================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 MINI SP 500 1583 Trading days from 190102 to 250415 Running .DAT file ESN001.DAT Last trading day was 250415 Closing price was 5428.2500 Current V value is 106.750000 (427 ticks) K1 value is 0.57 V*K1 for tomorrow is 60.847500 (243 ticks) BuyStop for tomorrow is 5489.0000 SellStop is 5367.5000 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 1583 Trading days from 190102 to 250415 Running .DAT file ESM300.DAT Last trading day was 250415 Closing price was 5428.2500 Current V value is 619.250000 (2477 ticks) K1 value is 0.48 V*K1 for tomorrow is 297.240000 (1189 ticks) BuyStop for tomorrow is 5739.2500 SellStop is 5144.7500 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 1583 Trading days from 190102 to 250415 Running .DAT file NQN012.DAT Last trading day was 250415 Closing price was 18960.2500 Current V value is 2553.750000 (10215 ticks) K1 value is 0.37 V*K1 for tomorrow is 944.887500 (3780 ticks) BuyStop for tomorrow is 19916.2500 SellStop is 18026.5000 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 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 1583 Trading days from 190102 to 250415 Running .DAT file NQM300.DAT Last trading day was 250415 Closing price was 18960.2500 Current V value is 2553.750000 (10215 ticks) K1 value is 0.37 V*K1 for tomorrow is 944.887500 (3780 ticks) BuyStop for tomorrow is 19916.2500 SellStop is 18026.5000 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 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 1583 Trading days from 190102 to 250415 Running .DAT file YMN001.DAT Last trading day was 250415 Closing price was 40575.0000 Current V value is 4258.000000 (4258 ticks) K1 value is 0.43 V*K1 for tomorrow is 1830.940000 (1831 ticks) BuyStop for tomorrow is 42598.0000 SellStop is 38936.0000 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 1582 Trading days from 190102 to 250415 Running .DAT file GC1004.DAT Last trading day was 250415 Closing price was 3240.3999 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 3324.1100 SellStop is 3153.7600 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 1582 Trading days from 190102 to 250415 Running .DAT file GC2006.DAT Last trading day was 250415 Closing price was 3240.3999 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 3324.1100 SellStop is 3153.7600 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 1582 Trading days from 190102 to 250415 Running .DAT file GC3002.DAT Last trading day was 250415 Closing price was 3240.3999 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 3339.6000 SellStop is 3136.8000 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 1582 Trading days from 190102 to 250415 Running .DAT file SI1009.DAT Last trading day was 250415 Closing price was 32.2970 Current V value is 0.843665 (844 ticks) K1 value is 0.50 V*K1 for tomorrow is 0.421832 (422 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 1582 Trading days from 190102 to 250415 Running .DAT file SI2019.DAT Last trading day was 250415 Closing price was 32.2970 Current V value is 1.184085 (1184 ticks) K1 value is 0.42 V*K1 for tomorrow is 0.497316 (497 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 1582 Trading days from 190102 to 250415 Running .DAT file SI3013.DAT Last trading day was 250415 Closing price was 32.2970 Current V value is 1.184085 (1184 ticks) K1 value is 0.42 V*K1 for tomorrow is 0.497316 (497 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 1582 Trading days from 190102 to 250415 Running .DAT file HG1001.DAT Last trading day was 250415 Closing price was 4.6260 Current V value is 0.680500 (13610 ticks) K1 value is 0.30 V*K1 for tomorrow is 0.204150 (4083 ticks) BuyStop for tomorrow is 4.8302 SellStop is 4.4219 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 1582 Trading days from 190102 to 250415 Running .DAT file HG2001.DAT Last trading day was 250415 Closing price was 4.6260 Current V value is 0.680500 (13610 ticks) K1 value is 0.30 V*K1 for tomorrow is 0.204150 (4083 ticks) BuyStop for tomorrow is 4.8302 SellStop is 4.4219 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 1582 Trading days from 190102 to 250415 Running .DAT file CL1004.DAT Last trading day was 250415 Closing price was 60.7500 Current V value is 2.837500 (284 ticks) K1 value is 0.84 V*K1 for tomorrow is 2.383500 (238 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 -560.00 From 190102 total profit is 169090.00 current drawdown is 0.00 maximum drawdown was -19480.00 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 500 CRUDE OIL 1582 Trading days from 190102 to 250415 Running .DAT file CL2009.DAT Last trading day was 250415 Closing price was 60.7500 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 64.6100 SellStop is 56.8900 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 1582 Trading days from 190102 to 250415 Running .DAT file RBN001.DAT Last trading day was 250415 Closing price was 2.0166 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 2.1093 SellStop is 1.9239 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 -4951.80 From 190102 total profit is 176393.82 current drawdown is 0.00 maximum drawdown was -17425.20 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 MICRO BITCOIN 1583 Trading days from 190102 to 250415 Running .DAT file BTC009.DAT Last trading day was 250415 Closing price was 84160.0000 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 90453.0000 SellStop is 80272.0000 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 1583 Trading days from 190102 to 250415 Running .DAT file J6N105.DAT Last trading day was 250415 Closing price was 0.7035 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 0.7206 SellStop is 0.6869 Protective stop price is 0.6688 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 3325.00 From 190102 total profit is 69993.75 current drawdown is -4700.00 maximum drawdown was -6356.25 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 625000 YEN 1583 Trading days from 190102 to 250415 Running .DAT file J7M205.DAT Last trading day was 250415 Closing price was 0.7035 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 0.7206 SellStop is 0.6869 Protective stop price is 0.6688 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 1662.50 From 190102 total profit is 32446.88 current drawdown is -2450.00 maximum drawdown was -3318.75 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 DOLLAR INDEX 1617 Trading days from 190102 to 250415 Running .DAT file DXX006.DAT Last trading day was 250415 Closing price was 99.9620 Current V value is 1.505111 (15051 ticks) K1 value is 0.54 V*K1 for tomorrow is 0.812760 (8128 ticks) BuyStop for tomorrow is 100.8378 SellStop is 98.4122 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 1583 Trading days from 190102 to 250415 Running .DAT file E6N010.DAT Last trading day was 250415 Closing price was 1.1316 Current V value is 0.071300 (713 ticks) K1 value is 0.30 V*K1 for tomorrow is 0.021390 (214 ticks) BuyStop for tomorrow is 1.1530 SellStop is 1.1102 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 1583 Trading days from 190102 to 250415 Running .DAT file E7M008.DAT Last trading day was 250415 Closing price was 1.1316 Current V value is 0.068450 (684 ticks) K1 value is 0.42 V*K1 for tomorrow is 0.028749 (287 ticks) BuyStop for tomorrow is 1.1603 SellStop is 1.1029 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 flat From 190102 total profit is 27568.75 current drawdown is 0.00 maximum drawdown was -3881.25 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 125000 SWISS FRANC 1584 Trading days from 190102 to 250415 Running .DAT file S6N004.DAT Last trading day was 250415 Closing price was 1.2254 Current V value is 0.075550 (756 ticks) K1 value is 0.70 V*K1 for tomorrow is 0.052885 (529 ticks) BuyStop for tomorrow is 1.2819 SellStop is 1.1761 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 1582 Trading days from 190102 to 250415 Running .DAT file D6N001.DAT Last trading day was 250415 Closing price was 0.7184 Current V value is 0.006600 (66 ticks) K1 value is 1.21 V*K1 for tomorrow is 0.007986 (80 ticks) BuyStop for tomorrow is 0.7291 SellStop is 0.7132 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 22400.00 current drawdown is -2905.00 maximum drawdown was -4765.00 ================================================================