There are a couple of reasons why I don't bother:

The first is that I consider what I'm doing to be a hobby, and therefore tax-exempt. The point was more about the challenge of writing the bot than seriously imagining that my trivial algorithm could make money. Because it's currency trading, I expect the Australian Tax Office would disagree with my definition, but there is one thing in my favour -

The second reason is that, despite hitting almost A$2000 profit around January, as we head into tax time it's sitting at less than $500. Also, I've never realised any of these profits - I withdrew the original A$500 investment, but everything else just keeps getting reinvested. I don't think the ATO is going to be too troubled that I've got a little under A$500 worth of pretend-money floating around in the aether somewhere.

Bottom line, I'm not going to worry about tax until there's enough profit that I can pay an accountant to worry about it for me, and possibly pay some backdated taxes. The up-side to automated trading, even for small-time personal investors, is that the ATO regards it as "carrying on a business of share trading" rather than investing as an individual, and their rules appear to be a bit simpler in that situation.