Profit calculation for the Flash Crash bot
The Flash Crash Bot is a different concept than other trade bots; therefore the profit calculation can be tricky. There are many ways to do this, and HaasOnline Software has implemented the method we consider the most accurate and realistic. There is a downside of this method, however. For a 100% accurate profit calculation the order book needs to be back into his original position.
For the profit calculations, two lists are created. One list contains all of the executed buy orders; the other list contains all of the executed sell orders. Both lists are sorted ascending on price and matched line by line independent from the actual date it was executed. The profit is calculated from the differences between orders. Here is an example of how the profits are calculated for the bot.