================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 MINI SP 500 1565 Trading days from 190102 to 250320 Running .DAT file ESN001.DAT Last trading day was 250320 Closing price was 5712.7500 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 5777.2500 SellStop is 5648.2500 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 1565 Trading days from 190102 to 250320 Running .DAT file ESM300.DAT Last trading day was 250320 Closing price was 5712.7500 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 5812.5000 SellStop is 5628.0000 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 725.00 From 190102 total profit is 20930.00 current drawdown is -1757.50 maximum drawdown was -2593.75 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 MINI NASDAQ 100 1565 Trading days from 190102 to 250320 Running .DAT file NQN012.DAT Last trading day was 250320 Closing price was 19879.2500 Current V value is 534.500000 (2138 ticks) K1 value is 0.37 V*K1 for tomorrow is 197.765000 (791 ticks) BuyStop for tomorrow is 20104.2500 SellStop is 19708.7500 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 -3515.00 From 190102 total profit is 499930.00 current drawdown is -6680.00 maximum drawdown was -28215.00 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 MICRO NASDAQ 100 1565 Trading days from 190102 to 250320 Running .DAT file NQM300.DAT Last trading day was 250320 Closing price was 19879.2500 Current V value is 534.500000 (2138 ticks) K1 value is 0.37 V*K1 for tomorrow is 197.765000 (791 ticks) BuyStop for tomorrow is 20104.2500 SellStop is 19708.7500 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 -351.50 From 190102 total profit is 33928.00 current drawdown is -713.00 maximum drawdown was -4941.50 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 DOW FUTURES 1565 Trading days from 190102 to 250320 Running .DAT file YMN001.DAT Last trading day was 250320 Closing price was 42286.0000 Current V value is 1564.000000 (1564 ticks) K1 value is 0.43 V*K1 for tomorrow is 672.520000 (673 ticks) BuyStop for tomorrow is 42990.0000 SellStop is 41644.0000 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 1564 Trading days from 190102 to 250320 Running .DAT file GC1004.DAT Last trading day was 250320 Closing price was 3071.3000 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 3121.0400 SellStop is 3028.5600 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 1564 Trading days from 190102 to 250320 Running .DAT file GC2006.DAT Last trading day was 250320 Closing price was 3071.3000 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 3121.0400 SellStop is 3028.5600 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 1564 Trading days from 190102 to 250320 Running .DAT file GC3002.DAT Last trading day was 250320 Closing price was 3071.3000 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 3131.6000 SellStop is 3021.5000 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 1564 Trading days from 190102 to 250320 Running .DAT file SI1009.DAT Last trading day was 250320 Closing price was 33.9910 Current V value is 0.793333 (793 ticks) K1 value is 0.50 V*K1 for tomorrow is 0.396666 (397 ticks) BuyStop and SellStop computation requires tomorrow's Open Protective stop price is 34.7260 Profit objective price is 31.7210 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 short 1 contract(s) at 34.3210 Open trade equity is 1649.99 From 190102 total profit is 385369.99 current drawdown is 0.00 maximum drawdown was -20734.99 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 2500 COMEX SILVER 1564 Trading days from 190102 to 250320 Running .DAT file SI2019.DAT Last trading day was 250320 Closing price was 33.9910 Current V value is 0.809042 (809 ticks) K1 value is 0.42 V*K1 for tomorrow is 0.339797 (340 ticks) BuyStop and SellStop computation requires tomorrow's Open Protective stop price is 35.2210 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 802.50 From 190102 total profit is 178887.50 current drawdown is -1062.50 maximum drawdown was -9987.50 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 1000 COMEX SILVER 1564 Trading days from 190102 to 250320 Running .DAT file SI3013.DAT Last trading day was 250320 Closing price was 33.9910 Current V value is 0.809042 (809 ticks) K1 value is 0.42 V*K1 for tomorrow is 0.339797 (340 ticks) BuyStop and SellStop computation requires tomorrow's Open Protective stop price is 35.2160 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 321.00 From 190102 total profit is 57320.00 current drawdown is -455.00 maximum drawdown was -4325.00 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 COPPER 25000 1564 Trading days from 190102 to 250320 Running .DAT file HG1001.DAT Last trading day was 250320 Closing price was 5.1120 Current V value is 0.486000 (9720 ticks) K1 value is 0.30 V*K1 for tomorrow is 0.145800 (2916 ticks) BuyStop for tomorrow is 5.2578 SellStop is 4.9662 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 1564 Trading days from 190102 to 250320 Running .DAT file HG2001.DAT Last trading day was 250320 Closing price was 5.1120 Current V value is 0.486000 (9720 ticks) K1 value is 0.30 V*K1 for tomorrow is 0.145800 (2916 ticks) BuyStop for tomorrow is 5.2578 SellStop is 4.9662 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 1564 Trading days from 190102 to 250320 Running .DAT file CL1004.DAT Last trading day was 250320 Closing price was 67.7000 Current V value is 1.539479 (154 ticks) K1 value is 0.84 V*K1 for tomorrow is 1.293162 (129 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 -320.00 From 190102 total profit is 165150.00 current drawdown is -4040.00 maximum drawdown was -19480.00 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 500 CRUDE OIL 1564 Trading days from 190102 to 250320 Running .DAT file CL2009.DAT Last trading day was 250320 Closing price was 67.7000 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 69.1400 SellStop is 66.2600 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 -50.00 From 190102 total profit is 91450.00 current drawdown is -515.00 maximum drawdown was -9000.00 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 42000 GASLOINE 1564 Trading days from 190102 to 250320 Running .DAT file RBN001.DAT Last trading day was 250320 Closing price was 2.1870 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 2.2166 SellStop is 2.1574 Protective stop price is 0.9965 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 1617.00 From 190102 total profit is 175850.02 current drawdown is -129.40 maximum drawdown was -17425.20 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 MICRO BITCOIN 1565 Trading days from 190102 to 250320 Running .DAT file BTC009.DAT Last trading day was 250320 Closing price was 84195.0000 Current V value is 7155.000000 (7155 ticks) K1 value is 0.57 V*K1 for tomorrow is 4078.350000 (4078 ticks) BuyStop for tomorrow is 89748.0000 SellStop is 81592.0000 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 1565 Trading days from 190102 to 250320 Running .DAT file J6N105.DAT Last trading day was 250320 Closing price was 0.6786 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 0.6852 SellStop is 0.6735 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 -987.50 From 190102 total profit is 66506.25 current drawdown is -3875.00 maximum drawdown was -6356.25 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 625000 YEN 1565 Trading days from 190102 to 250320 Running .DAT file J7M205.DAT Last trading day was 250320 Closing price was 0.6786 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 0.6852 SellStop is 0.6735 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 -493.75 From 190102 total profit is 30728.13 current drawdown is -2012.50 maximum drawdown was -3318.75 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 DOLLAR INDEX 1599 Trading days from 190102 to 250320 Running .DAT file DXX006.DAT Last trading day was 250320 Closing price was 103.4970 Current V value is 0.592555 (5926 ticks) K1 value is 0.54 V*K1 for tomorrow is 0.319979 (3200 ticks) BuyStop for tomorrow is 104.1000 SellStop is 102.6700 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 1565 Trading days from 190102 to 250320 Running .DAT file E6N010.DAT Last trading day was 250320 Closing price was 1.0900 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 1.1090 SellStop is 1.0710 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 1565 Trading days from 190102 to 250320 Running .DAT file E7M008.DAT Last trading day was 250320 Closing price was 1.0900 Current V value is 0.038950 (389 ticks) K1 value is 0.42 V*K1 for tomorrow is 0.016359 (164 ticks) BuyStop for tomorrow is 1.1064 SellStop is 1.0736 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 1566 Trading days from 190102 to 250320 Running .DAT file S6N004.DAT Last trading day was 250320 Closing price was 1.1454 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 1.1643 SellStop is 1.1299 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 4275.01 From 190102 total profit is 70800.00 current drawdown is 0.00 maximum drawdown was -9112.50 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 100000 CANADIAN 1564 Trading days from 190102 to 250320 Running .DAT file D6N001.DAT Last trading day was 250320 Closing price was 0.7010 Current V value is 0.004350 (43 ticks) K1 value is 1.21 V*K1 for tomorrow is 0.005263 (53 ticks) BuyStop for tomorrow is 0.7048 SellStop is 0.6943 Protective stop price is 0.6803 Profit objective price is 0.7100 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 long 1 contract(s) at 0.7000 Open trade equity is 95.00 From 190102 total profit is 21825.00 current drawdown is -3575.00 maximum drawdown was -4765.00 ================================================================