================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 MINI SP 500 1560 Trading days from 190102 to 250313 Running .DAT file ESN001.DAT Last trading day was 250313 Closing price was 5578.2500 Current V value is 125.000000 (500 ticks) K1 value is 0.57 V*K1 for tomorrow is 71.250000 (285 ticks) BuyStop for tomorrow is 5649.5000 SellStop is 5507.0000 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 flat From 190102 total profit is 215800.00 current drawdown is -7012.50 maximum drawdown was -24537.50 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 MICRO SP 500 1560 Trading days from 190102 to 250313 Running .DAT file ESM300.DAT Last trading day was 250313 Closing price was 5578.2500 Current V value is 329.000000 (1316 ticks) K1 value is 0.48 V*K1 for tomorrow is 157.920000 (632 ticks) BuyStop for tomorrow is 5762.2500 SellStop is 5446.2500 Protective stop price is 5838.2500 Profit objective price is 5537.7500 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 5857.7500 Open trade equity is 1397.50 From 190102 total profit is 21602.50 current drawdown is -1757.50 maximum drawdown was -2593.75 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 MINI NASDAQ 100 1560 Trading days from 190102 to 250313 Running .DAT file NQN012.DAT Last trading day was 250313 Closing price was 19453.7500 Current V value is 1099.500000 (4398 ticks) K1 value is 0.37 V*K1 for tomorrow is 406.815000 (1627 ticks) BuyStop for tomorrow is 19982.5000 SellStop is 19168.7500 V is equal to or greater than high filter value of 3625 V is greater than low filter value of 0 High filter does not permit trading for tomorrow Currently flat From 190102 total profit is 510125.00 current drawdown is 0.00 maximum drawdown was -28215.00 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 MICRO NASDAQ 100 1560 Trading days from 190102 to 250313 Running .DAT file NQM300.DAT Last trading day was 250313 Closing price was 19453.7500 Current V value is 1099.500000 (4398 ticks) K1 value is 0.37 V*K1 for tomorrow is 406.815000 (1627 ticks) BuyStop for tomorrow is 19982.5000 SellStop is 19168.7500 V is equal to or greater than high filter value of 3625 V is greater than low filter value of 0 High filter does not permit trading for tomorrow Currently flat From 190102 total profit is 34992.50 current drawdown is 0.00 maximum drawdown was -4941.50 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 DOW FUTURES 1560 Trading days from 190102 to 250313 Running .DAT file YMN001.DAT Last trading day was 250313 Closing price was 41198.0000 Current V value is 2413.000000 (2413 ticks) K1 value is 0.43 V*K1 for tomorrow is 1037.590000 (1038 ticks) BuyStop for tomorrow is 42471.0000 SellStop is 40395.0000 V is equal to or greater than high filter value of 2400 V is greater than low filter value of 0 High filter does not permit trading for tomorrow Currently flat From 190102 total profit is 198125.00 current drawdown is 0.00 maximum drawdown was -14605.00 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 100 GOLD 1559 Trading days from 190102 to 250313 Running .DAT file GC1004.DAT Last trading day was 250313 Closing price was 3019.5000 Current V value is 74.200195 (7420 ticks) K1 value is 0.63 V*K1 for tomorrow is 46.746123 (4675 ticks) BuyStop for tomorrow is 3053.2500 SellStop is 2959.7500 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 1559 Trading days from 190102 to 250313 Running .DAT file GC2006.DAT Last trading day was 250313 Closing price was 3019.5000 Current V value is 74.200195 (7420 ticks) K1 value is 0.63 V*K1 for tomorrow is 46.746123 (4675 ticks) BuyStop for tomorrow is 3053.2500 SellStop is 2959.7500 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 1559 Trading days from 190102 to 250313 Running .DAT file GC3002.DAT Last trading day was 250313 Closing price was 3019.5000 Current V value is 74.200195 (7420 ticks) K1 value is 0.75 V*K1 for tomorrow is 55.650146 (5565 ticks) BuyStop for tomorrow is 3055.6500 SellStop is 2944.3500 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 1559 Trading days from 190102 to 250313 Running .DAT file SI1009.DAT Last trading day was 250313 Closing price was 34.4600 Current V value is 1.005666 (1006 ticks) K1 value is 0.50 V*K1 for tomorrow is 0.502833 (503 ticks) BuyStop and SellStop computation requires tomorrow's Open Protective stop price is 33.7250 Profit objective price is 35.4210 V is equal to or greater than high filter value of 750 V is greater than low filter value of 0 High filter does not permit trading for tomorrow Currently long 1 contract(s) at 32.8210 Open trade equity is 8195.00 From 190102 total profit is 386214.99 current drawdown is -2265.01 maximum drawdown was -20734.99 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 2500 COMEX SILVER 1559 Trading days from 190102 to 250313 Running .DAT file SI2019.DAT Last trading day was 250313 Closing price was 34.4600 Current V value is 0.858789 (859 ticks) K1 value is 0.42 V*K1 for tomorrow is 0.360691 (361 ticks) BuyStop and SellStop computation requires tomorrow's Open Protective stop price is 33.2300 Profit objective price is 35.4720 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 32.7920 Open trade equity is 4170.00 From 190102 total profit is 180245.00 current drawdown is 0.00 maximum drawdown was -9987.50 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 1000 COMEX SILVER 1559 Trading days from 190102 to 250313 Running .DAT file SI3013.DAT Last trading day was 250313 Closing price was 34.4600 Current V value is 0.858789 (859 ticks) K1 value is 0.42 V*K1 for tomorrow is 0.360691 (361 ticks) BuyStop and SellStop computation requires tomorrow's Open Protective stop price is 33.2350 Profit objective price is 35.4920 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 32.7920 Open trade equity is 1668.00 From 190102 total profit is 57923.00 current drawdown is -235.00 maximum drawdown was -4325.00 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 COPPER 25000 1559 Trading days from 190102 to 250313 Running .DAT file HG1001.DAT Last trading day was 250313 Closing price was 4.9255 Current V value is 0.407000 (8140 ticks) K1 value is 0.30 V*K1 for tomorrow is 0.122100 (2442 ticks) BuyStop for tomorrow is 5.0476 SellStop is 4.8034 V is equal to or greater than high filter value of 4525 V is greater than low filter value of 0 High filter does not 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 1559 Trading days from 190102 to 250313 Running .DAT file HG2001.DAT Last trading day was 250313 Closing price was 4.9255 Current V value is 0.407000 (8140 ticks) K1 value is 0.30 V*K1 for tomorrow is 0.122100 (2442 ticks) BuyStop for tomorrow is 5.0476 SellStop is 4.8034 V is equal to or greater than high filter value of 4525 V is greater than low filter value of 0 High filter does not 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 1559 Trading days from 190102 to 250313 Running .DAT file CL1004.DAT Last trading day was 250313 Closing price was 66.5500 Current V value is 1.790923 (179 ticks) K1 value is 0.84 V*K1 for tomorrow is 1.504375 (150 ticks) BuyStop and SellStop computation requires tomorrow's Open Protective stop price is 18.0200 Profit objective price is 74.7200 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 68.0200 Open trade equity is -1470.00 From 190102 total profit is 164000.00 current drawdown is -4040.00 maximum drawdown was -19480.00 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 500 CRUDE OIL 1559 Trading days from 190102 to 250313 Running .DAT file CL2009.DAT Last trading day was 250313 Closing price was 66.5500 Current V value is 2.879997 (288 ticks) K1 value is 0.50 V*K1 for tomorrow is 1.439999 (144 ticks) BuyStop for tomorrow is 67.9900 SellStop is 65.1100 Protective stop price is 58.0000 Profit objective price is 76.4000 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 long 1 contract(s) at 67.8000 Open trade equity is -625.00 From 190102 total profit is 90875.01 current drawdown is -515.00 maximum drawdown was -9000.00 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 42000 GASLOINE 1559 Trading days from 190102 to 250313 Running .DAT file RBN001.DAT Last trading day was 250313 Closing price was 2.1268 Current V value is 0.084500 (845 ticks) K1 value is 0.53 V*K1 for tomorrow is 0.044785 (448 ticks) BuyStop for tomorrow is 2.1716 SellStop is 2.0820 Protective stop price is 0.9580 Profit objective price is 2.2033 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 long 1 contract(s) at 2.1485 Open trade equity is -911.40 From 190102 total profit is 173321.62 current drawdown is -129.40 maximum drawdown was -17425.20 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 MICRO BITCOIN 1560 Trading days from 190102 to 250313 Running .DAT file BTC009.DAT Last trading day was 250313 Closing price was 80245.0000 Current V value is 10300.000000 (10300 ticks) K1 value is 0.57 V*K1 for tomorrow is 5871.000000 (5871 ticks) BuyStop for tomorrow is 88154.0000 SellStop is 76412.0000 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 flat From 190102 total profit is 16995.30 current drawdown is -1146.00 maximum drawdown was -1234.00 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 1250000 YEN 1560 Trading days from 190102 to 250313 Running .DAT file J6N105.DAT Last trading day was 250313 Closing price was 0.6769 Current V value is 0.009250 (92 ticks) K1 value is 0.83 V*K1 for tomorrow is 0.007677 (77 ticks) BuyStop for tomorrow is 0.6842 SellStop is 0.6689 Protective stop price is 0.7069 Profit objective price is 0.6291 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 0.6707 Open trade equity is -781.25 From 190102 total profit is 66712.51 current drawdown is -3875.00 maximum drawdown was -6356.25 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 625000 YEN 1560 Trading days from 190102 to 250313 Running .DAT file J7M205.DAT Last trading day was 250313 Closing price was 0.6769 Current V value is 0.009250 (92 ticks) K1 value is 0.83 V*K1 for tomorrow is 0.007677 (77 ticks) BuyStop for tomorrow is 0.6842 SellStop is 0.6689 Protective stop price is 0.7069 Profit objective price is 0.6291 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 0.6707 Open trade equity is -390.62 From 190102 total profit is 30831.25 current drawdown is -2012.50 maximum drawdown was -3318.75 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 DOLLAR INDEX 1594 Trading days from 190102 to 250313 Running .DAT file DXX006.DAT Last trading day was 250313 Closing price was 103.8300 Current V value is 0.851112 (8511 ticks) K1 value is 0.54 V*K1 for tomorrow is 0.459601 (4596 ticks) BuyStop for tomorrow is 104.5296 SellStop is 103.0404 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 1560 Trading days from 190102 to 250313 Running .DAT file E6N010.DAT Last trading day was 250313 Closing price was 1.0855 Current V value is 0.057550 (575 ticks) K1 value is 0.30 V*K1 for tomorrow is 0.017265 (173 ticks) BuyStop for tomorrow is 1.1028 SellStop is 1.0682 V is equal to or greater than high filter value of 375 V is greater than low filter value of 0 High filter does not permit trading for tomorrow Currently flat From 190102 total profit is 45431.26 current drawdown is -1000.00 maximum drawdown was -7931.26 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 62500 EUR0 FX MINI 1560 Trading days from 190102 to 250313 Running .DAT file E7M008.DAT Last trading day was 250313 Closing price was 1.0855 Current V value is 0.057550 (575 ticks) K1 value is 0.42 V*K1 for tomorrow is 0.024171 (242 ticks) BuyStop for tomorrow is 1.1097 SellStop is 1.0613 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 25318.75 current drawdown is 0.00 maximum drawdown was -3881.25 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 125000 SWISS FRANC 1561 Trading days from 190102 to 250313 Running .DAT file S6N004.DAT Last trading day was 250313 Closing price was 1.1326 Current V value is 0.021150 (211 ticks) K1 value is 0.70 V*K1 for tomorrow is 0.014805 (148 ticks) BuyStop for tomorrow is 1.1476 SellStop is 1.1180 Protective stop price is 1.1036 Profit objective price is 1.1744 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 long 1 contract(s) at 1.1112 Open trade equity is 2674.99 From 190102 total profit is 69199.99 current drawdown is 0.00 maximum drawdown was -9112.50 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 100000 CANADIAN 1559 Trading days from 190102 to 250313 Running .DAT file D6N001.DAT Last trading day was 250313 Closing price was 0.6934 Current V value is 0.006250 (63 ticks) K1 value is 1.21 V*K1 for tomorrow is 0.007563 (76 ticks) BuyStop for tomorrow is 0.7019 SellStop is 0.6868 Protective stop price is 0.7121 Profit objective price is 0.6837 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 short 1 contract(s) at 0.6937 Open trade equity is 25.00 From 190102 total profit is 22435.00 current drawdown is -2895.00 maximum drawdown was -4765.00 ================================================================