................................................................ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 MINI SP 500 1608 Trading days from 190102 to 250521 Running .DAT file ESN001.DAT Last trading day was 250521 Closing price was 5861.2500 Current V value is 110.500000 (442 ticks) K1 value is 0.57 V*K1 for tomorrow is 62.985000 (252 ticks) BuyStop for tomorrow is 5924.2500 SellStop is 5798.2500 Protective stop price is 5956.2500 Profit objective price is 5722.2500 V is equal to or greater than high filter value of 400 V is greater than low filter value of 95 High filter does not permit trading for tomorrow Currently short 1 contract(s) at 5930.2500 Open trade equity is 3450.00 From 190102 total profit is 233275.00 current drawdown is -2412.50 maximum drawdown was -24537.50 ................................................................ ................................................................ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 MICRO SP 500 1608 Trading days from 190102 to 250521 Running .DAT file ESM300.DAT Last trading day was 250521 Closing price was 5861.2500 Current V value is 134.750000 (539 ticks) K1 value is 0.48 V*K1 for tomorrow is 64.680000 (259 ticks) BuyStop for tomorrow is 5953.7500 SellStop is 5824.5000 Protective stop price is 6121.2500 Profit objective price is 5569.5000 V is less than high filter value of 9999 V is greater than low filter value of 380 High/Low filters permit trading for tomorrow Currently short 1 contract(s) at 5889.5000 Open trade equity is 141.25 From 190102 total profit is 18161.25 current drawdown is -4167.50 maximum drawdown was -5913.75 ................................................................ ................................................................ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 MINI NASDAQ 100 1608 Trading days from 190102 to 250521 Running .DAT file NQN012.DAT Last trading day was 250521 Closing price was 21156.7500 Current V value is 454.250000 (1817 ticks) K1 value is 0.37 V*K1 for tomorrow is 168.072500 (672 ticks) BuyStop for tomorrow is 21430.7500 SellStop is 21094.5000 Protective stop price is 23656.7500 Profit objective price is 20262.5000 V is less than high filter value of 3625 V is greater than low filter value of 0 High/Low filters permit trading for tomorrow Currently short 1 contract(s) at 21282.5000 Open trade equity is 2515.00 From 190102 total profit is 525955.00 current drawdown is 0.00 maximum drawdown was -28215.00 ................................................................ ................................................................ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 MICRO NASDAQ 100 1608 Trading days from 190102 to 250521 Running .DAT file NQM300.DAT Last trading day was 250521 Closing price was 21156.7500 Current V value is 454.250000 (1817 ticks) K1 value is 0.37 V*K1 for tomorrow is 168.072500 (672 ticks) BuyStop for tomorrow is 21430.7500 SellStop is 21094.5000 Protective stop price is 46156.7500 Profit objective price is 20262.5000 V is less than high filter value of 3625 V is greater than low filter value of 0 High/Low filters permit trading for tomorrow Currently short 1 contract(s) at 21282.5000 Open trade equity is 251.50 From 190102 total profit is 36260.50 current drawdown is 0.00 maximum drawdown was -4941.50 ................................................................ ................................................................ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 DOW FUTURES 1608 Trading days from 190102 to 250521 Running .DAT file YMN001.DAT Last trading day was 250521 Closing price was 41947.0000 Current V value is 1135.000000 (1135 ticks) K1 value is 0.43 V*K1 for tomorrow is 488.050000 (488 ticks) BuyStop for tomorrow is 42786.0000 SellStop is 41809.0000 Protective stop price is 51947.0000 Profit objective price is 41524.0000 V is less than high filter value of 2400 V is greater than low filter value of 0 High/Low filters permit trading for tomorrow Currently short 1 contract(s) at 42284.0000 Open trade equity is 1685.00 From 190102 total profit is 211880.00 current drawdown is 0.00 maximum drawdown was -14605.00 ................................................................ ................................................................ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 100 GOLD 1607 Trading days from 190102 to 250521 Running .DAT file GC1004.DAT Last trading day was 250521 Closing price was 3341.8999 Current V value is 130.799805 (13080 ticks) K1 value is 0.63 V*K1 for tomorrow is 82.403877 (8240 ticks) BuyStop for tomorrow is 3419.9700 SellStop is 3255.1600 V is equal to or greater than high filter value of 5325 V is greater than low filter value of 0 High filter does not permit trading for tomorrow Currently flat From 190102 total profit is 202562.00 current drawdown is 0.00 maximum drawdown was -18188.01 ................................................................ ................................................................ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 MINI GOLD 50 1607 Trading days from 190102 to 250521 Running .DAT file GC2006.DAT Last trading day was 250521 Closing price was 3341.8999 Current V value is 130.799805 (13080 ticks) K1 value is 0.63 V*K1 for tomorrow is 82.403877 (8240 ticks) BuyStop for tomorrow is 3419.9700 SellStop is 3255.1600 V is equal to or greater than high filter value of 5325 V is greater than low filter value of 0 High filter does not permit trading for tomorrow Currently flat From 190102 total profit is 99156.00 current drawdown is 0.00 maximum drawdown was -9244.00 ................................................................ ................................................................ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 MICRO GOLD 10 1607 Trading days from 190102 to 250521 Running .DAT file GC3002.DAT Last trading day was 250521 Closing price was 3341.8999 Current V value is 130.799805 (13080 ticks) K1 value is 0.75 V*K1 for tomorrow is 98.099854 (9810 ticks) BuyStop for tomorrow is 3433.5000 SellStop is 3237.3000 V is equal to or greater than high filter value of 5300 V is greater than low filter value of 0 High filter does not permit trading for tomorrow Currently flat From 190102 total profit is 14803.10 current drawdown is -915.80 maximum drawdown was -2016.30 ................................................................ ................................................................ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 5000 SILVER 1607 Trading days from 190102 to 250521 Running .DAT file SI1009.DAT Last trading day was 250521 Closing price was 33.6460 Current V value is 0.721998 (722 ticks) K1 value is 0.50 V*K1 for tomorrow is 0.360999 (361 ticks) BuyStop and SellStop computation requires tomorrow's Open V is less than high filter value of 750 V is greater than low filter value of 0 High/Low filters permit trading for tomorrow Currently flat From 190102 total profit is 382980.00 current drawdown is -6385.00 maximum drawdown was -20734.99 ................................................................ ................................................................ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 2500 COMEX SILVER 1607 Trading days from 190102 to 250521 Running .DAT file SI2019.DAT Last trading day was 250521 Closing price was 33.6460 Current V value is 0.827100 (827 ticks) K1 value is 0.42 V*K1 for tomorrow is 0.347382 (347 ticks) BuyStop and SellStop computation requires tomorrow's Open Protective stop price is 32.4160 Profit objective price is 35.5240 V is less than high filter value of 875 V is greater than low filter value of 0 High/Low filters permit trading for tomorrow Currently long 1 contract(s) at 32.8440 Open trade equity is 2005.00 From 190102 total profit is 186440.00 current drawdown is -1840.00 maximum drawdown was -9987.50 ................................................................ ................................................................ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 1000 COMEX SILVER 1607 Trading days from 190102 to 250521 Running .DAT file SI3013.DAT Last trading day was 250521 Closing price was 33.6460 Current V value is 0.827100 (827 ticks) K1 value is 0.42 V*K1 for tomorrow is 0.347382 (347 ticks) BuyStop and SellStop computation requires tomorrow's Open Protective stop price is 32.4210 Profit objective price is 35.5440 V is less than high filter value of 875 V is greater than low filter value of 0 High/Low filters permit trading for tomorrow Currently long 1 contract(s) at 32.8440 Open trade equity is 802.00 From 190102 total profit is 60091.00 current drawdown is -1116.00 maximum drawdown was -4325.00 ................................................................ ................................................................ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 COPPER 25000 1607 Trading days from 190102 to 250521 Running .DAT file HG1001.DAT Last trading day was 250521 Closing price was 4.6720 Current V value is 0.162000 (3240 ticks) K1 value is 0.30 V*K1 for tomorrow is 0.048600 (972 ticks) BuyStop for tomorrow is 4.7206 SellStop is 4.6234 V is less than high filter value of 4525 V is greater than low filter value of 0 High/Low filters permit trading for tomorrow Currently flat From 190102 total profit is 127013.75 current drawdown is -6484.99 maximum drawdown was -14782.50 ................................................................ ................................................................ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 MINI COPPER 12500 1607 Trading days from 190102 to 250521 Running .DAT file HG2001.DAT Last trading day was 250521 Closing price was 4.6720 Current V value is 0.162000 (3240 ticks) K1 value is 0.30 V*K1 for tomorrow is 0.048600 (972 ticks) BuyStop for tomorrow is 4.7206 SellStop is 4.6234 V is less than high filter value of 4525 V is greater than low filter value of 0 High/Low filters permit trading for tomorrow Currently flat From 190102 total profit is 55856.88 current drawdown is -3380.00 maximum drawdown was -7978.75 ................................................................ ................................................................ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 1000 CRUDE OIL 1607 Trading days from 190102 to 250521 Running .DAT file CL1004.DAT Last trading day was 250521 Closing price was 61.5700 Current V value is 2.009071 (201 ticks) K1 value is 0.84 V*K1 for tomorrow is 1.687620 (169 ticks) BuyStop and SellStop computation requires tomorrow's Open Protective stop price is 13.6500 Profit objective price is 70.3500 V is less than high filter value of 1125 V is greater than low filter value of 0 High/Low filters permit trading for tomorrow Currently long 1 contract(s) at 63.6500 Open trade equity is -2080.00 From 190102 total profit is 174250.00 current drawdown is -4900.00 maximum drawdown was -19480.00 ................................................................ ................................................................ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 500 CRUDE OIL 1607 Trading days from 190102 to 250521 Running .DAT file CL2009.DAT Last trading day was 250521 Closing price was 61.5700 Current V value is 3.340004 (334 ticks) K1 value is 0.50 V*K1 for tomorrow is 1.670002 (167 ticks) BuyStop for tomorrow is 63.2400 SellStop is 59.9000 Protective stop price is 71.2800 Profit objective price is 52.8800 V is less than high filter value of 1475 V is greater than low filter value of 0 High/Low filters permit trading for tomorrow Currently short 1 contract(s) at 61.4800 Open trade equity is -45.00 From 190102 total profit is 92525.01 current drawdown is -4125.00 maximum drawdown was -9000.00 ................................................................ ................................................................ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 42000 GASLOINE 1607 Trading days from 190102 to 250521 Running .DAT file RBN001.DAT Last trading day was 250521 Closing price was 2.1051 Current V value is 0.062200 (622 ticks) K1 value is 0.53 V*K1 for tomorrow is 0.032966 (330 ticks) BuyStop for tomorrow is 2.1381 SellStop is 2.0721 Protective stop price is 3.2956 Profit objective price is 2.0718 V is less than high filter value of 2275 V is greater than low filter value of 0 High/Low filters permit trading for tomorrow Currently short 1 contract(s) at 2.1266 Open trade equity is 903.00 From 190102 total profit is 174051.82 current drawdown is -8196.80 maximum drawdown was -17425.20 ................................................................ ................................................................ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 MICRO BITCOIN 1608 Trading days from 190102 to 250521 Running .DAT file BTC009.DAT Last trading day was 250521 Closing price was 108960.0000 Current V value is 5975.000000 (5975 ticks) K1 value is 0.57 V*K1 for tomorrow is 3405.750000 (3406 ticks) BuyStop for tomorrow is 111661.0000 SellStop is 104849.0000 Protective stop price is 98960.0000 Profit objective price is 127462.0000 V is equal to or greater than high filter value of 5575 V is greater than low filter value of 0 High filter does not permit trading for tomorrow Currently long 1 contract(s) at 97462.0000 Open trade equity is 1149.80 From 190102 total profit is 17219.30 current drawdown is -2071.80 maximum drawdown was -2152.50 ................................................................ ................................................................ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 1250000 YEN 1608 Trading days from 190102 to 250521 Running .DAT file J6N105.DAT Last trading day was 250521 Closing price was 0.6982 Current V value is 0.009650 (96 ticks) K1 value is 0.83 V*K1 for tomorrow is 0.008009 (80 ticks) BuyStop for tomorrow is 0.7054 SellStop is 0.6894 Protective stop price is 0.7130 Profit objective price is 0.6642 V is less than high filter value of 100 V is greater than low filter value of 5 High/Low filters permit trading for tomorrow Currently short 1 contract(s) at 0.7058 Open trade equity is 943.75 From 190102 total profit is 72762.51 current drawdown is 0.00 maximum drawdown was -6356.25 ................................................................ ................................................................ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 625000 YEN 1608 Trading days from 190102 to 250521 Running .DAT file J7M205.DAT Last trading day was 250521 Closing price was 0.6982 Current V value is 0.009650 (96 ticks) K1 value is 0.83 V*K1 for tomorrow is 0.008009 (80 ticks) BuyStop for tomorrow is 0.7054 SellStop is 0.6894 Protective stop price is 0.7130 Profit objective price is 0.6642 V is less than high filter value of 100 V is greater than low filter value of 5 High/Low filters permit trading for tomorrow Currently short 1 contract(s) at 0.7058 Open trade equity is 471.88 From 190102 total profit is 33806.25 current drawdown is 0.00 maximum drawdown was -3318.75 ................................................................ ................................................................ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 DOLLAR INDEX 1642 Trading days from 190102 to 250521 Running .DAT file DXX006.DAT Last trading day was 250521 Closing price was 99.4350 Current V value is 0.861554 (8616 ticks) K1 value is 0.54 V*K1 for tomorrow is 0.465239 (4652 ticks) BuyStop for tomorrow is 100.3102 SellStop is 98.7298 V is equal to or greater than high filter value of 5475 V is greater than low filter value of 0 High filter does not permit trading for tomorrow Currently flat From 190102 total profit is 23598.51 current drawdown is 0.00 maximum drawdown was -3957.60 ................................................................ ................................................................ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 125000 EURO FX 1608 Trading days from 190102 to 250521 Running .DAT file E6N010.DAT Last trading day was 250521 Closing price was 1.1352 Current V value is 0.031800 (318 ticks) K1 value is 0.30 V*K1 for tomorrow is 0.009540 (95 ticks) BuyStop for tomorrow is 1.1447 SellStop is 1.1257 Protective stop price is 1.1118 Profit objective price is 1.1392 V is less than high filter value of 375 V is greater than low filter value of 0 High/Low filters permit trading for tomorrow Currently long 1 contract(s) at 1.1280 Open trade equity is 900.00 From 190102 total profit is 49031.26 current drawdown is 0.00 maximum drawdown was -7931.26 ................................................................ ................................................................ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 62500 EUR0 FX MINI 1608 Trading days from 190102 to 250521 Running .DAT file E7M008.DAT Last trading day was 250521 Closing price was 1.1352 Current V value is 0.031150 (312 ticks) K1 value is 0.42 V*K1 for tomorrow is 0.013083 (131 ticks) BuyStop for tomorrow is 1.1483 SellStop is 1.1221 V is equal to or greater than high filter value of 225 V is greater than low filter value of 0 High filter does not permit trading for tomorrow Currently flat From 190102 total profit is 27568.75 current drawdown is 0.00 maximum drawdown was -3881.25 ................................................................ ................................................................ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 125000 SWISS FRANC 1609 Trading days from 190102 to 250521 Running .DAT file S6N004.DAT Last trading day was 250521 Closing price was 1.2157 Current V value is 0.034600 (346 ticks) K1 value is 0.70 V*K1 for tomorrow is 0.024220 (242 ticks) BuyStop for tomorrow is 1.2403 SellStop is 1.1918 V is less than high filter value of 375 V is greater than low filter value of 75 High/Low filters permit trading for tomorrow Currently flat From 190102 total profit is 72774.99 current drawdown is -4281.25 maximum drawdown was -9112.50 ................................................................ ................................................................ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 100000 CANADIAN 1607 Trading days from 190102 to 250521 Running .DAT file D6N001.DAT Last trading day was 250521 Closing price was 0.7235 Current V value is 0.005200 (52 ticks) K1 value is 1.21 V*K1 for tomorrow is 0.006292 (63 ticks) BuyStop for tomorrow is 0.7285 SellStop is 0.7160 V is less than high filter value of 150 V is greater than low filter value of 35 High/Low filters permit trading for tomorrow Currently flat From 190102 total profit is 22130.00 current drawdown is -3175.00 maximum drawdown was -4765.00 ................................................................