================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 MINI SP 500 1602 Trading days from 190102 to 250513 Running .DAT file ESN001.DAT Last trading day was 250513 Closing price was 5904.5000 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 5985.5000 SellStop is 5823.5000 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 232237.50 current drawdown is 0.00 maximum drawdown was -24537.50 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 MICRO SP 500 1602 Trading days from 190102 to 250513 Running .DAT file ESM300.DAT Last trading day was 250513 Closing price was 5904.5000 Current V value is 308.500000 (1234 ticks) K1 value is 0.48 V*K1 for tomorrow is 148.080000 (592 ticks) BuyStop for tomorrow is 6037.2500 SellStop is 5741.0000 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 1602 Trading days from 190102 to 250513 Running .DAT file NQN012.DAT Last trading day was 250513 Closing price was 21278.0000 Current V value is 1599.250000 (6397 ticks) K1 value is 0.37 V*K1 for tomorrow is 591.722500 (2367 ticks) BuyStop for tomorrow is 21739.2500 SellStop is 20555.7500 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 523440.00 current drawdown is 0.00 maximum drawdown was -28215.00 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 MICRO NASDAQ 100 1602 Trading days from 190102 to 250513 Running .DAT file NQM300.DAT Last trading day was 250513 Closing price was 21278.0000 Current V value is 1599.250000 (6397 ticks) K1 value is 0.37 V*K1 for tomorrow is 591.722500 (2367 ticks) BuyStop for tomorrow is 21739.2500 SellStop is 20555.7500 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 36009.00 current drawdown is 0.00 maximum drawdown was -4941.50 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 DOW FUTURES 1602 Trading days from 190102 to 250513 Running .DAT file YMN001.DAT Last trading day was 250513 Closing price was 42228.0000 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 43141.0000 SellStop is 41593.0000 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 1635.00 From 190102 total profit is 208080.00 current drawdown is 0.00 maximum drawdown was -14605.00 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 100 GOLD 1601 Trading days from 190102 to 250513 Running .DAT file GC1004.DAT Last trading day was 250513 Closing price was 3247.8000 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 3396.7300 SellStop is 3095.4700 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 1601 Trading days from 190102 to 250513 Running .DAT file GC2006.DAT Last trading day was 250513 Closing price was 3247.8000 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 3396.7300 SellStop is 3095.4700 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 1601 Trading days from 190102 to 250513 Running .DAT file GC3002.DAT Last trading day was 250513 Closing price was 3247.8000 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 3424.5700 SellStop is 3065.9300 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 1601 Trading days from 190102 to 250513 Running .DAT file SI1009.DAT Last trading day was 250513 Closing price was 33.1000 Current V value is 0.882000 (882 ticks) K1 value is 0.50 V*K1 for tomorrow is 0.441000 (441 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 1601 Trading days from 190102 to 250513 Running .DAT file SI2019.DAT Last trading day was 250513 Closing price was 33.1000 Current V value is 0.892551 (893 ticks) K1 value is 0.42 V*K1 for tomorrow is 0.374872 (375 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 1601 Trading days from 190102 to 250513 Running .DAT file SI3013.DAT Last trading day was 250513 Closing price was 33.1000 Current V value is 0.892551 (893 ticks) K1 value is 0.42 V*K1 for tomorrow is 0.374872 (375 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 1601 Trading days from 190102 to 250513 Running .DAT file HG1001.DAT Last trading day was 250513 Closing price was 4.7230 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 4.8132 SellStop is 4.6329 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 1601 Trading days from 190102 to 250513 Running .DAT file HG2001.DAT Last trading day was 250513 Closing price was 4.7230 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 4.8132 SellStop is 4.6329 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 1601 Trading days from 190102 to 250513 Running .DAT file CL1004.DAT Last trading day was 250513 Closing price was 63.6700 Current V value is 2.335136 (234 ticks) K1 value is 0.84 V*K1 for tomorrow is 1.961515 (196 ticks) BuyStop and SellStop computation requires tomorrow's Open Protective stop price is 13.6700 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 4270.00 From 190102 total profit is 181230.00 current drawdown is 0.00 maximum drawdown was -19480.00 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 500 CRUDE OIL 1601 Trading days from 190102 to 250513 Running .DAT file CL2009.DAT Last trading day was 250513 Closing price was 63.6700 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 65.3400 SellStop is 62.0000 Protective stop price is 53.8700 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 220.00 From 190102 total profit is 93715.01 current drawdown is -3200.00 maximum drawdown was -9000.00 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 42000 GASLOINE 1601 Trading days from 190102 to 250513 Running .DAT file RBN001.DAT Last trading day was 250513 Closing price was 2.1660 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 2.2094 SellStop is 2.1226 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 1602 Trading days from 190102 to 250513 Running .DAT file BTC009.DAT Last trading day was 250513 Closing price was 105265.0000 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 107031.0000 SellStop is 100219.0000 Protective stop price is 95265.0000 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 780.30 From 190102 total profit is 16849.80 current drawdown is -2071.80 maximum drawdown was -2152.50 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 1250000 YEN 1602 Trading days from 190102 to 250513 Running .DAT file J6N105.DAT Last trading day was 250513 Closing price was 0.6805 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 0.6907 SellStop is 0.6679 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 3156.25 From 190102 total profit is 74975.01 current drawdown is 0.00 maximum drawdown was -6356.25 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 625000 YEN 1602 Trading days from 190102 to 250513 Running .DAT file J7M205.DAT Last trading day was 250513 Closing price was 0.6805 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 0.6907 SellStop is 0.6679 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 1578.13 From 190102 total profit is 34912.50 current drawdown is 0.00 maximum drawdown was -3318.75 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 DOLLAR INDEX 1636 Trading days from 190102 to 250513 Running .DAT file DXX006.DAT Last trading day was 250513 Closing price was 100.8260 Current V value is 0.956001 (9560 ticks) K1 value is 0.54 V*K1 for tomorrow is 0.516241 (5162 ticks) BuyStop for tomorrow is 102.0962 SellStop is 100.2188 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 1602 Trading days from 190102 to 250513 Running .DAT file E6N010.DAT Last trading day was 250513 Closing price was 1.1208 Current V value is 0.047300 (473 ticks) K1 value is 0.30 V*K1 for tomorrow is 0.014190 (142 ticks) BuyStop for tomorrow is 1.1350 SellStop is 1.1066 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 1602 Trading days from 190102 to 250513 Running .DAT file E7M008.DAT Last trading day was 250513 Closing price was 1.1208 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 1.1359 SellStop is 1.1057 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 1603 Trading days from 190102 to 250513 Running .DAT file S6N004.DAT Last trading day was 250513 Closing price was 1.1945 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 1.2212 SellStop is 1.1647 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 1775.00 From 190102 total profit is 76150.00 current drawdown is 0.00 maximum drawdown was -9112.50 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 100000 CANADIAN 1601 Trading days from 190102 to 250513 Running .DAT file D6N001.DAT Last trading day was 250513 Closing price was 0.7186 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 0.7232 SellStop is 0.7106 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 140.00 From 190102 total profit is 22540.00 current drawdown is -2905.00 maximum drawdown was -4765.00 ================================================================