================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 MINI SP 500 1601 Trading days from 190102 to 250512 Running .DAT file ESN001.DAT Last trading day was 250512 Closing price was 5865.0000 Current V value is 142.000000 (568 ticks) K1 value is 0.57 V*K1 for tomorrow is 80.940000 (324 ticks) BuyStop for tomorrow is 5946.0000 SellStop is 5784.0000 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 232237.50 current drawdown is 0.00 maximum drawdown was -24537.50 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 MICRO SP 500 1601 Trading days from 190102 to 250512 Running .DAT file ESM300.DAT Last trading day was 250512 Closing price was 5865.0000 Current V value is 269.000000 (1076 ticks) K1 value is 0.48 V*K1 for tomorrow is 129.120000 (516 ticks) BuyStop for tomorrow is 5954.2500 SellStop is 5696.0000 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 18020.00 current drawdown is -4167.50 maximum drawdown was -5913.75 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 MINI NASDAQ 100 1601 Trading days from 190102 to 250512 Running .DAT file NQN012.DAT Last trading day was 250512 Closing price was 20948.7500 Current V value is 1270.000000 (5080 ticks) K1 value is 0.37 V*K1 for tomorrow is 469.900000 (1880 ticks) BuyStop for tomorrow is 21243.7500 SellStop is 20304.0000 Protective stop price is 18448.7500 Profit objective price is 21221.7500 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 long 1 contract(s) at 20201.7500 Open trade equity is 14940.00 From 190102 total profit is 518030.00 current drawdown is -7935.00 maximum drawdown was -28215.00 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 MICRO NASDAQ 100 1601 Trading days from 190102 to 250512 Running .DAT file NQM300.DAT Last trading day was 250512 Closing price was 20948.7500 Current V value is 1270.000000 (5080 ticks) K1 value is 0.37 V*K1 for tomorrow is 469.900000 (1880 ticks) BuyStop for tomorrow is 21243.7500 SellStop is 20304.0000 Protective stop price is 0.0000 Profit objective price is 21221.7500 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 long 1 contract(s) at 20201.7500 Open trade equity is 1494.00 From 190102 total profit is 35513.00 current drawdown is -1017.00 maximum drawdown was -4941.50 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 DOW FUTURES 1601 Trading days from 190102 to 250512 Running .DAT file YMN001.DAT Last trading day was 250512 Closing price was 42493.0000 Current V value is 1800.000000 (1800 ticks) K1 value is 0.43 V*K1 for tomorrow is 774.000000 (774 ticks) BuyStop for tomorrow is 42893.0000 SellStop is 41345.0000 Protective stop price is 32493.0000 Profit objective price is 42661.0000 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 41901.0000 Open trade equity is 2960.00 From 190102 total profit is 209405.00 current drawdown is 0.00 maximum drawdown was -14605.00 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 100 GOLD 1600 Trading days from 190102 to 250512 Running .DAT file GC1004.DAT Last trading day was 250512 Closing price was 3344.0000 Current V value is 239.099854 (23910 ticks) K1 value is 0.63 V*K1 for tomorrow is 150.632908 (15063 ticks) BuyStop for tomorrow is 3435.8000 SellStop is 3134.5300 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 1600 Trading days from 190102 to 250512 Running .DAT file GC2006.DAT Last trading day was 250512 Closing price was 3344.0000 Current V value is 239.099854 (23910 ticks) K1 value is 0.63 V*K1 for tomorrow is 150.632908 (15063 ticks) BuyStop for tomorrow is 3435.8000 SellStop is 3134.5300 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 1600 Trading days from 190102 to 250512 Running .DAT file GC3002.DAT Last trading day was 250512 Closing price was 3344.0000 Current V value is 239.099854 (23910 ticks) K1 value is 0.75 V*K1 for tomorrow is 179.324890 (17932 ticks) BuyStop for tomorrow is 3435.0700 SellStop is 3076.4300 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 1600 Trading days from 190102 to 250512 Running .DAT file SI1009.DAT Last trading day was 250512 Closing price was 32.6240 Current V value is 0.853334 (853 ticks) K1 value is 0.50 V*K1 for tomorrow is 0.426667 (427 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 382980.00 current drawdown is -6385.00 maximum drawdown was -20734.99 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 2500 COMEX SILVER 1600 Trading days from 190102 to 250512 Running .DAT file SI2019.DAT Last trading day was 250512 Closing price was 32.6240 Current V value is 0.912939 (913 ticks) K1 value is 0.42 V*K1 for tomorrow is 0.383434 (383 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 184435.00 current drawdown is -1840.00 maximum drawdown was -9987.50 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 1000 COMEX SILVER 1600 Trading days from 190102 to 250512 Running .DAT file SI3013.DAT Last trading day was 250512 Closing price was 32.6240 Current V value is 0.912939 (913 ticks) K1 value is 0.42 V*K1 for tomorrow is 0.383434 (383 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 59289.00 current drawdown is -1116.00 maximum drawdown was -4325.00 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 COPPER 25000 1600 Trading days from 190102 to 250512 Running .DAT file HG1001.DAT Last trading day was 250512 Closing price was 4.6210 Current V value is 0.300500 (6010 ticks) K1 value is 0.30 V*K1 for tomorrow is 0.090150 (1803 ticks) BuyStop for tomorrow is 4.7111 SellStop is 4.5309 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 1600 Trading days from 190102 to 250512 Running .DAT file HG2001.DAT Last trading day was 250512 Closing price was 4.6210 Current V value is 0.300500 (6010 ticks) K1 value is 0.30 V*K1 for tomorrow is 0.090150 (1803 ticks) BuyStop for tomorrow is 4.7111 SellStop is 4.5309 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 1600 Trading days from 190102 to 250512 Running .DAT file CL1004.DAT Last trading day was 250512 Closing price was 61.9500 Current V value is 2.369191 (237 ticks) K1 value is 0.84 V*K1 for tomorrow is 1.990120 (199 ticks) BuyStop and SellStop computation requires tomorrow's Open Protective stop price is 11.9500 Profit objective price is 66.1000 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 59.4000 Open trade equity is 2550.00 From 190102 total profit is 179510.00 current drawdown is 0.00 maximum drawdown was -19480.00 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 500 CRUDE OIL 1600 Trading days from 190102 to 250512 Running .DAT file CL2009.DAT Last trading day was 250512 Closing price was 61.9500 Current V value is 3.340004 (334 ticks) K1 value is 0.50 V*K1 for tomorrow is 1.670002 (167 ticks) BuyStop for tomorrow is 63.6200 SellStop is 60.2800 Protective stop price is 53.4300 Profit objective price is 71.8300 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 63.2300 Open trade equity is -640.00 From 190102 total profit is 92855.01 current drawdown is -3200.00 maximum drawdown was -9000.00 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 42000 GASLOINE 1600 Trading days from 190102 to 250512 Running .DAT file RBN001.DAT Last trading day was 250512 Closing price was 2.1331 Current V value is 0.081800 (818 ticks) K1 value is 0.53 V*K1 for tomorrow is 0.043354 (434 ticks) BuyStop for tomorrow is 2.1765 SellStop is 2.0897 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 173148.81 current drawdown is -8196.80 maximum drawdown was -17425.20 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 MICRO BITCOIN 1601 Trading days from 190102 to 250512 Running .DAT file BTC009.DAT Last trading day was 250512 Closing price was 102115.0000 Current V value is 5975.000000 (5975 ticks) K1 value is 0.57 V*K1 for tomorrow is 3405.750000 (3406 ticks) BuyStop for tomorrow is 107068.0000 SellStop is 100257.0000 Protective stop price is 93635.0000 Profit objective price is 127462.0000 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 long 1 contract(s) at 97462.0000 Open trade equity is 465.30 From 190102 total profit is 16534.80 current drawdown is -2071.80 maximum drawdown was -2152.50 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 1250000 YEN 1601 Trading days from 190102 to 250512 Running .DAT file J6N105.DAT Last trading day was 250512 Closing price was 0.6768 Current V value is 0.013750 (138 ticks) K1 value is 0.83 V*K1 for tomorrow is 0.011413 (114 ticks) BuyStop for tomorrow is 0.6918 SellStop is 0.6690 Protective stop price is 0.7130 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 3631.25 From 190102 total profit is 75450.01 current drawdown is 0.00 maximum drawdown was -6356.25 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 625000 YEN 1601 Trading days from 190102 to 250512 Running .DAT file J7M205.DAT Last trading day was 250512 Closing price was 0.6768 Current V value is 0.013750 (138 ticks) K1 value is 0.83 V*K1 for tomorrow is 0.011413 (114 ticks) BuyStop for tomorrow is 0.6918 SellStop is 0.6690 Protective stop price is 0.7130 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 1815.62 From 190102 total profit is 35150.00 current drawdown is 0.00 maximum drawdown was -3318.75 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 DOLLAR INDEX 1635 Trading days from 190102 to 250512 Running .DAT file DXX006.DAT Last trading day was 250512 Closing price was 101.5990 Current V value is 0.922780 (9228 ticks) K1 value is 0.54 V*K1 for tomorrow is 0.498301 (4983 ticks) BuyStop for tomorrow is 102.3133 SellStop is 99.8617 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 1601 Trading days from 190102 to 250512 Running .DAT file E6N010.DAT Last trading day was 250512 Closing price was 1.1113 Current V value is 0.050000 (500 ticks) K1 value is 0.30 V*K1 for tomorrow is 0.015000 (150 ticks) BuyStop for tomorrow is 1.1263 SellStop is 1.0963 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 48131.26 current drawdown is 0.00 maximum drawdown was -7931.26 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 62500 EUR0 FX MINI 1601 Trading days from 190102 to 250512 Running .DAT file E7M008.DAT Last trading day was 250512 Closing price was 1.1113 Current V value is 0.035850 (359 ticks) K1 value is 0.42 V*K1 for tomorrow is 0.015057 (151 ticks) BuyStop for tomorrow is 1.1264 SellStop is 1.0962 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 1602 Trading days from 190102 to 250512 Running .DAT file S6N004.DAT Last trading day was 250512 Closing price was 1.1873 Current V value is 0.040350 (403 ticks) K1 value is 0.70 V*K1 for tomorrow is 0.028245 (282 ticks) BuyStop for tomorrow is 1.2206 SellStop is 1.1642 Protective stop price is 1.2211 Profit objective price is 1.1455 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 short 1 contract(s) at 1.2087 Open trade equity is 2681.25 From 190102 total profit is 77056.24 current drawdown is 0.00 maximum drawdown was -9112.50 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 100000 CANADIAN 1600 Trading days from 190102 to 250512 Running .DAT file D6N001.DAT Last trading day was 250512 Closing price was 0.7158 Current V value is 0.005200 (52 ticks) K1 value is 1.21 V*K1 for tomorrow is 0.006292 (63 ticks) BuyStop for tomorrow is 0.7236 SellStop is 0.7111 Protective stop price is 0.7378 Profit objective price is 0.7100 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 short 1 contract(s) at 0.7200 Open trade equity is 415.00 From 190102 total profit is 22815.00 current drawdown is -2905.00 maximum drawdown was -4765.00 ================================================================