================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 MINI SP 500 1571 Trading days from 190102 to 250328 Running .DAT file ESN001.DAT Last trading day was 250328 Closing price was 5623.0000 Current V value is 145.500000 (582 ticks) K1 value is 0.57 V*K1 for tomorrow is 82.935000 (332 ticks) BuyStop for tomorrow is 5706.0000 SellStop is 5540.0000 Protective stop price is 5718.0000 Profit objective price is 5569.2500 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 short 1 contract(s) at 5777.2500 Open trade equity is 7712.50 From 190102 total profit is 224050.00 current drawdown is -6475.00 maximum drawdown was -24537.50 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 MICRO SP 500 1571 Trading days from 190102 to 250328 Running .DAT file ESM300.DAT Last trading day was 250328 Closing price was 5623.0000 Current V value is 224.250000 (897 ticks) K1 value is 0.48 V*K1 for tomorrow is 107.640000 (431 ticks) BuyStop for tomorrow is 5765.2500 SellStop is 5550.0000 Protective stop price is 5883.0000 Profit objective price is 5342.2500 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 short 1 contract(s) at 5662.2500 Open trade equity is 196.25 From 190102 total profit is 20238.75 current drawdown is -1920.00 maximum drawdown was -2593.75 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 MINI NASDAQ 100 1571 Trading days from 190102 to 250328 Running .DAT file NQN012.DAT Last trading day was 250328 Closing price was 19457.0000 Current V value is 1131.000000 (4524 ticks) K1 value is 0.37 V*K1 for tomorrow is 418.470000 (1674 ticks) BuyStop for tomorrow is 20027.2500 SellStop is 19190.2500 Protective stop price is 21957.0000 Profit objective price is 19087.5000 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 short 1 contract(s) at 20107.5000 Open trade equity is 13010.00 From 190102 total profit is 503685.00 current drawdown is -19450.00 maximum drawdown was -28215.00 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 MICRO NASDAQ 100 1571 Trading days from 190102 to 250328 Running .DAT file NQM300.DAT Last trading day was 250328 Closing price was 19457.0000 Current V value is 1131.000000 (4524 ticks) K1 value is 0.37 V*K1 for tomorrow is 418.470000 (1674 ticks) BuyStop for tomorrow is 20027.2500 SellStop is 19190.2500 Protective stop price is 44457.0000 Profit objective price is 19087.5000 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 short 1 contract(s) at 20107.5000 Open trade equity is 1301.00 From 190102 total profit is 34168.50 current drawdown is -2125.00 maximum drawdown was -4941.50 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 DOW FUTURES 1571 Trading days from 190102 to 250328 Running .DAT file YMN001.DAT Last trading day was 250328 Closing price was 41851.0000 Current V value is 1434.000000 (1434 ticks) K1 value is 0.43 V*K1 for tomorrow is 616.620000 (617 ticks) BuyStop for tomorrow is 42807.0000 SellStop is 41573.0000 Protective stop price is 51851.0000 Profit objective price is 41305.0000 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 short 1 contract(s) at 42065.0000 Open trade equity is 1070.00 From 190102 total profit is 196265.00 current drawdown is -2930.00 maximum drawdown was -14605.00 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 100 GOLD 1570 Trading days from 190102 to 250328 Running .DAT file GC1004.DAT Last trading day was 250328 Closing price was 3114.3000 Current V value is 58.899902 (5890 ticks) K1 value is 0.63 V*K1 for tomorrow is 37.106938 (3711 ticks) BuyStop for tomorrow is 3148.7700 SellStop is 3074.5600 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 1570 Trading days from 190102 to 250328 Running .DAT file GC2006.DAT Last trading day was 250328 Closing price was 3114.3000 Current V value is 58.899902 (5890 ticks) K1 value is 0.63 V*K1 for tomorrow is 37.106938 (3711 ticks) BuyStop for tomorrow is 3148.7700 SellStop is 3074.5600 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 1570 Trading days from 190102 to 250328 Running .DAT file GC3002.DAT Last trading day was 250328 Closing price was 3114.3000 Current V value is 58.899902 (5890 ticks) K1 value is 0.75 V*K1 for tomorrow is 44.174927 (4417 ticks) BuyStop for tomorrow is 3154.5200 SellStop is 3066.1800 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 1570 Trading days from 190102 to 250328 Running .DAT file SI1009.DAT Last trading day was 250328 Closing price was 34.8140 Current V value is 0.854998 (855 ticks) K1 value is 0.50 V*K1 for tomorrow is 0.427499 (427 ticks) BuyStop and SellStop computation requires tomorrow's Open 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 flat From 190102 total profit is 387465.00 current drawdown is 0.00 maximum drawdown was -20734.99 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 2500 COMEX SILVER 1570 Trading days from 190102 to 250328 Running .DAT file SI2019.DAT Last trading day was 250328 Closing price was 34.8140 Current V value is 0.836695 (837 ticks) K1 value is 0.42 V*K1 for tomorrow is 0.351412 (351 ticks) BuyStop and SellStop computation requires tomorrow's Open Protective stop price is 36.0440 Profit objective price is 32.2950 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 34.9750 Open trade equity is 402.50 From 190102 total profit is 182365.01 current drawdown is 0.00 maximum drawdown was -9987.50 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 1000 COMEX SILVER 1570 Trading days from 190102 to 250328 Running .DAT file SI3013.DAT Last trading day was 250328 Closing price was 34.8140 Current V value is 0.836695 (837 ticks) K1 value is 0.42 V*K1 for tomorrow is 0.351412 (351 ticks) BuyStop and SellStop computation requires tomorrow's Open Protective stop price is 36.0390 Profit objective price is 32.2750 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 34.9750 Open trade equity is 161.00 From 190102 total profit is 58651.00 current drawdown is 0.00 maximum drawdown was -4325.00 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 COPPER 25000 1570 Trading days from 190102 to 250328 Running .DAT file HG1001.DAT Last trading day was 250328 Closing price was 5.1300 Current V value is 0.281500 (5630 ticks) K1 value is 0.30 V*K1 for tomorrow is 0.084450 (1689 ticks) BuyStop for tomorrow is 5.2145 SellStop is 5.0456 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 1570 Trading days from 190102 to 250328 Running .DAT file HG2001.DAT Last trading day was 250328 Closing price was 5.1300 Current V value is 0.281500 (5630 ticks) K1 value is 0.30 V*K1 for tomorrow is 0.084450 (1689 ticks) BuyStop for tomorrow is 5.2145 SellStop is 5.0456 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 1570 Trading days from 190102 to 250328 Running .DAT file CL1004.DAT Last trading day was 250328 Closing price was 68.9000 Current V value is 1.141169 (114 ticks) K1 value is 0.84 V*K1 for tomorrow is 0.958582 (96 ticks) BuyStop and SellStop computation requires tomorrow's Open Protective stop price is 118.5400 Profit objective price is 61.8400 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 short 1 contract(s) at 68.5400 Open trade equity is -360.00 From 190102 total profit is 165580.00 current drawdown is -3570.00 maximum drawdown was -19480.00 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 500 CRUDE OIL 1570 Trading days from 190102 to 250328 Running .DAT file CL2009.DAT Last trading day was 250328 Closing price was 68.9000 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 70.3400 SellStop is 67.4600 Protective stop price is 59.6900 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 550.00 From 190102 total profit is 92050.01 current drawdown is -515.00 maximum drawdown was -9000.00 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 42000 GASLOINE 1570 Trading days from 190102 to 250328 Running .DAT file RBN001.DAT Last trading day was 250328 Closing price was 2.2340 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 2.2589 SellStop is 2.2091 Protective stop price is 1.0559 Profit objective price is 2.2864 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 2.2316 Open trade equity is 100.80 From 190102 total profit is 176585.41 current drawdown is 0.00 maximum drawdown was -17425.20 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 MICRO BITCOIN 1571 Trading days from 190102 to 250328 Running .DAT file BTC009.DAT Last trading day was 250328 Closing price was 84045.0000 Current V value is 4895.000000 (4895 ticks) K1 value is 0.57 V*K1 for tomorrow is 2790.150000 (2790 ticks) BuyStop for tomorrow is 88710.0000 SellStop is 83130.0000 Protective stop price is 94045.0000 Profit objective price is 54425.0000 V is less than high filter value of 5575 V is greater than low filter value of 0 High/Low filters permit trading for tomorrow Currently short 1 contract(s) at 84425.0000 Open trade equity is 38.00 From 190102 total profit is 17033.30 current drawdown is -1146.00 maximum drawdown was -1234.00 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 1250000 YEN 1571 Trading days from 190102 to 250328 Running .DAT file J6N105.DAT Last trading day was 250328 Closing price was 0.6726 Current V value is 0.006850 (69 ticks) K1 value is 0.83 V*K1 for tomorrow is 0.005686 (57 ticks) BuyStop for tomorrow is 0.6769 SellStop is 0.6655 Protective stop price is 0.7038 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 -243.75 From 190102 total profit is 67250.01 current drawdown is -3875.00 maximum drawdown was -6356.25 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 625000 YEN 1571 Trading days from 190102 to 250328 Running .DAT file J7M205.DAT Last trading day was 250328 Closing price was 0.6726 Current V value is 0.006850 (69 ticks) K1 value is 0.83 V*K1 for tomorrow is 0.005686 (57 ticks) BuyStop for tomorrow is 0.6769 SellStop is 0.6655 Protective stop price is 0.7038 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 -121.87 From 190102 total profit is 31100.00 current drawdown is -2012.50 maximum drawdown was -3318.75 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 DOLLAR INDEX 1605 Trading days from 190102 to 250328 Running .DAT file DXX006.DAT Last trading day was 250328 Closing price was 103.7090 Current V value is 0.586888 (5869 ticks) K1 value is 0.54 V*K1 for tomorrow is 0.316920 (3169 ticks) BuyStop for tomorrow is 104.4719 SellStop is 103.2431 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 1571 Trading days from 190102 to 250328 Running .DAT file E6N010.DAT Last trading day was 250328 Closing price was 1.0872 Current V value is 0.021700 (217 ticks) K1 value is 0.30 V*K1 for tomorrow is 0.006510 (65 ticks) BuyStop for tomorrow is 1.0938 SellStop is 1.0807 V is less than high filter value of 375 V is greater than low filter value of 0 High/Low filters 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 1571 Trading days from 190102 to 250328 Running .DAT file E7M008.DAT Last trading day was 250328 Closing price was 1.0872 Current V value is 0.021700 (217 ticks) K1 value is 0.42 V*K1 for tomorrow is 0.009114 (91 ticks) BuyStop for tomorrow is 1.0964 SellStop is 1.0781 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 1572 Trading days from 190102 to 250328 Running .DAT file S6N004.DAT Last trading day was 250328 Closing price was 1.1444 Current V value is 0.012150 (122 ticks) K1 value is 0.70 V*K1 for tomorrow is 0.008505 (85 ticks) BuyStop for tomorrow is 1.1531 SellStop is 1.1361 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 4156.24 From 190102 total profit is 70681.24 current drawdown is 0.00 maximum drawdown was -9112.50 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 100000 CANADIAN 1570 Trading days from 190102 to 250328 Running .DAT file D6N001.DAT Last trading day was 250328 Closing price was 0.7013 Current V value is 0.003400 (34 ticks) K1 value is 1.21 V*K1 for tomorrow is 0.004114 (41 ticks) BuyStop for tomorrow is 0.7059 SellStop is 0.6977 Protective stop price is 0.6808 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 125.00 From 190102 total profit is 21855.00 current drawdown is -3575.00 maximum drawdown was -4765.00 ================================================================