================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 MINI SP 500 1563 Trading days from 190102 to 250318 Running .DAT file ESN001.DAT Last trading day was 250318 Closing price was 5669.2500 Current V value is 108.250000 (433 ticks) K1 value is 0.57 V*K1 for tomorrow is 61.702500 (247 ticks) BuyStop for tomorrow is 5731.0000 SellStop is 5607.5000 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 215800.00 current drawdown is -7012.50 maximum drawdown was -24537.50 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 MICRO SP 500 1563 Trading days from 190102 to 250318 Running .DAT file ESM300.DAT Last trading day was 250318 Closing price was 5669.2500 Current V value is 181.500000 (726 ticks) K1 value is 0.48 V*K1 for tomorrow is 87.120000 (348 ticks) BuyStop for tomorrow is 5773.2500 SellStop is 5599.0000 Protective stop price is 5838.2500 Profit objective price is 5537.7500 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 short 1 contract(s) at 5857.7500 Open trade equity is 942.50 From 190102 total profit is 21147.50 current drawdown is -1757.50 maximum drawdown was -2593.75 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 MINI NASDAQ 100 1563 Trading days from 190102 to 250318 Running .DAT file NQN012.DAT Last trading day was 250318 Closing price was 19701.7500 Current V value is 714.000000 (2856 ticks) K1 value is 0.37 V*K1 for tomorrow is 264.180000 (1057 ticks) BuyStop for tomorrow is 20055.0000 SellStop is 19526.7500 Protective stop price is 22201.7500 Profit objective price is 18703.5000 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 short 1 contract(s) at 19723.5000 Open trade equity is 435.00 From 190102 total profit is 510560.00 current drawdown is 0.00 maximum drawdown was -28215.00 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 MICRO NASDAQ 100 1563 Trading days from 190102 to 250318 Running .DAT file NQM300.DAT Last trading day was 250318 Closing price was 19701.7500 Current V value is 714.000000 (2856 ticks) K1 value is 0.37 V*K1 for tomorrow is 264.180000 (1057 ticks) BuyStop for tomorrow is 20055.0000 SellStop is 19526.7500 Protective stop price is 44701.7500 Profit objective price is 18703.5000 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 short 1 contract(s) at 19723.5000 Open trade equity is 43.50 From 190102 total profit is 35036.00 current drawdown is 0.00 maximum drawdown was -4941.50 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 DOW FUTURES 1563 Trading days from 190102 to 250318 Running .DAT file YMN001.DAT Last trading day was 250318 Closing price was 41938.0000 Current V value is 1431.000000 (1431 ticks) K1 value is 0.43 V*K1 for tomorrow is 615.330000 (615 ticks) BuyStop for tomorrow is 42632.0000 SellStop is 41401.0000 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 198125.00 current drawdown is 0.00 maximum drawdown was -14605.00 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 100 GOLD 1562 Trading days from 190102 to 250318 Running .DAT file GC1004.DAT Last trading day was 250318 Closing price was 3068.8999 Current V value is 74.200195 (7420 ticks) K1 value is 0.63 V*K1 for tomorrow is 46.746123 (4675 ticks) BuyStop for tomorrow is 3106.7500 SellStop is 3013.2500 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 1562 Trading days from 190102 to 250318 Running .DAT file GC2006.DAT Last trading day was 250318 Closing price was 3068.8999 Current V value is 74.200195 (7420 ticks) K1 value is 0.63 V*K1 for tomorrow is 46.746123 (4675 ticks) BuyStop for tomorrow is 3106.7500 SellStop is 3013.2500 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 1562 Trading days from 190102 to 250318 Running .DAT file GC3002.DAT Last trading day was 250318 Closing price was 3068.8999 Current V value is 74.200195 (7420 ticks) K1 value is 0.75 V*K1 for tomorrow is 55.650146 (5565 ticks) BuyStop for tomorrow is 3111.2000 SellStop is 2999.9000 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 1562 Trading days from 190102 to 250318 Running .DAT file SI1009.DAT Last trading day was 250318 Closing price was 34.6350 Current V value is 0.637333 (637 ticks) K1 value is 0.50 V*K1 for tomorrow is 0.318667 (319 ticks) BuyStop and SellStop computation requires tomorrow's Open V is less than high filter value of 750 V is greater than low filter value of 0 High/Low filters permit trading for tomorrow Currently flat From 190102 total profit is 383720.00 current drawdown is 0.00 maximum drawdown was -20734.99 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 2500 COMEX SILVER 1562 Trading days from 190102 to 250318 Running .DAT file SI2019.DAT Last trading day was 250318 Closing price was 34.6350 Current V value is 0.780878 (781 ticks) K1 value is 0.42 V*K1 for tomorrow is 0.327969 (328 ticks) BuyStop and SellStop computation requires tomorrow's Open Protective stop price is 33.4870 Profit objective price is 37.3970 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 long 1 contract(s) at 34.7170 Open trade equity is -205.00 From 190102 total profit is 178942.50 current drawdown is 0.00 maximum drawdown was -9987.50 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 1000 COMEX SILVER 1562 Trading days from 190102 to 250318 Running .DAT file SI3013.DAT Last trading day was 250318 Closing price was 34.6350 Current V value is 0.780878 (781 ticks) K1 value is 0.42 V*K1 for tomorrow is 0.327969 (328 ticks) BuyStop and SellStop computation requires tomorrow's Open Protective stop price is 33.4920 Profit objective price is 37.4170 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 long 1 contract(s) at 34.7170 Open trade equity is -82.00 From 190102 total profit is 57372.00 current drawdown is 0.00 maximum drawdown was -4325.00 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 COPPER 25000 1562 Trading days from 190102 to 250318 Running .DAT file HG1001.DAT Last trading day was 250318 Closing price was 5.0165 Current V value is 0.390500 (7810 ticks) K1 value is 0.30 V*K1 for tomorrow is 0.117150 (2343 ticks) BuyStop for tomorrow is 5.1337 SellStop is 4.8994 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 1562 Trading days from 190102 to 250318 Running .DAT file HG2001.DAT Last trading day was 250318 Closing price was 5.0165 Current V value is 0.390500 (7810 ticks) K1 value is 0.30 V*K1 for tomorrow is 0.117150 (2343 ticks) BuyStop for tomorrow is 5.1337 SellStop is 4.8994 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 1562 Trading days from 190102 to 250318 Running .DAT file CL1004.DAT Last trading day was 250318 Closing price was 66.4800 Current V value is 1.585379 (159 ticks) K1 value is 0.84 V*K1 for tomorrow is 1.331718 (133 ticks) BuyStop and SellStop computation requires tomorrow's Open Protective stop price is 18.0200 Profit objective price is 74.7200 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 68.0200 Open trade equity is -1540.00 From 190102 total profit is 163930.00 current drawdown is -4040.00 maximum drawdown was -19480.00 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 500 CRUDE OIL 1562 Trading days from 190102 to 250318 Running .DAT file CL2009.DAT Last trading day was 250318 Closing price was 66.4800 Current V value is 2.879997 (288 ticks) K1 value is 0.50 V*K1 for tomorrow is 1.439999 (144 ticks) BuyStop for tomorrow is 67.9200 SellStop is 65.0400 Protective stop price is 58.0000 Profit objective price is 76.4000 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 67.8000 Open trade equity is -660.00 From 190102 total profit is 90840.01 current drawdown is -515.00 maximum drawdown was -9000.00 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 42000 GASLOINE 1562 Trading days from 190102 to 250318 Running .DAT file RBN001.DAT Last trading day was 250318 Closing price was 2.1625 Current V value is 0.055800 (558 ticks) K1 value is 0.53 V*K1 for tomorrow is 0.029574 (296 ticks) BuyStop for tomorrow is 2.1921 SellStop is 2.1329 Protective stop price is 0.9805 Profit objective price is 2.2033 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 long 1 contract(s) at 2.1485 Open trade equity is 588.00 From 190102 total profit is 174821.01 current drawdown is -129.40 maximum drawdown was -17425.20 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 MICRO BITCOIN 1563 Trading days from 190102 to 250318 Running .DAT file BTC009.DAT Last trading day was 250318 Closing price was 82230.0000 Current V value is 10300.000000 (10300 ticks) K1 value is 0.57 V*K1 for tomorrow is 5871.000000 (5871 ticks) BuyStop for tomorrow is 88619.0000 SellStop is 76877.0000 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 16995.30 current drawdown is -1146.00 maximum drawdown was -1234.00 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 1250000 YEN 1563 Trading days from 190102 to 250318 Running .DAT file J6N105.DAT Last trading day was 250318 Closing price was 0.6769 Current V value is 0.007400 (74 ticks) K1 value is 0.83 V*K1 for tomorrow is 0.006142 (61 ticks) BuyStop for tomorrow is 0.6822 SellStop is 0.6699 Protective stop price is 0.7069 Profit objective price is 0.6291 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 0.6707 Open trade equity is -768.75 From 190102 total profit is 66725.00 current drawdown is -3875.00 maximum drawdown was -6356.25 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 625000 YEN 1563 Trading days from 190102 to 250318 Running .DAT file J7M205.DAT Last trading day was 250318 Closing price was 0.6769 Current V value is 0.007400 (74 ticks) K1 value is 0.83 V*K1 for tomorrow is 0.006142 (61 ticks) BuyStop for tomorrow is 0.6822 SellStop is 0.6699 Protective stop price is 0.7069 Profit objective price is 0.6291 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 0.6707 Open trade equity is -384.38 From 190102 total profit is 30837.50 current drawdown is -2012.50 maximum drawdown was -3318.75 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 DOLLAR INDEX 1597 Trading days from 190102 to 250318 Running .DAT file DXX006.DAT Last trading day was 250318 Closing price was 102.8920 Current V value is 0.609666 (6097 ticks) K1 value is 0.54 V*K1 for tomorrow is 0.329219 (3292 ticks) BuyStop for tomorrow is 103.6392 SellStop is 102.5008 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 1563 Trading days from 190102 to 250318 Running .DAT file E6N010.DAT Last trading day was 250318 Closing price was 1.0998 Current V value is 0.063350 (633 ticks) K1 value is 0.30 V*K1 for tomorrow is 0.019005 (190 ticks) BuyStop for tomorrow is 1.1188 SellStop is 1.0808 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 45431.26 current drawdown is -1000.00 maximum drawdown was -7931.26 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 62500 EUR0 FX MINI 1563 Trading days from 190102 to 250318 Running .DAT file E7M008.DAT Last trading day was 250318 Closing price was 1.0998 Current V value is 0.060200 (602 ticks) K1 value is 0.42 V*K1 for tomorrow is 0.025284 (253 ticks) BuyStop for tomorrow is 1.1251 SellStop is 1.0745 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 25318.75 current drawdown is 0.00 maximum drawdown was -3881.25 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 125000 SWISS FRANC 1564 Trading days from 190102 to 250318 Running .DAT file S6N004.DAT Last trading day was 250318 Closing price was 1.1530 Current V value is 0.024600 (246 ticks) K1 value is 0.70 V*K1 for tomorrow is 0.017220 (172 ticks) BuyStop for tomorrow is 1.1681 SellStop is 1.1336 Protective stop price is 1.1192 Profit objective price is 1.1744 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 long 1 contract(s) at 1.1112 Open trade equity is 5218.76 From 190102 total profit is 71743.75 current drawdown is 0.00 maximum drawdown was -9112.50 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 100000 CANADIAN 1562 Trading days from 190102 to 250318 Running .DAT file D6N001.DAT Last trading day was 250318 Closing price was 0.6999 Current V value is 0.004800 (48 ticks) K1 value is 1.21 V*K1 for tomorrow is 0.005808 (58 ticks) BuyStop for tomorrow is 0.7062 SellStop is 0.6946 Protective stop price is 0.6782 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 long 1 contract(s) at 0.7000 Open trade equity is -5.00 From 190102 total profit is 21725.00 current drawdown is -3575.00 maximum drawdown was -4765.00 ================================================================