................................................................ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 MINI SP 500 1606 Trading days from 190102 to 250519 Running .DAT file ESN001.DAT Last trading day was 250519 Closing price was 5982.5000 Current V value is 94.750000 (379 ticks) K1 value is 0.57 V*K1 for tomorrow is 54.007500 (216 ticks) BuyStop for tomorrow is 6036.5000 SellStop is 5928.5000 Protective stop price is 6025.2500 Profit objective price is 5722.2500 V is less than high filter value of 400 V is greater than low filter value of 95 High/Low filters permit trading for tomorrow Currently short 1 contract(s) at 5930.2500 Open trade equity is -2612.50 From 190102 total profit is 227212.50 current drawdown is -2412.50 maximum drawdown was -24537.50 ................................................................ ................................................................ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 MICRO SP 500 1606 Trading days from 190102 to 250519 Running .DAT file ESM300.DAT Last trading day was 250519 Closing price was 5982.5000 Current V value is 248.250000 (993 ticks) K1 value is 0.48 V*K1 for tomorrow is 119.160000 (477 ticks) BuyStop for tomorrow is 6073.5000 SellStop is 5835.0000 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 1606 Trading days from 190102 to 250519 Running .DAT file NQN012.DAT Last trading day was 250519 Closing price was 21527.0000 Current V value is 709.000000 (2836 ticks) K1 value is 0.37 V*K1 for tomorrow is 262.330000 (1049 ticks) BuyStop for tomorrow is 21657.0000 SellStop is 21132.2500 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 523440.00 current drawdown is 0.00 maximum drawdown was -28215.00 ................................................................ ................................................................ kNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 MICRO NASDAQ 100 1606 Trading days from 190102 to 250519 Running .DAT file NQM300.DAT Last trading day was 250519 Closing price was 21527.0000 Current V value is 709.000000 (2836 ticks) K1 value is 0.37 V*K1 for tomorrow is 262.330000 (1049 ticks) BuyStop for tomorrow is 21657.0000 SellStop is 21132.2500 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 36009.00 current drawdown is 0.00 maximum drawdown was -4941.50 ................................................................ ................................................................ kNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 DOW FUTURES 1606 Trading days from 190102 to 250519 Running .DAT file YMN001.DAT Last trading day was 250519 Closing price was 42885.0000 Current V value is 1266.000000 (1266 ticks) K1 value is 0.43 V*K1 for tomorrow is 544.380000 (544 ticks) BuyStop for tomorrow is 43183.0000 SellStop is 42095.0000 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 flat From 190102 total profit is 210195.00 current drawdown is 0.00 maximum drawdown was -14605.00 ................................................................ ................................................................ kNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 100 GOLD 1605 Trading days from 190102 to 250519 Running .DAT file GC1004.DAT Last trading day was 250519 Closing price was 3233.5000 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 3382.4700 SellStop is 3081.2000 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 1605 Trading days from 190102 to 250519 Running .DAT file GC2006.DAT Last trading day was 250519 Closing price was 3233.5000 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 3382.4700 SellStop is 3081.2000 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 1605 Trading days from 190102 to 250519 Running .DAT file GC3002.DAT Last trading day was 250519 Closing price was 3233.5000 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 3410.3200 SellStop is 3051.6800 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 1605 Trading days from 190102 to 250519 Running .DAT file SI1009.DAT Last trading day was 250519 Closing price was 32.5070 Current V value is 0.788665 (789 ticks) K1 value is 0.50 V*K1 for tomorrow is 0.394333 (394 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 1605 Trading days from 190102 to 250519 Running .DAT file SI2019.DAT Last trading day was 250519 Closing price was 32.5070 Current V value is 0.820157 (820 ticks) K1 value is 0.42 V*K1 for tomorrow is 0.344466 (344 ticks) BuyStop and SellStop computation requires tomorrow's Open V is less than high filter value of 875 V is greater than low filter value of 0 High/Low filters 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 1605 Trading days from 190102 to 250519 Running .DAT file SI3013.DAT Last trading day was 250519 Closing price was 32.5070 Current V value is 0.820157 (820 ticks) K1 value is 0.42 V*K1 for tomorrow is 0.344466 (344 ticks) BuyStop and SellStop computation requires tomorrow's Open V is less than high filter value of 875 V is greater than low filter value of 0 High/Low filters 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 1605 Trading days from 190102 to 250519 Running .DAT file HG1001.DAT Last trading day was 250519 Closing price was 4.6705 Current V value is 0.245500 (4910 ticks) K1 value is 0.30 V*K1 for tomorrow is 0.073650 (1473 ticks) BuyStop for tomorrow is 4.7442 SellStop is 4.5968 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 1605 Trading days from 190102 to 250519 Running .DAT file HG2001.DAT Last trading day was 250519 Closing price was 4.6705 Current V value is 0.245500 (4910 ticks) K1 value is 0.30 V*K1 for tomorrow is 0.073650 (1473 ticks) BuyStop for tomorrow is 4.7442 SellStop is 4.5968 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 1605 Trading days from 190102 to 250519 Running .DAT file CL1004.DAT Last trading day was 250519 Closing price was 62.6900 Current V value is 1.916177 (192 ticks) K1 value is 0.84 V*K1 for tomorrow is 1.609589 (161 ticks) BuyStop and SellStop computation requires tomorrow's Open Protective stop price is 111.2600 Profit objective price is 54.5600 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 61.2600 Open trade equity is -1430.00 From 190102 total profit is 177340.00 current drawdown is -2460.00 maximum drawdown was -19480.00 ................................................................ ................................................................ kNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 500 CRUDE OIL 1605 Trading days from 190102 to 250519 Running .DAT file CL2009.DAT Last trading day was 250519 Closing price was 62.6900 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 64.3600 SellStop is 61.0200 Protective stop price is 71.2800 Profit objective price is 52.8800 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 short 1 contract(s) at 61.4800 Open trade equity is -605.00 From 190102 total profit is 91965.01 current drawdown is -4125.00 maximum drawdown was -9000.00 ................................................................ ................................................................ kNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 42000 GASLOINE 1605 Trading days from 190102 to 250519 Running .DAT file RBN001.DAT Last trading day was 250519 Closing price was 2.1388 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 2.1822 SellStop is 2.0954 Protective stop price is 3.3171 Profit objective price is 2.0718 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 2.1266 Open trade equity is -512.40 From 190102 total profit is 172636.42 current drawdown is -8196.80 maximum drawdown was -17425.20 ................................................................ ................................................................ kNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 MICRO BITCOIN 1606 Trading days from 190102 to 250519 Running .DAT file BTC009.DAT Last trading day was 250519 Closing price was 105880.0000 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 108361.0000 SellStop is 101549.0000 Protective stop price is 95880.0000 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 841.80 From 190102 total profit is 16911.30 current drawdown is -2071.80 maximum drawdown was -2152.50 ................................................................ ................................................................ kNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 1250000 YEN 1606 Trading days from 190102 to 250519 Running .DAT file J6N105.DAT Last trading day was 250519 Closing price was 0.6920 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 0.7031 SellStop is 0.6802 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 1725.00 From 190102 total profit is 73543.76 current drawdown is 0.00 maximum drawdown was -6356.25 ................................................................ ................................................................ kNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 625000 YEN 1606 Trading days from 190102 to 250519 Running .DAT file J7M205.DAT Last trading day was 250519 Closing price was 0.6920 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 0.7031 SellStop is 0.6802 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 862.50 From 190102 total profit is 34196.88 current drawdown is 0.00 maximum drawdown was -3318.75 ................................................................ ................................................................ kNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 DOLLAR INDEX 1640 Trading days from 190102 to 250519 Running .DAT file DXX006.DAT Last trading day was 250519 Closing price was 100.2880 Current V value is 0.923334 (9233 ticks) K1 value is 0.54 V*K1 for tomorrow is 0.498600 (4986 ticks) BuyStop for tomorrow is 101.2536 SellStop is 99.4264 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 1606 Trading days from 190102 to 250519 Running .DAT file E6N010.DAT Last trading day was 250519 Closing price was 1.1255 Current V value is 0.035850 (359 ticks) K1 value is 0.30 V*K1 for tomorrow is 0.010755 (108 ticks) BuyStop for tomorrow is 1.1362 SellStop is 1.1147 Protective stop price is 1.1046 Profit objective price is 1.1392 V is less than high filter value of 375 V is greater than low filter value of 0 High/Low filters permit trading for tomorrow Currently long 1 contract(s) at 1.1280 Open trade equity is -318.75 From 190102 total profit is 47812.51 current drawdown is 0.00 maximum drawdown was -7931.26 ................................................................ ................................................................ kNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 62500 EUR0 FX MINI 1606 Trading days from 190102 to 250519 Running .DAT file E7M008.DAT Last trading day was 250519 Closing price was 1.1255 Current V value is 0.031150 (312 ticks) K1 value is 0.42 V*K1 for tomorrow is 0.013083 (131 ticks) BuyStop for tomorrow is 1.1385 SellStop is 1.1124 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 1607 Trading days from 190102 to 250519 Running .DAT file S6N004.DAT Last trading day was 250519 Closing price was 1.2019 Current V value is 0.034050 (340 ticks) K1 value is 0.70 V*K1 for tomorrow is 0.023835 (238 ticks) BuyStop for tomorrow is 1.2260 SellStop is 1.1783 Protective stop price is 1.2211 Profit objective price is 1.1455 V is less than high filter value of 375 V is greater than low filter value of 75 High/Low filters permit trading for tomorrow Currently short 1 contract(s) at 1.2087 Open trade equity is 850.00 From 190102 total profit is 75224.99 current drawdown is 0.00 maximum drawdown was -9112.50 ................................................................ ................................................................ kNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 100000 CANADIAN 1605 Trading days from 190102 to 250519 Running .DAT file D6N001.DAT Last trading day was 250519 Closing price was 0.7175 Current V value is 0.003100 (31 ticks) K1 value is 1.21 V*K1 for tomorrow is 0.003751 (38 ticks) BuyStop for tomorrow is 0.7219 SellStop is 0.7143 Protective stop price is 0.7378 Profit objective price is 0.7100 V is less than high filter value of 150 V is equal to or less than low filter value of 35 Low filter does not permit trading for tomorrow Currently short 1 contract(s) at 0.7200 Open trade equity is 255.00 From 190102 total profit is 22655.00 current drawdown is -2905.00 maximum drawdown was -4765.00 ................................................................