================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 MINI SP 500 1580 Trading days from 190102 to 250410 Running .DAT file ESN001.DAT Last trading day was 250410 Closing price was 5302.0000 Current V value is 648.250000 (2593 ticks) K1 value is 0.57 V*K1 for tomorrow is 369.502500 (1478 ticks) BuyStop for tomorrow is 5671.5000 SellStop is 4932.5000 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 1580 Trading days from 190102 to 250410 Running .DAT file ESM300.DAT Last trading day was 250410 Closing price was 5302.0000 Current V value is 661.000000 (2644 ticks) K1 value is 0.48 V*K1 for tomorrow is 317.280000 (1269 ticks) BuyStop for tomorrow is 5643.0000 SellStop is 5008.5000 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 flat From 190102 total profit is 17662.50 current drawdown is -4525.00 maximum drawdown was -4525.00 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 MINI NASDAQ 100 1580 Trading days from 190102 to 250410 Running .DAT file NQN012.DAT Last trading day was 250410 Closing price was 18522.5000 Current V value is 2828.750000 (11315 ticks) K1 value is 0.37 V*K1 for tomorrow is 1046.637500 (4187 ticks) BuyStop for tomorrow is 19655.0000 SellStop is 17561.7500 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 1580 Trading days from 190102 to 250410 Running .DAT file NQM300.DAT Last trading day was 250410 Closing price was 18522.5000 Current V value is 2828.750000 (11315 ticks) K1 value is 0.37 V*K1 for tomorrow is 1046.637500 (4187 ticks) BuyStop for tomorrow is 19655.0000 SellStop is 17561.7500 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 1580 Trading days from 190102 to 250410 Running .DAT file YMN001.DAT Last trading day was 250410 Closing price was 39797.0000 Current V value is 5162.000000 (5162 ticks) K1 value is 0.43 V*K1 for tomorrow is 2219.660000 (2220 ticks) BuyStop for tomorrow is 42105.0000 SellStop is 37666.0000 V is equal to or greater than high filter value of 2400 V is greater than low filter value of 0 High filter does not permit trading for tomorrow Currently flat From 190102 total profit is 202695.00 current drawdown is 0.00 maximum drawdown was -14605.00 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 100 GOLD 1579 Trading days from 190102 to 250410 Running .DAT file GC1004.DAT Last trading day was 250410 Closing price was 3177.5000 Current V value is 135.199951 (13520 ticks) K1 value is 0.63 V*K1 for tomorrow is 85.175969 (8518 ticks) BuyStop for tomorrow is 3238.0400 SellStop is 3067.6900 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 1579 Trading days from 190102 to 250410 Running .DAT file GC2006.DAT Last trading day was 250410 Closing price was 3177.5000 Current V value is 135.199951 (13520 ticks) K1 value is 0.63 V*K1 for tomorrow is 85.175969 (8518 ticks) BuyStop for tomorrow is 3238.0400 SellStop is 3067.6900 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 1579 Trading days from 190102 to 250410 Running .DAT file GC3002.DAT Last trading day was 250410 Closing price was 3177.5000 Current V value is 135.199951 (13520 ticks) K1 value is 0.75 V*K1 for tomorrow is 101.399963 (10140 ticks) BuyStop for tomorrow is 3241.9500 SellStop is 3039.1500 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 1579 Trading days from 190102 to 250410 Running .DAT file SI1009.DAT Last trading day was 250410 Closing price was 31.1350 Current V value is 1.200000 (1200 ticks) K1 value is 0.50 V*K1 for tomorrow is 0.600000 (600 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 1579 Trading days from 190102 to 250410 Running .DAT file SI2019.DAT Last trading day was 250410 Closing price was 31.1350 Current V value is 1.584681 (1585 ticks) K1 value is 0.42 V*K1 for tomorrow is 0.665566 (666 ticks) BuyStop and SellStop computation requires tomorrow's Open 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 flat From 190102 total profit is 185652.50 current drawdown is 0.00 maximum drawdown was -9987.50 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 1000 COMEX SILVER 1579 Trading days from 190102 to 250410 Running .DAT file SI3013.DAT Last trading day was 250410 Closing price was 31.1350 Current V value is 1.584681 (1585 ticks) K1 value is 0.42 V*K1 for tomorrow is 0.665566 (666 ticks) BuyStop and SellStop computation requires tomorrow's Open 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 flat From 190102 total profit is 59866.00 current drawdown is 0.00 maximum drawdown was -4325.00 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 COPPER 25000 1579 Trading days from 190102 to 250410 Running .DAT file HG1001.DAT Last trading day was 250410 Closing price was 4.3365 Current V value is 1.010500 (20210 ticks) K1 value is 0.30 V*K1 for tomorrow is 0.303150 (6063 ticks) BuyStop for tomorrow is 4.6397 SellStop is 4.0334 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 1579 Trading days from 190102 to 250410 Running .DAT file HG2001.DAT Last trading day was 250410 Closing price was 4.3365 Current V value is 1.010500 (20210 ticks) K1 value is 0.30 V*K1 for tomorrow is 0.303150 (6063 ticks) BuyStop for tomorrow is 4.6397 SellStop is 4.0334 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 1579 Trading days from 190102 to 250410 Running .DAT file CL1004.DAT Last trading day was 250410 Closing price was 59.6300 Current V value is 4.881141 (488 ticks) K1 value is 0.84 V*K1 for tomorrow is 4.100158 (410 ticks) BuyStop and SellStop computation requires tomorrow's Open Protective stop price is 11.8200 Profit objective price is 68.0100 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 61.3100 Open trade equity is -1680.00 From 190102 total profit is 167970.00 current drawdown is 0.00 maximum drawdown was -19480.00 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 500 CRUDE OIL 1579 Trading days from 190102 to 250410 Running .DAT file CL2009.DAT Last trading day was 250410 Closing price was 59.6300 Current V value is 7.710003 (771 ticks) K1 value is 0.50 V*K1 for tomorrow is 3.855001 (386 ticks) BuyStop for tomorrow is 63.4900 SellStop is 55.7700 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 flat From 190102 total profit is 93495.01 current drawdown is -3200.00 maximum drawdown was -9000.00 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 42000 GASLOINE 1579 Trading days from 190102 to 250410 Running .DAT file RBN001.DAT Last trading day was 250410 Closing price was 1.9531 Current V value is 0.174900 (1749 ticks) K1 value is 0.53 V*K1 for tomorrow is 0.092697 (927 ticks) BuyStop for tomorrow is 2.0458 SellStop is 1.8604 Protective stop price is 3.0892 Profit objective price is 1.8439 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 short 1 contract(s) at 1.8987 Open trade equity is -2284.80 From 190102 total profit is 179060.81 current drawdown is 0.00 maximum drawdown was -17425.20 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 MICRO BITCOIN 1580 Trading days from 190102 to 250410 Running .DAT file BTC009.DAT Last trading day was 250410 Closing price was 79695.0000 Current V value is 8930.000000 (8930 ticks) K1 value is 0.57 V*K1 for tomorrow is 5090.100000 (5090 ticks) BuyStop for tomorrow is 86255.0000 SellStop is 76075.0000 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 16679.80 current drawdown is -1461.50 maximum drawdown was -1580.30 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 1250000 YEN 1580 Trading days from 190102 to 250410 Running .DAT file J6N105.DAT Last trading day was 250410 Closing price was 0.6968 Current V value is 0.020300 (203 ticks) K1 value is 0.83 V*K1 for tomorrow is 0.016849 (168 ticks) BuyStop for tomorrow is 0.7097 SellStop is 0.6760 Protective stop price is 0.6606 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 2487.50 From 190102 total profit is 69156.26 current drawdown is -4700.00 maximum drawdown was -6356.25 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 625000 YEN 1580 Trading days from 190102 to 250410 Running .DAT file J7M205.DAT Last trading day was 250410 Closing price was 0.6968 Current V value is 0.020300 (203 ticks) K1 value is 0.83 V*K1 for tomorrow is 0.016849 (168 ticks) BuyStop for tomorrow is 0.7097 SellStop is 0.6760 Protective stop price is 0.6606 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 1243.75 From 190102 total profit is 32028.13 current drawdown is -2450.00 maximum drawdown was -3318.75 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 DOLLAR INDEX 1614 Trading days from 190102 to 250410 Running .DAT file DXX006.DAT Last trading day was 250410 Closing price was 100.6100 Current V value is 1.330667 (13307 ticks) K1 value is 0.54 V*K1 for tomorrow is 0.718560 (7186 ticks) BuyStop for tomorrow is 103.4186 SellStop is 99.7214 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 1580 Trading days from 190102 to 250410 Running .DAT file E6N010.DAT Last trading day was 250410 Closing price was 1.1259 Current V value is 0.048000 (480 ticks) K1 value is 0.30 V*K1 for tomorrow is 0.014400 (144 ticks) BuyStop for tomorrow is 1.1403 SellStop is 1.1115 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 46781.26 current drawdown is 0.00 maximum drawdown was -7931.26 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 62500 EUR0 FX MINI 1580 Trading days from 190102 to 250410 Running .DAT file E7M008.DAT Last trading day was 250410 Closing price was 1.1259 Current V value is 0.048000 (480 ticks) K1 value is 0.42 V*K1 for tomorrow is 0.020160 (202 ticks) BuyStop for tomorrow is 1.1461 SellStop is 1.1058 Protective stop price is 1.0979 Profit objective price is 1.1292 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 long 1 contract(s) at 1.0924 Open trade equity is 2096.87 From 190102 total profit is 27415.62 current drawdown is 0.00 maximum drawdown was -3881.25 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 125000 SWISS FRANC 1581 Trading days from 190102 to 250410 Running .DAT file S6N004.DAT Last trading day was 250410 Closing price was 1.2228 Current V value is 0.082950 (829 ticks) K1 value is 0.70 V*K1 for tomorrow is 0.058065 (581 ticks) BuyStop for tomorrow is 1.2655 SellStop is 1.1494 V is equal to or greater than high filter value of 375 V is greater than low filter value of 75 High filter does not permit trading for tomorrow Currently flat From 190102 total profit is 74374.99 current drawdown is 0.00 maximum drawdown was -9112.50 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 100000 CANADIAN 1579 Trading days from 190102 to 250410 Running .DAT file D6N001.DAT Last trading day was 250410 Closing price was 0.7175 Current V value is 0.010050 (100 ticks) K1 value is 1.21 V*K1 for tomorrow is 0.012160 (122 ticks) BuyStop for tomorrow is 0.7274 SellStop is 0.7030 Protective stop price is 0.6955 Profit objective price is 0.7207 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 0.7107 Open trade equity is 680.00 From 190102 total profit is 22130.00 current drawdown is -3855.00 maximum drawdown was -4765.00 ================================================================