by the casino. Some people try developing strategies to not get caught and to remain below the radar, but there aren't any guarantees in the end.

So, it's a completely inadvisable practice, considering that arbitrage betting to be worthy has to involve large sums of money, which will be under constant risk of being freezed or seized by the house.