================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 MINI SP 500 1594 Trading days from 190102 to 250501 Running .DAT file ESN001.DAT Last trading day was 250501 Closing price was 5623.2500 Current V value is 170.750000 (683 ticks) K1 value is 0.57 V*K1 for tomorrow is 97.327500 (389 ticks) BuyStop for tomorrow is 5720.5000 SellStop is 5526.0000 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 221887.50 current drawdown is -4800.00 maximum drawdown was -24537.50 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 MICRO SP 500 1594 Trading days from 190102 to 250501 Running .DAT file ESM300.DAT Last trading day was 250501 Closing price was 5623.2500 Current V value is 268.000000 (1072 ticks) K1 value is 0.48 V*K1 for tomorrow is 128.640000 (515 ticks) BuyStop for tomorrow is 5764.5000 SellStop is 5507.2500 Protective stop price is 5363.2500 Profit objective price is 5745.7500 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 long 1 contract(s) at 5425.7500 Open trade equity is 987.50 From 190102 total profit is 17381.25 current drawdown is -5793.75 maximum drawdown was -5913.75 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 MINI NASDAQ 100 1594 Trading days from 190102 to 250501 Running .DAT file NQN012.DAT Last trading day was 250501 Closing price was 19870.7500 Current V value is 767.000000 (3068 ticks) K1 value is 0.37 V*K1 for tomorrow is 283.790000 (1135 ticks) BuyStop for tomorrow is 20201.7500 SellStop is 19634.2500 V is less than high filter value of 3625 V is greater than low filter value of 0 High/Low filters permit trading for tomorrow Currently flat From 190102 total profit is 503090.00 current drawdown is -7935.00 maximum drawdown was -28215.00 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 MICRO NASDAQ 100 1594 Trading days from 190102 to 250501 Running .DAT file NQM300.DAT Last trading day was 250501 Closing price was 19870.7500 Current V value is 767.000000 (3068 ticks) K1 value is 0.37 V*K1 for tomorrow is 283.790000 (1135 ticks) BuyStop for tomorrow is 20201.7500 SellStop is 19634.2500 V is less than high filter value of 3625 V is greater than low filter value of 0 High/Low filters permit trading for tomorrow Currently flat From 190102 total profit is 34019.00 current drawdown is -1017.00 maximum drawdown was -4941.50 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 DOW FUTURES 1594 Trading days from 190102 to 250501 Running .DAT file YMN001.DAT Last trading day was 250501 Closing price was 40855.0000 Current V value is 1815.000000 (1815 ticks) K1 value is 0.43 V*K1 for tomorrow is 780.450000 (780 ticks) BuyStop for tomorrow is 41758.0000 SellStop is 40198.0000 Protective stop price is 31055.0000 Profit objective price is 41815.0000 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 long 1 contract(s) at 41055.0000 Open trade equity is -1000.00 From 190102 total profit is 201695.00 current drawdown is 0.00 maximum drawdown was -14605.00 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 100 GOLD 1593 Trading days from 190102 to 250501 Running .DAT file GC1004.DAT Last trading day was 250501 Closing price was 3222.2000 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 3329.2400 SellStop is 3158.8900 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 1593 Trading days from 190102 to 250501 Running .DAT file GC2006.DAT Last trading day was 250501 Closing price was 3222.2000 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 3329.2400 SellStop is 3158.8900 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 1593 Trading days from 190102 to 250501 Running .DAT file GC3002.DAT Last trading day was 250501 Closing price was 3222.2000 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 3356.4000 SellStop is 3153.6000 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 1593 Trading days from 190102 to 250501 Running .DAT file SI1009.DAT Last trading day was 250501 Closing price was 32.1890 Current V value is 0.910001 (910 ticks) K1 value is 0.50 V*K1 for tomorrow is 0.455000 (455 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 383150.00 current drawdown is -4315.00 maximum drawdown was -20734.99 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 2500 COMEX SILVER 1593 Trading days from 190102 to 250501 Running .DAT file SI2019.DAT Last trading day was 250501 Closing price was 32.1890 Current V value is 0.908460 (908 ticks) K1 value is 0.42 V*K1 for tomorrow is 0.381553 (382 ticks) BuyStop and SellStop computation requires tomorrow's Open Protective stop price is 33.4190 Profit objective price is 29.8480 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 short 1 contract(s) at 32.5280 Open trade equity is 847.50 From 190102 total profit is 186500.01 current drawdown is 0.00 maximum drawdown was -9987.50 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 1000 COMEX SILVER 1593 Trading days from 190102 to 250501 Running .DAT file SI3013.DAT Last trading day was 250501 Closing price was 32.1890 Current V value is 0.908460 (908 ticks) K1 value is 0.42 V*K1 for tomorrow is 0.381553 (382 ticks) BuyStop and SellStop computation requires tomorrow's Open Protective stop price is 33.4140 Profit objective price is 29.8280 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 short 1 contract(s) at 32.5280 Open trade equity is 339.00 From 190102 total profit is 60205.00 current drawdown is 0.00 maximum drawdown was -4325.00 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 COPPER 25000 1593 Trading days from 190102 to 250501 Running .DAT file HG1001.DAT Last trading day was 250501 Closing price was 4.5810 Current V value is 0.379500 (7590 ticks) K1 value is 0.30 V*K1 for tomorrow is 0.113850 (2277 ticks) BuyStop for tomorrow is 4.6949 SellStop is 4.4672 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 1593 Trading days from 190102 to 250501 Running .DAT file HG2001.DAT Last trading day was 250501 Closing price was 4.5810 Current V value is 0.379500 (7590 ticks) K1 value is 0.30 V*K1 for tomorrow is 0.113850 (2277 ticks) BuyStop for tomorrow is 4.6949 SellStop is 4.4672 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 1593 Trading days from 190102 to 250501 Running .DAT file CL1004.DAT Last trading day was 250501 Closing price was 59.2400 Current V value is 2.480861 (248 ticks) K1 value is 0.84 V*K1 for tomorrow is 2.083923 (208 ticks) BuyStop and SellStop computation requires tomorrow's Open Protective stop price is 108.2100 Profit objective price is 55.3200 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 62.0200 Open trade equity is 2780.00 From 190102 total profit is 173090.00 current drawdown is -2040.00 maximum drawdown was -19480.00 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 500 CRUDE OIL 1593 Trading days from 190102 to 250501 Running .DAT file CL2009.DAT Last trading day was 250501 Closing price was 59.2400 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 63.1000 SellStop is 55.3900 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 1593 Trading days from 190102 to 250501 Running .DAT file RBN001.DAT Last trading day was 250501 Closing price was 2.0492 Current V value is 0.079600 (796 ticks) K1 value is 0.53 V*K1 for tomorrow is 0.042188 (422 ticks) BuyStop for tomorrow is 2.0914 SellStop is 2.0070 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 -6321.00 From 190102 total profit is 175024.61 current drawdown is 0.00 maximum drawdown was -17425.20 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 MICRO BITCOIN 1594 Trading days from 190102 to 250501 Running .DAT file BTC009.DAT Last trading day was 250501 Closing price was 97205.0000 Current V value is 4890.000000 (4890 ticks) K1 value is 0.57 V*K1 for tomorrow is 2787.300000 (2787 ticks) BuyStop for tomorrow is 99257.0000 SellStop is 93683.0000 Protective stop price is 87547.0000 Profit objective price is 127547.0000 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 97547.0000 Open trade equity is -34.20 From 190102 total profit is 16645.60 current drawdown is -1461.50 maximum drawdown was -1580.30 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 1250000 YEN 1594 Trading days from 190102 to 250501 Running .DAT file J6N105.DAT Last trading day was 250501 Closing price was 0.6896 Current V value is 0.013800 (138 ticks) K1 value is 0.83 V*K1 for tomorrow is 0.011454 (115 ticks) BuyStop for tomorrow is 0.7055 SellStop is 0.6826 Protective stop price is 0.7258 Profit objective price is 0.6642 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 0.7058 Open trade equity is 2018.75 From 190102 total profit is 73837.51 current drawdown is 0.00 maximum drawdown was -6356.25 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 625000 YEN 1594 Trading days from 190102 to 250501 Running .DAT file J7M205.DAT Last trading day was 250501 Closing price was 0.6896 Current V value is 0.013800 (138 ticks) K1 value is 0.83 V*K1 for tomorrow is 0.011454 (115 ticks) BuyStop for tomorrow is 0.7055 SellStop is 0.6826 Protective stop price is 0.7259 Profit objective price is 0.6642 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 0.7058 Open trade equity is 1009.37 From 190102 total profit is 34343.75 current drawdown is 0.00 maximum drawdown was -3318.75 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 DOLLAR INDEX 1628 Trading days from 190102 to 250501 Running .DAT file DXX006.DAT Last trading day was 250501 Closing price was 100.0540 Current V value is 0.839556 (8396 ticks) K1 value is 0.54 V*K1 for tomorrow is 0.453360 (4534 ticks) BuyStop for tomorrow is 100.6434 SellStop is 98.9666 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 1594 Trading days from 190102 to 250501 Running .DAT file E6N010.DAT Last trading day was 250501 Closing price was 1.1316 Current V value is 0.060700 (607 ticks) K1 value is 0.30 V*K1 for tomorrow is 0.018210 (182 ticks) BuyStop for tomorrow is 1.1499 SellStop is 1.1134 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 1594 Trading days from 190102 to 250501 Running .DAT file E7M008.DAT Last trading day was 250501 Closing price was 1.1316 Current V value is 0.029700 (297 ticks) K1 value is 0.42 V*K1 for tomorrow is 0.012474 (125 ticks) BuyStop for tomorrow is 1.1441 SellStop is 1.1192 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 1595 Trading days from 190102 to 250501 Running .DAT file S6N004.DAT Last trading day was 250501 Closing price was 1.2089 Current V value is 0.039050 (390 ticks) K1 value is 0.70 V*K1 for tomorrow is 0.027335 (273 ticks) BuyStop for tomorrow is 1.2384 SellStop is 1.1837 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 1593 Trading days from 190102 to 250501 Running .DAT file D6N001.DAT Last trading day was 250501 Closing price was 0.7239 Current V value is 0.004600 (46 ticks) K1 value is 1.21 V*K1 for tomorrow is 0.005566 (56 ticks) BuyStop for tomorrow is 0.7307 SellStop is 0.7196 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 ================================================================