================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 MINI SP 500 1586 Trading days from 190102 to 250421 Running .DAT file ESN001.DAT Last trading day was 250421 Closing price was 5184.7500 Current V value is 179.500000 (718 ticks) K1 value is 0.57 V*K1 for tomorrow is 102.315000 (409 ticks) BuyStop for tomorrow is 5287.0000 SellStop is 5082.5000 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 1586 Trading days from 190102 to 250421 Running .DAT file ESM300.DAT Last trading day was 250421 Closing price was 5184.7500 Current V value is 313.500000 (1254 ticks) K1 value is 0.48 V*K1 for tomorrow is 150.480000 (602 ticks) BuyStop for tomorrow is 5356.7500 SellStop is 5055.7500 Protective stop price is 5442.0000 Profit objective price is 4862.0000 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 short 1 contract(s) at 5182.0000 Open trade equity is -13.75 From 190102 total profit is 17648.75 current drawdown is -4525.00 maximum drawdown was -4538.75 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 MINI NASDAQ 100 1586 Trading days from 190102 to 250421 Running .DAT file NQN012.DAT Last trading day was 250421 Closing price was 17922.2500 Current V value is 1333.750000 (5335 ticks) K1 value is 0.37 V*K1 for tomorrow is 493.487500 (1974 ticks) BuyStop for tomorrow is 18495.5000 SellStop is 17508.5000 Protective stop price is 20422.2500 Profit objective price is 17081.2500 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 short 1 contract(s) at 18101.2500 Open trade equity is 3580.00 From 190102 total profit is 514605.00 current drawdown is 0.00 maximum drawdown was -28215.00 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 MICRO NASDAQ 100 1586 Trading days from 190102 to 250421 Running .DAT file NQM300.DAT Last trading day was 250421 Closing price was 17922.2500 Current V value is 1333.750000 (5335 ticks) K1 value is 0.37 V*K1 for tomorrow is 493.487500 (1974 ticks) BuyStop for tomorrow is 18495.5000 SellStop is 17508.5000 Protective stop price is 42922.2500 Profit objective price is 17081.2500 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 short 1 contract(s) at 18101.2500 Open trade equity is 358.00 From 190102 total profit is 35215.50 current drawdown is -178.50 maximum drawdown was -4941.50 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 DOW FUTURES 1586 Trading days from 190102 to 250421 Running .DAT file YMN001.DAT Last trading day was 250421 Closing price was 38328.0000 Current V value is 3012.000000 (3012 ticks) K1 value is 0.43 V*K1 for tomorrow is 1295.160000 (1295 ticks) BuyStop for tomorrow is 39919.0000 SellStop is 37329.0000 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 1585 Trading days from 190102 to 250421 Running .DAT file GC1004.DAT Last trading day was 250421 Closing price was 3425.3000 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 3489.0400 SellStop is 3318.6900 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 1585 Trading days from 190102 to 250421 Running .DAT file GC2006.DAT Last trading day was 250421 Closing price was 3425.3000 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 3489.0400 SellStop is 3318.6900 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 1585 Trading days from 190102 to 250421 Running .DAT file GC3002.DAT Last trading day was 250421 Closing price was 3425.3000 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 3494.5500 SellStop is 3291.7500 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 1585 Trading days from 190102 to 250421 Running .DAT file SI1009.DAT Last trading day was 250421 Closing price was 32.5210 Current V value is 0.834998 (835 ticks) K1 value is 0.50 V*K1 for tomorrow is 0.417499 (417 ticks) BuyStop and SellStop computation requires tomorrow's Open Protective stop price is 32.0620 Profit objective price is 35.3970 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 long 1 contract(s) at 32.7970 Open trade equity is -1380.00 From 190102 total profit is 384235.00 current drawdown is -1850.00 maximum drawdown was -20734.99 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 2500 COMEX SILVER 1585 Trading days from 190102 to 250421 Running .DAT file SI2019.DAT Last trading day was 250421 Closing price was 32.5210 Current V value is 1.006211 (1006 ticks) K1 value is 0.42 V*K1 for tomorrow is 0.422609 (423 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 1585 Trading days from 190102 to 250421 Running .DAT file SI3013.DAT Last trading day was 250421 Closing price was 32.5210 Current V value is 1.006211 (1006 ticks) K1 value is 0.42 V*K1 for tomorrow is 0.422609 (423 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 1585 Trading days from 190102 to 250421 Running .DAT file HG1001.DAT Last trading day was 250421 Closing price was 4.7285 Current V value is 0.701000 (14020 ticks) K1 value is 0.30 V*K1 for tomorrow is 0.210300 (4206 ticks) BuyStop for tomorrow is 4.9388 SellStop is 4.5182 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 1585 Trading days from 190102 to 250421 Running .DAT file HG2001.DAT Last trading day was 250421 Closing price was 4.7285 Current V value is 0.701000 (14020 ticks) K1 value is 0.30 V*K1 for tomorrow is 0.210300 (4206 ticks) BuyStop for tomorrow is 4.9388 SellStop is 4.5182 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 1585 Trading days from 190102 to 250421 Running .DAT file CL1004.DAT Last trading day was 250421 Closing price was 62.4100 Current V value is 2.512210 (251 ticks) K1 value is 0.84 V*K1 for tomorrow is 2.110256 (211 ticks) BuyStop and SellStop computation requires tomorrow's Open Protective stop price is 14.0100 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 1100.00 From 190102 total profit is 170750.00 current drawdown is 0.00 maximum drawdown was -19480.00 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 500 CRUDE OIL 1585 Trading days from 190102 to 250421 Running .DAT file CL2009.DAT Last trading day was 250421 Closing price was 62.4100 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 66.2700 SellStop is 58.5500 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 1585 Trading days from 190102 to 250421 Running .DAT file RBN001.DAT Last trading day was 250421 Closing price was 2.0556 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 2.1483 SellStop is 1.9629 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 -6589.80 From 190102 total profit is 174755.82 current drawdown is 0.00 maximum drawdown was -17425.20 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 MICRO BITCOIN 1586 Trading days from 190102 to 250421 Running .DAT file BTC009.DAT Last trading day was 250421 Closing price was 87535.0000 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 91873.0000 SellStop is 81692.0000 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 1586 Trading days from 190102 to 250421 Running .DAT file J6N105.DAT Last trading day was 250421 Closing price was 0.7160 Current V value is 0.012500 (125 ticks) K1 value is 0.83 V*K1 for tomorrow is 0.010375 (104 ticks) BuyStop for tomorrow is 0.7238 SellStop is 0.7030 Protective stop price is 0.6798 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 4881.25 From 190102 total profit is 71550.01 current drawdown is -4700.00 maximum drawdown was -6356.25 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 625000 YEN 1586 Trading days from 190102 to 250421 Running .DAT file J7M205.DAT Last trading day was 250421 Closing price was 0.7160 Current V value is 0.012500 (125 ticks) K1 value is 0.83 V*K1 for tomorrow is 0.010375 (104 ticks) BuyStop for tomorrow is 0.7238 SellStop is 0.7030 Protective stop price is 0.6797 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 2440.63 From 190102 total profit is 33225.00 current drawdown is -2450.00 maximum drawdown was -3318.75 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 DOLLAR INDEX 1620 Trading days from 190102 to 250421 Running .DAT file DXX006.DAT Last trading day was 250421 Closing price was 98.0440 Current V value is 1.219555 (12196 ticks) K1 value is 0.54 V*K1 for tomorrow is 0.658560 (6586 ticks) BuyStop for tomorrow is 99.6936 SellStop is 97.0214 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 1586 Trading days from 190102 to 250421 Running .DAT file E6N010.DAT Last trading day was 250421 Closing price was 1.1562 Current V value is 0.078000 (780 ticks) K1 value is 0.30 V*K1 for tomorrow is 0.023400 (234 ticks) BuyStop for tomorrow is 1.1796 SellStop is 1.1328 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 1586 Trading days from 190102 to 250421 Running .DAT file E7M008.DAT Last trading day was 250421 Closing price was 1.1562 Current V value is 0.071400 (714 ticks) K1 value is 0.42 V*K1 for tomorrow is 0.029988 (300 ticks) BuyStop for tomorrow is 1.1862 SellStop is 1.1262 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 1587 Trading days from 190102 to 250421 Running .DAT file S6N004.DAT Last trading day was 250421 Closing price was 1.2473 Current V value is 0.073050 (731 ticks) K1 value is 0.70 V*K1 for tomorrow is 0.051135 (511 ticks) BuyStop for tomorrow is 1.2949 SellStop is 1.1926 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 1585 Trading days from 190102 to 250421 Running .DAT file D6N001.DAT Last trading day was 250421 Closing price was 0.7248 Current V value is 0.004050 (41 ticks) K1 value is 1.21 V*K1 for tomorrow is 0.004901 (49 ticks) BuyStop for tomorrow is 0.7309 SellStop is 0.7210 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 ================================================================