================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 MINI SP 500 1564 Trading days from 190102 to 250319 Running .DAT file ESN001.DAT Last trading day was 250319 Closing price was 5729.7500 Current V value is 113.000000 (452 ticks) K1 value is 0.57 V*K1 for tomorrow is 64.410000 (258 ticks) BuyStop for tomorrow is 5794.2500 SellStop is 5665.2500 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 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 1564 Trading days from 190102 to 250319 Running .DAT file ESM300.DAT Last trading day was 250319 Closing price was 5729.7500 Current V value is 192.250000 (769 ticks) K1 value is 0.48 V*K1 for tomorrow is 92.280000 (369 ticks) BuyStop for tomorrow is 5811.5000 SellStop is 5627.0000 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 640.00 From 190102 total profit is 20845.00 current drawdown is -1757.50 maximum drawdown was -2593.75 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 MINI NASDAQ 100 1564 Trading days from 190102 to 250319 Running .DAT file NQN012.DAT Last trading day was 250319 Closing price was 19951.0000 Current V value is 714.000000 (2856 ticks) K1 value is 0.37 V*K1 for tomorrow is 264.180000 (1057 ticks) BuyStop for tomorrow is 20182.2500 SellStop is 19653.7500 Protective stop price is 17555.0000 Profit objective price is 21075.0000 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 long 1 contract(s) at 20055.0000 Open trade equity is -2080.00 From 190102 total profit is 501365.00 current drawdown is -6680.00 maximum drawdown was -28215.00 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 MICRO NASDAQ 100 1564 Trading days from 190102 to 250319 Running .DAT file NQM300.DAT Last trading day was 250319 Closing price was 19951.0000 Current V value is 714.000000 (2856 ticks) K1 value is 0.37 V*K1 for tomorrow is 264.180000 (1057 ticks) BuyStop for tomorrow is 20182.2500 SellStop is 19653.7500 Protective stop price is 0.0000 Profit objective price is 21075.0000 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 long 1 contract(s) at 20055.0000 Open trade equity is -208.00 From 190102 total profit is 34071.50 current drawdown is -713.00 maximum drawdown was -4941.50 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 DOW FUTURES 1564 Trading days from 190102 to 250319 Running .DAT file YMN001.DAT Last trading day was 250319 Closing price was 42330.0000 Current V value is 1504.000000 (1504 ticks) K1 value is 0.43 V*K1 for tomorrow is 646.720000 (647 ticks) BuyStop for tomorrow is 42852.0000 SellStop is 41558.0000 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 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 1563 Trading days from 190102 to 250319 Running .DAT file GC1004.DAT Last trading day was 250319 Closing price was 3069.1001 Current V value is 73.399902 (7340 ticks) K1 value is 0.63 V*K1 for tomorrow is 46.241938 (4624 ticks) BuyStop for tomorrow is 3118.8100 SellStop is 3026.3200 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 1563 Trading days from 190102 to 250319 Running .DAT file GC2006.DAT Last trading day was 250319 Closing price was 3069.1001 Current V value is 73.399902 (7340 ticks) K1 value is 0.63 V*K1 for tomorrow is 46.241938 (4624 ticks) BuyStop for tomorrow is 3118.8100 SellStop is 3026.3200 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 1563 Trading days from 190102 to 250319 Running .DAT file GC3002.DAT Last trading day was 250319 Closing price was 3069.1001 Current V value is 73.399902 (7340 ticks) K1 value is 0.75 V*K1 for tomorrow is 55.049927 (5505 ticks) BuyStop for tomorrow is 3129.3500 SellStop is 3019.2500 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 1563 Trading days from 190102 to 250319 Running .DAT file SI1009.DAT Last trading day was 250319 Closing price was 34.2050 Current V value is 0.633333 (633 ticks) K1 value is 0.50 V*K1 for tomorrow is 0.316666 (317 ticks) BuyStop and SellStop computation requires tomorrow's Open Protective stop price is 34.9400 Profit objective price is 31.7210 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 short 1 contract(s) at 34.3210 Open trade equity is 579.99 From 190102 total profit is 384299.99 current drawdown is 0.00 maximum drawdown was -20734.99 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 2500 COMEX SILVER 1563 Trading days from 190102 to 250319 Running .DAT file SI2019.DAT Last trading day was 250319 Closing price was 34.2050 Current V value is 0.766302 (766 ticks) K1 value is 0.42 V*K1 for tomorrow is 0.321847 (322 ticks) BuyStop and SellStop computation requires tomorrow's Open Protective stop price is 35.4350 Profit objective price is 31.6320 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 short 1 contract(s) at 34.3120 Open trade equity is 267.50 From 190102 total profit is 178352.50 current drawdown is -1062.50 maximum drawdown was -9987.50 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 1000 COMEX SILVER 1563 Trading days from 190102 to 250319 Running .DAT file SI3013.DAT Last trading day was 250319 Closing price was 34.2050 Current V value is 0.766302 (766 ticks) K1 value is 0.42 V*K1 for tomorrow is 0.321847 (322 ticks) BuyStop and SellStop computation requires tomorrow's Open Protective stop price is 35.4300 Profit objective price is 31.6120 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 short 1 contract(s) at 34.3120 Open trade equity is 107.00 From 190102 total profit is 57106.00 current drawdown is -455.00 maximum drawdown was -4325.00 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 COPPER 25000 1563 Trading days from 190102 to 250319 Running .DAT file HG1001.DAT Last trading day was 250319 Closing price was 5.1000 Current V value is 0.474000 (9480 ticks) K1 value is 0.30 V*K1 for tomorrow is 0.142200 (2844 ticks) BuyStop for tomorrow is 5.2422 SellStop is 4.9578 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 1563 Trading days from 190102 to 250319 Running .DAT file HG2001.DAT Last trading day was 250319 Closing price was 5.1000 Current V value is 0.474000 (9480 ticks) K1 value is 0.30 V*K1 for tomorrow is 0.142200 (2844 ticks) BuyStop for tomorrow is 5.2422 SellStop is 4.9578 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 1563 Trading days from 190102 to 250319 Running .DAT file CL1004.DAT Last trading day was 250319 Closing price was 66.6200 Current V value is 1.495270 (150 ticks) K1 value is 0.84 V*K1 for tomorrow is 1.256027 (126 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 -1400.00 From 190102 total profit is 164070.00 current drawdown is -4040.00 maximum drawdown was -19480.00 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 500 CRUDE OIL 1563 Trading days from 190102 to 250319 Running .DAT file CL2009.DAT Last trading day was 250319 Closing price was 66.6200 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 68.0600 SellStop is 65.1800 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 -590.00 From 190102 total profit is 90910.01 current drawdown is -515.00 maximum drawdown was -9000.00 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 42000 GASLOINE 1563 Trading days from 190102 to 250319 Running .DAT file RBN001.DAT Last trading day was 250319 Closing price was 2.1652 Current V value is 0.055800 (558 ticks) K1 value is 0.53 V*K1 for tomorrow is 0.029574 (296 ticks) BuyStop for tomorrow is 2.1948 SellStop is 2.1356 Protective stop price is 0.9805 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 701.40 From 190102 total profit is 174934.41 current drawdown is -129.40 maximum drawdown was -17425.20 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 MICRO BITCOIN 1564 Trading days from 190102 to 250319 Running .DAT file BTC009.DAT Last trading day was 250319 Closing price was 85635.0000 Current V value is 7635.000000 (7635 ticks) K1 value is 0.57 V*K1 for tomorrow is 4351.950000 (4352 ticks) BuyStop for tomorrow is 88414.0000 SellStop is 79711.0000 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 1564 Trading days from 190102 to 250319 Running .DAT file J6N105.DAT Last trading day was 250319 Closing price was 0.6784 Current V value is 0.007050 (70 ticks) K1 value is 0.83 V*K1 for tomorrow is 0.005851 (59 ticks) BuyStop for tomorrow is 0.6826 SellStop is 0.6709 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 -962.50 From 190102 total profit is 66531.26 current drawdown is -3875.00 maximum drawdown was -6356.25 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 625000 YEN 1564 Trading days from 190102 to 250319 Running .DAT file J7M205.DAT Last trading day was 250319 Closing price was 0.6784 Current V value is 0.007050 (70 ticks) K1 value is 0.83 V*K1 for tomorrow is 0.005851 (59 ticks) BuyStop for tomorrow is 0.6826 SellStop is 0.6709 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 -481.25 From 190102 total profit is 30740.63 current drawdown is -2012.50 maximum drawdown was -3318.75 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 DOLLAR INDEX 1598 Trading days from 190102 to 250319 Running .DAT file DXX006.DAT Last trading day was 250319 Closing price was 103.0930 Current V value is 0.587555 (5876 ticks) K1 value is 0.54 V*K1 for tomorrow is 0.317280 (3173 ticks) BuyStop for tomorrow is 103.8873 SellStop is 102.5927 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 1564 Trading days from 190102 to 250319 Running .DAT file E6N010.DAT Last trading day was 250319 Closing price was 1.0962 Current V value is 0.063350 (633 ticks) K1 value is 0.30 V*K1 for tomorrow is 0.019005 (190 ticks) BuyStop for tomorrow is 1.1152 SellStop is 1.0772 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 1564 Trading days from 190102 to 250319 Running .DAT file E7M008.DAT Last trading day was 250319 Closing price was 1.0962 Current V value is 0.052000 (520 ticks) K1 value is 0.42 V*K1 for tomorrow is 0.021840 (218 ticks) BuyStop for tomorrow is 1.1180 SellStop is 1.0744 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 1565 Trading days from 190102 to 250319 Running .DAT file S6N004.DAT Last trading day was 250319 Closing price was 1.1513 Current V value is 0.024600 (246 ticks) K1 value is 0.70 V*K1 for tomorrow is 0.017220 (172 ticks) BuyStop for tomorrow is 1.1677 SellStop is 1.1332 Protective stop price is 1.1192 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 5012.49 From 190102 total profit is 71537.49 current drawdown is 0.00 maximum drawdown was -9112.50 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 100000 CANADIAN 1563 Trading days from 190102 to 250319 Running .DAT file D6N001.DAT Last trading day was 250319 Closing price was 0.7012 Current V value is 0.002650 (26 ticks) K1 value is 1.21 V*K1 for tomorrow is 0.003206 (32 ticks) BuyStop for tomorrow is 0.7045 SellStop is 0.6980 Protective stop price is 0.6792 Profit objective price is 0.7100 V is less than high filter value of 150 V is equal to or less than low filter value of 35 Low filter does not permit trading for tomorrow Currently long 1 contract(s) at 0.7000 Open trade equity is 120.00 From 190102 total profit is 21850.00 current drawdown is -3575.00 maximum drawdown was -4765.00 ================================================================