================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 MINI SP 500 1567 Trading days from 190102 to 250324 Running .DAT file ESN001.DAT Last trading day was 250324 Closing price was 5815.5000 Current V value is 86.500000 (346 ticks) K1 value is 0.57 V*K1 for tomorrow is 49.305000 (197 ticks) BuyStop for tomorrow is 5864.7500 SellStop is 5766.2500 Protective stop price is 5720.5000 Profit objective price is 5973.5000 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 long 1 contract(s) at 5765.5000 Open trade equity is 2500.00 From 190102 total profit is 218300.00 current drawdown is -7012.50 maximum drawdown was -24537.50 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 MICRO SP 500 1567 Trading days from 190102 to 250324 Running .DAT file ESM300.DAT Last trading day was 250324 Closing price was 5815.5000 Current V value is 164.750000 (659 ticks) K1 value is 0.48 V*K1 for tomorrow is 79.080000 (316 ticks) BuyStop for tomorrow is 5872.5000 SellStop is 5714.2500 Protective stop price is 5555.5000 Profit objective price is 6086.2500 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 long 1 contract(s) at 5766.2500 Open trade equity is 246.25 From 190102 total profit is 20858.75 current drawdown is -1350.00 maximum drawdown was -2593.75 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 MINI NASDAQ 100 1567 Trading days from 190102 to 250324 Running .DAT file NQN012.DAT Last trading day was 250324 Closing price was 20374.2500 Current V value is 772.000000 (3088 ticks) K1 value is 0.37 V*K1 for tomorrow is 285.640000 (1143 ticks) BuyStop for tomorrow is 20563.7500 SellStop is 19992.5000 Protective stop price is 17874.2500 Profit objective price is 21070.5000 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 long 1 contract(s) at 20050.5000 Open trade equity is 6475.00 From 190102 total profit is 496060.00 current drawdown is -20540.00 maximum drawdown was -28215.00 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 MICRO NASDAQ 100 1567 Trading days from 190102 to 250324 Running .DAT file NQM300.DAT Last trading day was 250324 Closing price was 20374.2500 Current V value is 772.000000 (3088 ticks) K1 value is 0.37 V*K1 for tomorrow is 285.640000 (1143 ticks) BuyStop for tomorrow is 20563.7500 SellStop is 19992.5000 Protective stop price is 0.0000 Profit objective price is 21070.5000 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 long 1 contract(s) at 20050.5000 Open trade equity is 647.50 From 190102 total profit is 33451.00 current drawdown is -2189.00 maximum drawdown was -4941.50 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 DOW FUTURES 1567 Trading days from 190102 to 250324 Running .DAT file YMN001.DAT Last trading day was 250324 Closing price was 42898.0000 Current V value is 1381.000000 (1381 ticks) K1 value is 0.43 V*K1 for tomorrow is 593.830000 (594 ticks) BuyStop for tomorrow is 43291.0000 SellStop is 42103.0000 Protective stop price is 32898.0000 Profit objective price is 43401.0000 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 long 1 contract(s) at 42641.0000 Open trade equity is 1285.00 From 190102 total profit is 199410.00 current drawdown is 0.00 maximum drawdown was -14605.00 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 100 GOLD 1566 Trading days from 190102 to 250324 Running .DAT file GC1004.DAT Last trading day was 250324 Closing price was 3044.0000 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 3095.0400 SellStop is 3002.5600 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 1566 Trading days from 190102 to 250324 Running .DAT file GC2006.DAT Last trading day was 250324 Closing price was 3044.0000 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 3095.0400 SellStop is 3002.5600 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 1566 Trading days from 190102 to 250324 Running .DAT file GC3002.DAT Last trading day was 250324 Closing price was 3044.0000 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 3106.2500 SellStop is 2996.1500 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 1566 Trading days from 190102 to 250324 Running .DAT file SI1009.DAT Last trading day was 250324 Closing price was 33.4500 Current V value is 0.791664 (792 ticks) K1 value is 0.50 V*K1 for tomorrow is 0.395832 (396 ticks) BuyStop and SellStop computation requires tomorrow's Open Protective stop price is 34.1850 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 4355.00 From 190102 total profit is 388074.99 current drawdown is 0.00 maximum drawdown was -20734.99 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 2500 COMEX SILVER 1566 Trading days from 190102 to 250324 Running .DAT file SI2019.DAT Last trading day was 250324 Closing price was 33.4500 Current V value is 0.757986 (758 ticks) K1 value is 0.42 V*K1 for tomorrow is 0.318354 (318 ticks) BuyStop and SellStop computation requires tomorrow's Open Protective stop price is 34.6800 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 2155.00 From 190102 total profit is 180240.00 current drawdown is -1062.50 maximum drawdown was -9987.50 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 1000 COMEX SILVER 1566 Trading days from 190102 to 250324 Running .DAT file SI3013.DAT Last trading day was 250324 Closing price was 33.4500 Current V value is 0.757986 (758 ticks) K1 value is 0.42 V*K1 for tomorrow is 0.318354 (318 ticks) BuyStop and SellStop computation requires tomorrow's Open Protective stop price is 34.6750 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 862.00 From 190102 total profit is 57861.00 current drawdown is -455.00 maximum drawdown was -4325.00 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 COPPER 25000 1566 Trading days from 190102 to 250324 Running .DAT file HG1001.DAT Last trading day was 250324 Closing price was 5.0925 Current V value is 0.317000 (6340 ticks) K1 value is 0.30 V*K1 for tomorrow is 0.095100 (1902 ticks) BuyStop for tomorrow is 5.1876 SellStop is 4.9974 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 1566 Trading days from 190102 to 250324 Running .DAT file HG2001.DAT Last trading day was 250324 Closing price was 5.0925 Current V value is 0.317000 (6340 ticks) K1 value is 0.30 V*K1 for tomorrow is 0.095100 (1902 ticks) BuyStop for tomorrow is 5.1876 SellStop is 4.9974 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 1566 Trading days from 190102 to 250324 Running .DAT file CL1004.DAT Last trading day was 250324 Closing price was 68.6600 Current V value is 1.351979 (135 ticks) K1 value is 0.84 V*K1 for tomorrow is 1.135663 (114 ticks) BuyStop and SellStop computation requires tomorrow's Open Protective stop price is 18.6600 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 640.00 From 190102 total profit is 166110.00 current drawdown is -4040.00 maximum drawdown was -19480.00 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 500 CRUDE OIL 1566 Trading days from 190102 to 250324 Running .DAT file CL2009.DAT Last trading day was 250324 Closing price was 68.6600 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 70.1000 SellStop is 67.2200 Protective stop price is 58.8600 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 430.00 From 190102 total profit is 91930.01 current drawdown is -515.00 maximum drawdown was -9000.00 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 42000 GASLOINE 1566 Trading days from 190102 to 250324 Running .DAT file RBN001.DAT Last trading day was 250324 Closing price was 2.2008 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 2.2257 SellStop is 2.1759 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 flat From 190102 total profit is 176484.61 current drawdown is 0.00 maximum drawdown was -17425.20 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 MICRO BITCOIN 1567 Trading days from 190102 to 250324 Running .DAT file BTC009.DAT Last trading day was 250324 Closing price was 88415.0000 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 91028.0000 SellStop is 82872.0000 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 1567 Trading days from 190102 to 250324 Running .DAT file J6N105.DAT Last trading day was 250324 Closing price was 0.6705 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 0.6779 SellStop is 0.6662 Protective stop price is 0.7067 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 25.00 From 190102 total profit is 67518.76 current drawdown is -3875.00 maximum drawdown was -6356.25 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 625000 YEN 1567 Trading days from 190102 to 250324 Running .DAT file J7M205.DAT Last trading day was 250324 Closing price was 0.6705 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 0.6779 SellStop is 0.6662 Protective stop price is 0.7067 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 12.50 From 190102 total profit is 31234.38 current drawdown is -2012.50 maximum drawdown was -3318.75 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 DOLLAR INDEX 1601 Trading days from 190102 to 250324 Running .DAT file DXX006.DAT Last trading day was 250324 Closing price was 103.9360 Current V value is 0.582554 (5826 ticks) K1 value is 0.54 V*K1 for tomorrow is 0.314579 (3146 ticks) BuyStop for tomorrow is 104.4446 SellStop is 103.1704 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 1567 Trading days from 190102 to 250324 Running .DAT file E6N010.DAT Last trading day was 250324 Closing price was 1.0856 Current V value is 0.060200 (602 ticks) K1 value is 0.30 V*K1 for tomorrow is 0.018060 (181 ticks) BuyStop for tomorrow is 1.1037 SellStop is 1.0676 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 1567 Trading days from 190102 to 250324 Running .DAT file E7M008.DAT Last trading day was 250324 Closing price was 1.0856 Current V value is 0.021200 (212 ticks) K1 value is 0.42 V*K1 for tomorrow is 0.008904 (89 ticks) BuyStop for tomorrow is 1.0946 SellStop is 1.0767 V is less than high filter value of 225 V is greater than low filter value of 0 High/Low filters 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 1568 Trading days from 190102 to 250324 Running .DAT file S6N004.DAT Last trading day was 250324 Closing price was 1.1435 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 1.1615 SellStop is 1.1271 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 4031.25 From 190102 total profit is 70556.25 current drawdown is 0.00 maximum drawdown was -9112.50 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 100000 CANADIAN 1566 Trading days from 190102 to 250324 Running .DAT file D6N001.DAT Last trading day was 250324 Closing price was 0.7015 Current V value is 0.003000 (30 ticks) K1 value is 1.21 V*K1 for tomorrow is 0.003630 (36 ticks) BuyStop for tomorrow is 0.7049 SellStop is 0.6976 Protective stop price is 0.6803 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 150.00 From 190102 total profit is 21880.00 current drawdown is -3575.00 maximum drawdown was -4765.00 ================================================================