Bitshares does a horrible job of reporting / P&L anyway (for now), as you can't export your trade histories more than a few blocks back.
This is true, and this is pita. If this proposal would address P&L reporting issue, I would support this worker without asking no more questions, plus offer a donation on top.
We very much would like to include P/L reporting, but aren't quite sure how to calculate profit. Like if you trade in the BTS:EOS market, how would you report profits? You can't do it in USD, because if both go down in terms of USD, you report a loss even if the bot has made a profit. Maybe compare the outcome to just holding the initial balance - and that on a graph over time. What do you think?
It is not a job of trading software to calculate P&L. Trading software should provide all info necessary to calculate it. If I trade in BTS:EOS market, I would like to know a change of my BTS balance, and a change of EOS balance over a specified period, then it is up to me to convert it into USD or other fiat. Btsbots does this, but only over 28 days period. For tax purpose for example, it should be a fiscal year, which may be different in some countries. And this should be provable, such that tax authorities can conduct audit. In other words, they should be able to get all your transactions and calculate your P&L themselves.