================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 MINI SP 500 1566 Trading days from 190102 to 250321 Running .DAT file ESN001.DAT Last trading day was 250321 Closing price was 5718.2500 Current V value is 82.750000 (331 ticks) K1 value is 0.57 V*K1 for tomorrow is 47.167500 (189 ticks) BuyStop for tomorrow is 5765.5000 SellStop is 5671.0000 V is less than high filter value of 400 V is greater than low filter value of 95 High/Low filters 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 1566 Trading days from 190102 to 250321 Running .DAT file ESM300.DAT Last trading day was 250321 Closing price was 5718.2500 Current V value is 142.750000 (571 ticks) K1 value is 0.48 V*K1 for tomorrow is 68.520000 (274 ticks) BuyStop for tomorrow is 5766.2500 SellStop is 5629.2500 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 697.50 From 190102 total profit is 20902.50 current drawdown is -1757.50 maximum drawdown was -2593.75 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 MINI NASDAQ 100 1566 Trading days from 190102 to 250321 Running .DAT file NQN012.DAT Last trading day was 250321 Closing price was 19961.0000 Current V value is 466.000000 (1864 ticks) K1 value is 0.37 V*K1 for tomorrow is 172.420000 (690 ticks) BuyStop for tomorrow is 20019.2500 SellStop is 19674.5000 Protective stop price is 22208.7500 Profit objective price is 18688.7500 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 19708.7500 Open trade equity is -5045.00 From 190102 total profit is 491425.00 current drawdown is -13655.00 maximum drawdown was -28215.00 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 MICRO NASDAQ 100 1566 Trading days from 190102 to 250321 Running .DAT file NQM300.DAT Last trading day was 250321 Closing price was 19961.0000 Current V value is 466.000000 (1864 ticks) K1 value is 0.37 V*K1 for tomorrow is 172.420000 (690 ticks) BuyStop for tomorrow is 20019.2500 SellStop is 19674.5000 Protective stop price is 44708.7500 Profit objective price is 18688.7500 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 19708.7500 Open trade equity is -504.50 From 190102 total profit is 33032.50 current drawdown is -1455.50 maximum drawdown was -4941.50 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 DOW FUTURES 1566 Trading days from 190102 to 250321 Running .DAT file YMN001.DAT Last trading day was 250321 Closing price was 42319.0000 Current V value is 1382.000000 (1382 ticks) K1 value is 0.43 V*K1 for tomorrow is 594.260000 (594 ticks) BuyStop for tomorrow is 42641.0000 SellStop is 41452.0000 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 1565 Trading days from 190102 to 250321 Running .DAT file GC1004.DAT Last trading day was 250321 Closing price was 3048.3999 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 3100.1800 SellStop is 3007.6900 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 1565 Trading days from 190102 to 250321 Running .DAT file GC2006.DAT Last trading day was 250321 Closing price was 3048.3999 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 3100.1800 SellStop is 3007.6900 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 1565 Trading days from 190102 to 250321 Running .DAT file GC3002.DAT Last trading day was 250321 Closing price was 3048.3999 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 3111.7500 SellStop is 3001.6500 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 1565 Trading days from 190102 to 250321 Running .DAT file SI1009.DAT Last trading day was 250321 Closing price was 33.4860 Current V value is 0.885998 (886 ticks) K1 value is 0.50 V*K1 for tomorrow is 0.442999 (443 ticks) BuyStop and SellStop computation requires tomorrow's Open Protective stop price is 34.2210 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 4175.00 From 190102 total profit is 387895.00 current drawdown is 0.00 maximum drawdown was -20734.99 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 2500 COMEX SILVER 1565 Trading days from 190102 to 250321 Running .DAT file SI2019.DAT Last trading day was 250321 Closing price was 33.4860 Current V value is 0.841233 (841 ticks) K1 value is 0.42 V*K1 for tomorrow is 0.353318 (353 ticks) BuyStop and SellStop computation requires tomorrow's Open Protective stop price is 34.7160 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 2065.00 From 190102 total profit is 180150.00 current drawdown is -1062.50 maximum drawdown was -9987.50 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 1000 COMEX SILVER 1565 Trading days from 190102 to 250321 Running .DAT file SI3013.DAT Last trading day was 250321 Closing price was 33.4860 Current V value is 0.841233 (841 ticks) K1 value is 0.42 V*K1 for tomorrow is 0.353318 (353 ticks) BuyStop and SellStop computation requires tomorrow's Open Protective stop price is 34.7110 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 826.00 From 190102 total profit is 57825.00 current drawdown is -455.00 maximum drawdown was -4325.00 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 COPPER 25000 1565 Trading days from 190102 to 250321 Running .DAT file HG1001.DAT Last trading day was 250321 Closing price was 5.1135 Current V value is 0.338500 (6770 ticks) K1 value is 0.30 V*K1 for tomorrow is 0.101550 (2031 ticks) BuyStop for tomorrow is 5.2151 SellStop is 5.0120 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 1565 Trading days from 190102 to 250321 Running .DAT file HG2001.DAT Last trading day was 250321 Closing price was 5.1135 Current V value is 0.338500 (6770 ticks) K1 value is 0.30 V*K1 for tomorrow is 0.101550 (2031 ticks) BuyStop for tomorrow is 5.2151 SellStop is 5.0120 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 1565 Trading days from 190102 to 250321 Running .DAT file CL1004.DAT Last trading day was 250321 Closing price was 67.8900 Current V value is 1.376771 (138 ticks) K1 value is 0.84 V*K1 for tomorrow is 1.156488 (116 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 -130.00 From 190102 total profit is 165340.00 current drawdown is -4040.00 maximum drawdown was -19480.00 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 500 CRUDE OIL 1565 Trading days from 190102 to 250321 Running .DAT file CL2009.DAT Last trading day was 250321 Closing price was 67.8900 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 69.3300 SellStop is 66.4500 Protective stop price is 58.0900 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 45.00 From 190102 total profit is 91545.01 current drawdown is -515.00 maximum drawdown was -9000.00 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 42000 GASLOINE 1565 Trading days from 190102 to 250321 Running .DAT file RBN001.DAT Last trading day was 250321 Closing price was 2.1886 Current V value is 0.047000 (470 ticks) K1 value is 0.53 V*K1 for tomorrow is 0.024910 (249 ticks) BuyStop for tomorrow is 2.2135 SellStop is 2.1637 Protective stop price is 0.9981 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 1684.20 From 190102 total profit is 175917.22 current drawdown is -129.40 maximum drawdown was -17425.20 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 MICRO BITCOIN 1566 Trading days from 190102 to 250321 Running .DAT file BTC009.DAT Last trading day was 250321 Closing price was 83955.0000 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 88086.0000 SellStop is 79929.0000 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 1566 Trading days from 190102 to 250321 Running .DAT file J6N105.DAT Last trading day was 250321 Closing price was 0.6766 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 0.6828 SellStop is 0.6710 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 -737.50 From 190102 total profit is 66756.26 current drawdown is -3875.00 maximum drawdown was -6356.25 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 625000 YEN 1566 Trading days from 190102 to 250321 Running .DAT file J7M205.DAT Last trading day was 250321 Closing price was 0.6766 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 0.6828 SellStop is 0.6710 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 -368.75 From 190102 total profit is 30853.13 current drawdown is -2012.50 maximum drawdown was -3318.75 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 DOLLAR INDEX 1600 Trading days from 190102 to 250321 Running .DAT file DXX006.DAT Last trading day was 250321 Closing price was 103.7440 Current V value is 0.594221 (5942 ticks) K1 value is 0.54 V*K1 for tomorrow is 0.320879 (3209 ticks) BuyStop for tomorrow is 104.2109 SellStop is 103.0791 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 1566 Trading days from 190102 to 250321 Running .DAT file E6N010.DAT Last trading day was 250321 Closing price was 1.0871 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 1.1062 SellStop is 1.0681 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 1566 Trading days from 190102 to 250321 Running .DAT file E7M008.DAT Last trading day was 250321 Closing price was 1.0871 Current V value is 0.022700 (227 ticks) K1 value is 0.42 V*K1 for tomorrow is 0.009534 (95 ticks) BuyStop for tomorrow is 1.0967 SellStop is 1.0776 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 1567 Trading days from 190102 to 250321 Running .DAT file S6N004.DAT Last trading day was 250321 Closing price was 1.1438 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 1.1621 SellStop is 1.1277 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 4081.25 From 190102 total profit is 70606.24 current drawdown is 0.00 maximum drawdown was -9112.50 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 100000 CANADIAN 1565 Trading days from 190102 to 250321 Running .DAT file D6N001.DAT Last trading day was 250321 Closing price was 0.6999 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 0.7054 SellStop is 0.6948 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 -5.00 From 190102 total profit is 21725.00 current drawdown is -3575.00 maximum drawdown was -4765.00 ================================================================