================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 MINI SP 500 1574 Trading days from 190102 to 250402 Running .DAT file ESN001.DAT Last trading day was 250402 Closing price was 5712.2500 Current V value is 207.000000 (828 ticks) K1 value is 0.57 V*K1 for tomorrow is 117.990000 (472 ticks) BuyStop for tomorrow is 5830.2500 SellStop is 5594.2500 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 1574 Trading days from 190102 to 250402 Running .DAT file ESM300.DAT Last trading day was 250402 Closing price was 5712.2500 Current V value is 225.750000 (903 ticks) K1 value is 0.48 V*K1 for tomorrow is 108.360000 (433 ticks) BuyStop for tomorrow is 5792.2500 SellStop is 5575.5000 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 -250.00 From 190102 total profit is 19792.50 current drawdown is -1920.00 maximum drawdown was -2593.75 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 MINI NASDAQ 100 1574 Trading days from 190102 to 250402 Running .DAT file NQN012.DAT Last trading day was 250402 Closing price was 19758.0000 Current V value is 1013.500000 (4054 ticks) K1 value is 0.37 V*K1 for tomorrow is 374.995000 (1500 ticks) BuyStop for tomorrow is 20001.2500 SellStop is 19251.2500 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 1574 Trading days from 190102 to 250402 Running .DAT file NQM300.DAT Last trading day was 250402 Closing price was 19758.0000 Current V value is 1013.500000 (4054 ticks) K1 value is 0.37 V*K1 for tomorrow is 374.995000 (1500 ticks) BuyStop for tomorrow is 20001.2500 SellStop is 19251.2500 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 1574 Trading days from 190102 to 250402 Running .DAT file YMN001.DAT Last trading day was 250402 Closing price was 42492.0000 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 43097.0000 SellStop is 41617.0000 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 -2135.00 From 190102 total profit is 193060.00 current drawdown is -2930.00 maximum drawdown was -14605.00 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 100 GOLD 1573 Trading days from 190102 to 250402 Running .DAT file GC1004.DAT Last trading day was 250402 Closing price was 3166.2000 Current V value is 65.900146 (6590 ticks) K1 value is 0.63 V*K1 for tomorrow is 41.517092 (4152 ticks) BuyStop for tomorrow is 3209.3500 SellStop is 3126.3200 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 1573 Trading days from 190102 to 250402 Running .DAT file GC2006.DAT Last trading day was 250402 Closing price was 3166.2000 Current V value is 65.900146 (6590 ticks) K1 value is 0.63 V*K1 for tomorrow is 41.517092 (4152 ticks) BuyStop for tomorrow is 3209.3500 SellStop is 3126.3200 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 1573 Trading days from 190102 to 250402 Running .DAT file GC3002.DAT Last trading day was 250402 Closing price was 3166.2000 Current V value is 65.900146 (6590 ticks) K1 value is 0.75 V*K1 for tomorrow is 49.425110 (4943 ticks) BuyStop for tomorrow is 3218.0800 SellStop is 3119.2200 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 1573 Trading days from 190102 to 250402 Running .DAT file SI1009.DAT Last trading day was 250402 Closing price was 34.6500 Current V value is 0.899998 (900 ticks) K1 value is 0.50 V*K1 for tomorrow is 0.449999 (450 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 1573 Trading days from 190102 to 250402 Running .DAT file SI2019.DAT Last trading day was 250402 Closing price was 34.6500 Current V value is 0.861867 (862 ticks) K1 value is 0.42 V*K1 for tomorrow is 0.361984 (362 ticks) BuyStop and SellStop computation requires tomorrow's Open Protective stop price is 33.5070 Profit objective price is 37.4170 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 long 1 contract(s) at 34.7370 Open trade equity is -217.50 From 190102 total profit is 179207.51 current drawdown is -2537.50 maximum drawdown was -9987.50 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 1000 COMEX SILVER 1573 Trading days from 190102 to 250402 Running .DAT file SI3013.DAT Last trading day was 250402 Closing price was 34.6500 Current V value is 0.861867 (862 ticks) K1 value is 0.42 V*K1 for tomorrow is 0.361984 (362 ticks) BuyStop and SellStop computation requires tomorrow's Open Protective stop price is 33.5120 Profit objective price is 37.4370 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 long 1 contract(s) at 34.7370 Open trade equity is -87.00 From 190102 total profit is 57328.00 current drawdown is -1075.00 maximum drawdown was -4325.00 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 COPPER 25000 1573 Trading days from 190102 to 250402 Running .DAT file HG1001.DAT Last trading day was 250402 Closing price was 5.0405 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 5.1425 SellStop is 4.9385 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 1573 Trading days from 190102 to 250402 Running .DAT file HG2001.DAT Last trading day was 250402 Closing price was 5.0405 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 5.1425 SellStop is 4.9385 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 1573 Trading days from 190102 to 250402 Running .DAT file CL1004.DAT Last trading day was 250402 Closing price was 71.2300 Current V value is 1.496052 (150 ticks) K1 value is 0.84 V*K1 for tomorrow is 1.256684 (126 ticks) BuyStop and SellStop computation requires tomorrow's Open Protective stop price is 21.2300 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 1270.00 From 190102 total profit is 165740.00 current drawdown is -5040.00 maximum drawdown was -19480.00 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 500 CRUDE OIL 1573 Trading days from 190102 to 250402 Running .DAT file CL2009.DAT Last trading day was 250402 Closing price was 71.2300 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 72.6700 SellStop is 69.7900 Protective stop price is 61.4300 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 1715.00 From 190102 total profit is 93215.01 current drawdown is -515.00 maximum drawdown was -9000.00 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 42000 GASLOINE 1573 Trading days from 190102 to 250402 Running .DAT file RBN001.DAT Last trading day was 250402 Closing price was 2.3152 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 2.3500 SellStop is 2.2804 Protective stop price is 1.1334 Profit objective price is 2.3787 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 2.3239 Open trade equity is -365.40 From 190102 total profit is 178370.82 current drawdown is 0.00 maximum drawdown was -17425.20 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 MICRO BITCOIN 1574 Trading days from 190102 to 250402 Running .DAT file BTC009.DAT Last trading day was 250402 Closing price was 87375.0000 Current V value is 4765.000000 (4765 ticks) K1 value is 0.57 V*K1 for tomorrow is 2716.050000 (2716 ticks) BuyStop for tomorrow is 89379.0000 SellStop is 83946.0000 Protective stop price is 77375.0000 Profit objective price is 115655.0000 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 long 1 contract(s) at 85655.0000 Open trade equity is 172.00 From 190102 total profit is 16994.30 current drawdown is -1319.00 maximum drawdown was -1349.50 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 1250000 YEN 1574 Trading days from 190102 to 250402 Running .DAT file J6N105.DAT Last trading day was 250402 Closing price was 0.6726 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 0.6789 SellStop is 0.6671 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 -531.25 From 190102 total profit is 66137.50 current drawdown is -4700.00 maximum drawdown was -6356.25 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 625000 YEN 1574 Trading days from 190102 to 250402 Running .DAT file J7M205.DAT Last trading day was 250402 Closing price was 0.6726 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 0.6789 SellStop is 0.6671 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 -265.63 From 190102 total profit is 30518.75 current drawdown is -2450.00 maximum drawdown was -3318.75 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 DOLLAR INDEX 1608 Trading days from 190102 to 250402 Running .DAT file DXX006.DAT Last trading day was 250402 Closing price was 103.4910 Current V value is 0.592111 (5921 ticks) K1 value is 0.54 V*K1 for tomorrow is 0.319740 (3197 ticks) BuyStop for tomorrow is 104.3247 SellStop is 102.7003 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 1574 Trading days from 190102 to 250402 Running .DAT file E6N010.DAT Last trading day was 250402 Closing price was 1.0900 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 1.0966 SellStop is 1.0835 Protective stop price is 1.0666 Profit objective price is 1.1010 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 long 1 contract(s) at 1.0898 Open trade equity is 31.25 From 190102 total profit is 45462.50 current drawdown is -1000.00 maximum drawdown was -7931.26 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 62500 EUR0 FX MINI 1574 Trading days from 190102 to 250402 Running .DAT file E7M008.DAT Last trading day was 250402 Closing price was 1.0900 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 1.0992 SellStop is 1.0809 Protective stop price is 1.0644 Profit objective price is 1.1292 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 long 1 contract(s) at 1.0924 Open trade equity is -146.88 From 190102 total profit is 25171.87 current drawdown is 0.00 maximum drawdown was -3881.25 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 125000 SWISS FRANC 1575 Trading days from 190102 to 250402 Running .DAT file S6N004.DAT Last trading day was 250402 Closing price was 1.1433 Current V value is 0.008600 (86 ticks) K1 value is 0.70 V*K1 for tomorrow is 0.006020 (60 ticks) BuyStop for tomorrow is 1.1487 SellStop is 1.1367 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 4012.51 From 190102 total profit is 70537.50 current drawdown is 0.00 maximum drawdown was -9112.50 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 100000 CANADIAN 1573 Trading days from 190102 to 250402 Running .DAT file D6N001.DAT Last trading day was 250402 Closing price was 0.7007 Current V value is 0.007050 (70 ticks) K1 value is 1.21 V*K1 for tomorrow is 0.008530 (85 ticks) BuyStop for tomorrow is 0.7107 SellStop is 0.6936 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 ================================================================