================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 MINI SP 500 1572 Trading days from 190102 to 250331 Running .DAT file ESN001.DAT Last trading day was 250331 Closing price was 5653.2500 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 5736.2500 SellStop is 5570.2500 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 226687.50 current drawdown is 0.00 maximum drawdown was -24537.50 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 MICRO SP 500 1572 Trading days from 190102 to 250331 Running .DAT file ESM300.DAT Last trading day was 250331 Closing price was 5653.2500 Current V value is 292.750000 (1171 ticks) K1 value is 0.48 V*K1 for tomorrow is 140.520000 (562 ticks) BuyStop for tomorrow is 5760.5000 SellStop is 5479.5000 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 45.00 From 190102 total profit is 20087.50 current drawdown is -1920.00 maximum drawdown was -2593.75 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 MINI NASDAQ 100 1572 Trading days from 190102 to 250331 Running .DAT file NQN012.DAT Last trading day was 250331 Closing price was 19439.5000 Current V value is 1511.750000 (6047 ticks) K1 value is 0.37 V*K1 for tomorrow is 559.347500 (2237 ticks) BuyStop for tomorrow is 19861.2500 SellStop is 18742.7500 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 flat From 190102 total profit is 511025.00 current drawdown is 0.00 maximum drawdown was -28215.00 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 MICRO NASDAQ 100 1572 Trading days from 190102 to 250331 Running .DAT file NQM300.DAT Last trading day was 250331 Closing price was 19439.5000 Current V value is 1511.750000 (6047 ticks) K1 value is 0.37 V*K1 for tomorrow is 559.347500 (2237 ticks) BuyStop for tomorrow is 19861.2500 SellStop is 18742.7500 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 flat From 190102 total profit is 34857.50 current drawdown is -178.50 maximum drawdown was -4941.50 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 DOW FUTURES 1572 Trading days from 190102 to 250331 Running .DAT file YMN001.DAT Last trading day was 250331 Closing price was 42259.0000 Current V value is 1720.000000 (1720 ticks) K1 value is 0.43 V*K1 for tomorrow is 739.600000 (740 ticks) BuyStop for tomorrow is 42665.0000 SellStop is 41186.0000 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 -970.00 From 190102 total profit is 194225.00 current drawdown is -2930.00 maximum drawdown was -14605.00 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 100 GOLD 1571 Trading days from 190102 to 250331 Running .DAT file GC1004.DAT Last trading day was 250331 Closing price was 3150.3000 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 3178.6700 SellStop is 3104.4600 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 1571 Trading days from 190102 to 250331 Running .DAT file GC2006.DAT Last trading day was 250331 Closing price was 3150.3000 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 3178.6700 SellStop is 3104.4600 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 1571 Trading days from 190102 to 250331 Running .DAT file GC3002.DAT Last trading day was 250331 Closing price was 3150.3000 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 3181.3700 SellStop is 3093.0300 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 1571 Trading days from 190102 to 250331 Running .DAT file SI1009.DAT Last trading day was 250331 Closing price was 34.6110 Current V value is 1.054998 (1055 ticks) K1 value is 0.50 V*K1 for tomorrow is 0.527499 (527 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 1571 Trading days from 190102 to 250331 Running .DAT file SI2019.DAT Last trading day was 250331 Closing price was 34.6110 Current V value is 0.876356 (876 ticks) K1 value is 0.42 V*K1 for tomorrow is 0.368069 (368 ticks) BuyStop and SellStop computation requires tomorrow's Open Protective stop price is 33.9460 Profit objective price is 37.8560 V is equal to or greater than high filter value of 875 V is greater than low filter value of 0 High filter does not permit trading for tomorrow Currently long 1 contract(s) at 35.1760 Open trade equity is -1412.50 From 190102 total profit is 179997.50 current drawdown is -552.50 maximum drawdown was -9987.50 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 1000 COMEX SILVER 1571 Trading days from 190102 to 250331 Running .DAT file SI3013.DAT Last trading day was 250331 Closing price was 34.6110 Current V value is 0.876356 (876 ticks) K1 value is 0.42 V*K1 for tomorrow is 0.368069 (368 ticks) BuyStop and SellStop computation requires tomorrow's Open Protective stop price is 33.9510 Profit objective price is 37.8760 V is equal to or greater than high filter value of 875 V is greater than low filter value of 0 High filter does not permit trading for tomorrow Currently long 1 contract(s) at 35.1760 Open trade equity is -565.00 From 190102 total profit is 57674.00 current drawdown is -251.00 maximum drawdown was -4325.00 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 COPPER 25000 1571 Trading days from 190102 to 250331 Running .DAT file HG1001.DAT Last trading day was 250331 Closing price was 5.0340 Current V value is 0.340000 (6800 ticks) K1 value is 0.30 V*K1 for tomorrow is 0.102000 (2040 ticks) BuyStop for tomorrow is 5.1360 SellStop is 4.9320 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 1571 Trading days from 190102 to 250331 Running .DAT file HG2001.DAT Last trading day was 250331 Closing price was 5.0340 Current V value is 0.340000 (6800 ticks) K1 value is 0.30 V*K1 for tomorrow is 0.102000 (2040 ticks) BuyStop for tomorrow is 5.1360 SellStop is 4.9320 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 1571 Trading days from 190102 to 250331 Running .DAT file CL1004.DAT Last trading day was 250331 Closing price was 70.9500 Current V value is 1.632264 (163 ticks) K1 value is 0.84 V*K1 for tomorrow is 1.371101 (137 ticks) BuyStop and SellStop computation requires tomorrow's Open Protective stop price is 20.9500 Profit objective price is 76.6600 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 69.9600 Open trade equity is 990.00 From 190102 total profit is 165460.00 current drawdown is -5040.00 maximum drawdown was -19480.00 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 500 CRUDE OIL 1571 Trading days from 190102 to 250331 Running .DAT file CL2009.DAT Last trading day was 250331 Closing price was 70.9500 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 72.3900 SellStop is 69.5100 Protective stop price is 61.1500 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 1575.00 From 190102 total profit is 93075.00 current drawdown is -515.00 maximum drawdown was -9000.00 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 42000 GASLOINE 1571 Trading days from 190102 to 250331 Running .DAT file RBN001.DAT Last trading day was 250331 Closing price was 2.2805 Current V value is 0.065600 (656 ticks) K1 value is 0.53 V*K1 for tomorrow is 0.034768 (348 ticks) BuyStop for tomorrow is 2.3153 SellStop is 2.2457 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 178736.21 current drawdown is 0.00 maximum drawdown was -17425.20 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 MICRO BITCOIN 1572 Trading days from 190102 to 250331 Running .DAT file BTC009.DAT Last trading day was 250331 Closing price was 82710.0000 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 85653.0000 SellStop is 80072.0000 Protective stop price is 92710.0000 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 171.50 From 190102 total profit is 17166.80 current drawdown is -1146.00 maximum drawdown was -1234.00 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 1250000 YEN 1572 Trading days from 190102 to 250331 Running .DAT file J6N105.DAT Last trading day was 250331 Closing price was 0.6719 Current V value is 0.007100 (71 ticks) K1 value is 0.83 V*K1 for tomorrow is 0.005893 (59 ticks) BuyStop for tomorrow is 0.6797 SellStop is 0.6679 Protective stop price is 0.6407 Profit objective price is 0.7185 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 long 1 contract(s) at 0.6769 Open trade equity is -625.00 From 190102 total profit is 66043.75 current drawdown is -4700.00 maximum drawdown was -6356.25 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 625000 YEN 1572 Trading days from 190102 to 250331 Running .DAT file J7M205.DAT Last trading day was 250331 Closing price was 0.6719 Current V value is 0.007100 (71 ticks) K1 value is 0.83 V*K1 for tomorrow is 0.005893 (59 ticks) BuyStop for tomorrow is 0.6797 SellStop is 0.6679 Protective stop price is 0.6407 Profit objective price is 0.7185 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 long 1 contract(s) at 0.6769 Open trade equity is -312.50 From 190102 total profit is 30471.88 current drawdown is -2450.00 maximum drawdown was -3318.75 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 DOLLAR INDEX 1606 Trading days from 190102 to 250331 Running .DAT file DXX006.DAT Last trading day was 250331 Closing price was 103.8830 Current V value is 0.605778 (6058 ticks) K1 value is 0.54 V*K1 for tomorrow is 0.327120 (3271 ticks) BuyStop for tomorrow is 104.3971 SellStop is 103.0929 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 1572 Trading days from 190102 to 250331 Running .DAT file E6N010.DAT Last trading day was 250331 Closing price was 1.0862 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 1.0927 SellStop is 1.0797 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 1572 Trading days from 190102 to 250331 Running .DAT file E7M008.DAT Last trading day was 250331 Closing price was 1.0862 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 1.0953 SellStop is 1.0771 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 1573 Trading days from 190102 to 250331 Running .DAT file S6N004.DAT Last trading day was 250331 Closing price was 1.1407 Current V value is 0.012850 (129 ticks) K1 value is 0.70 V*K1 for tomorrow is 0.008995 (90 ticks) BuyStop for tomorrow is 1.1522 SellStop is 1.1342 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 3687.50 From 190102 total profit is 70212.49 current drawdown is 0.00 maximum drawdown was -9112.50 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 100000 CANADIAN 1571 Trading days from 190102 to 250331 Running .DAT file D6N001.DAT Last trading day was 250331 Closing price was 0.6983 Current V value is 0.004800 (48 ticks) K1 value is 1.21 V*K1 for tomorrow is 0.005808 (58 ticks) BuyStop for tomorrow is 0.7055 SellStop is 0.6938 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 flat From 190102 total profit is 21450.00 current drawdown is -3855.00 maximum drawdown was -4765.00 ================================================================