================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 MINI SP 500 1576 Trading days from 190102 to 250404 Running .DAT file ESN001.DAT Last trading day was 250404 Closing price was 5110.2500 Current V value is 361.000000 (1444 ticks) K1 value is 0.57 V*K1 for tomorrow is 205.770000 (823 ticks) BuyStop for tomorrow is 5316.0000 SellStop is 4904.5000 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 1576 Trading days from 190102 to 250404 Running .DAT file ESM300.DAT Last trading day was 250404 Closing price was 5110.2500 Current V value is 663.000000 (2652 ticks) K1 value is 0.48 V*K1 for tomorrow is 318.240000 (1273 ticks) BuyStop for tomorrow is 5524.7500 SellStop is 4888.2500 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 21592.50 current drawdown is -595.00 maximum drawdown was -2593.75 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 MINI NASDAQ 100 1576 Trading days from 190102 to 250404 Running .DAT file NQN012.DAT Last trading day was 250404 Closing price was 17539.0000 Current V value is 2505.250000 (10021 ticks) K1 value is 0.37 V*K1 for tomorrow is 926.942500 (3708 ticks) BuyStop for tomorrow is 18806.7500 SellStop is 16953.0000 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 511025.00 current drawdown is 0.00 maximum drawdown was -28215.00 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 MICRO NASDAQ 100 1576 Trading days from 190102 to 250404 Running .DAT file NQM300.DAT Last trading day was 250404 Closing price was 17539.0000 Current V value is 2505.250000 (10021 ticks) K1 value is 0.37 V*K1 for tomorrow is 926.942500 (3708 ticks) BuyStop for tomorrow is 18806.7500 SellStop is 16953.0000 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 34857.50 current drawdown is -178.50 maximum drawdown was -4941.50 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 DOW FUTURES 1576 Trading days from 190102 to 250404 Running .DAT file YMN001.DAT Last trading day was 250404 Closing price was 38530.0000 Current V value is 4533.000000 (4533 ticks) K1 value is 0.43 V*K1 for tomorrow is 1949.190000 (1949 ticks) BuyStop for tomorrow is 41474.0000 SellStop is 37576.0000 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 1575 Trading days from 190102 to 250404 Running .DAT file GC1004.DAT Last trading day was 250404 Closing price was 3035.3999 Current V value is 127.500000 (12750 ticks) K1 value is 0.63 V*K1 for tomorrow is 80.325000 (8032 ticks) BuyStop for tomorrow is 3156.4200 SellStop is 2995.7700 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 1575 Trading days from 190102 to 250404 Running .DAT file GC2006.DAT Last trading day was 250404 Closing price was 3035.3999 Current V value is 127.500000 (12750 ticks) K1 value is 0.63 V*K1 for tomorrow is 80.325000 (8032 ticks) BuyStop for tomorrow is 3156.4200 SellStop is 2995.7700 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 1575 Trading days from 190102 to 250404 Running .DAT file GC3002.DAT Last trading day was 250404 Closing price was 3035.3999 Current V value is 127.500000 (12750 ticks) K1 value is 0.75 V*K1 for tomorrow is 95.625000 (9562 ticks) BuyStop for tomorrow is 3192.0700 SellStop is 3000.8200 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 1575 Trading days from 190102 to 250404 Running .DAT file SI1009.DAT Last trading day was 250404 Closing price was 29.2300 Current V value is 2.338331 (2338 ticks) K1 value is 0.50 V*K1 for tomorrow is 1.169166 (1169 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 387465.00 current drawdown is 0.00 maximum drawdown was -20734.99 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 2500 COMEX SILVER 1575 Trading days from 190102 to 250404 Running .DAT file SI2019.DAT Last trading day was 250404 Closing price was 29.2300 Current V value is 1.652795 (1653 ticks) K1 value is 0.42 V*K1 for tomorrow is 0.694174 (694 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 1575 Trading days from 190102 to 250404 Running .DAT file SI3013.DAT Last trading day was 250404 Closing price was 29.2300 Current V value is 1.652795 (1653 ticks) K1 value is 0.42 V*K1 for tomorrow is 0.694174 (694 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 1575 Trading days from 190102 to 250404 Running .DAT file HG1001.DAT Last trading day was 250404 Closing price was 4.4020 Current V value is 0.972000 (19440 ticks) K1 value is 0.30 V*K1 for tomorrow is 0.291600 (5832 ticks) BuyStop for tomorrow is 4.6936 SellStop is 4.1104 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 1575 Trading days from 190102 to 250404 Running .DAT file HG2001.DAT Last trading day was 250404 Closing price was 4.4020 Current V value is 0.972000 (19440 ticks) K1 value is 0.30 V*K1 for tomorrow is 0.291600 (5832 ticks) BuyStop for tomorrow is 4.6936 SellStop is 4.1104 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 1575 Trading days from 190102 to 250404 Running .DAT file CL1004.DAT Last trading day was 250404 Closing price was 61.6500 Current V value is 3.726559 (373 ticks) K1 value is 0.84 V*K1 for tomorrow is 3.130309 (313 ticks) BuyStop and SellStop computation requires tomorrow's Open 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 flat From 190102 total profit is 169650.00 current drawdown is 0.00 maximum drawdown was -19480.00 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 500 CRUDE OIL 1575 Trading days from 190102 to 250404 Running .DAT file CL2009.DAT Last trading day was 250404 Closing price was 61.6500 Current V value is 6.290005 (629 ticks) K1 value is 0.50 V*K1 for tomorrow is 3.145002 (315 ticks) BuyStop for tomorrow is 64.8000 SellStop is 58.5000 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 96695.01 current drawdown is 0.00 maximum drawdown was -9000.00 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 42000 GASLOINE 1575 Trading days from 190102 to 250404 Running .DAT file RBN001.DAT Last trading day was 250404 Closing price was 2.0461 Current V value is 0.152900 (1529 ticks) K1 value is 0.53 V*K1 for tomorrow is 0.081037 (810 ticks) BuyStop for tomorrow is 2.1271 SellStop is 1.9651 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 181345.61 current drawdown is 0.00 maximum drawdown was -17425.20 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 MICRO BITCOIN 1576 Trading days from 190102 to 250404 Running .DAT file BTC009.DAT Last trading day was 250404 Closing price was 84350.0000 Current V value is 4765.000000 (4765 ticks) K1 value is 0.57 V*K1 for tomorrow is 2716.050000 (2716 ticks) BuyStop for tomorrow is 86186.0000 SellStop is 80754.0000 Protective stop price is 92165.0000 Profit objective price is 53946.0000 V is less than high filter value of 5575 V is greater than low filter value of 0 High/Low filters permit trading for tomorrow Currently short 1 contract(s) at 83946.0000 Open trade equity is -40.40 From 190102 total profit is 16561.00 current drawdown is -1539.90 maximum drawdown was -1580.30 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 1250000 YEN 1576 Trading days from 190102 to 250404 Running .DAT file J6N105.DAT Last trading day was 250404 Closing price was 0.6863 Current V value is 0.016800 (168 ticks) K1 value is 0.83 V*K1 for tomorrow is 0.013944 (139 ticks) BuyStop for tomorrow is 0.7031 SellStop is 0.6752 Protective stop price is 0.6523 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 1181.25 From 190102 total profit is 67850.00 current drawdown is -4700.00 maximum drawdown was -6356.25 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 625000 YEN 1576 Trading days from 190102 to 250404 Running .DAT file J7M205.DAT Last trading day was 250404 Closing price was 0.6863 Current V value is 0.016800 (168 ticks) K1 value is 0.83 V*K1 for tomorrow is 0.013944 (139 ticks) BuyStop for tomorrow is 0.7031 SellStop is 0.6752 Protective stop price is 0.6523 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 590.62 From 190102 total profit is 31375.00 current drawdown is -2450.00 maximum drawdown was -3318.75 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 DOLLAR INDEX 1610 Trading days from 190102 to 250404 Running .DAT file DXX006.DAT Last trading day was 250404 Closing price was 102.7680 Current V value is 0.930001 (9300 ticks) K1 value is 0.54 V*K1 for tomorrow is 0.502201 (5022 ticks) BuyStop for tomorrow is 103.4322 SellStop is 100.7678 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 1576 Trading days from 190102 to 250404 Running .DAT file E6N010.DAT Last trading day was 250404 Closing price was 1.0989 Current V value is 0.038750 (387 ticks) K1 value is 0.30 V*K1 for tomorrow is 0.011625 (116 ticks) BuyStop for tomorrow is 1.1105 SellStop is 1.0872 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 1576 Trading days from 190102 to 250404 Running .DAT file E7M008.DAT Last trading day was 250404 Closing price was 1.0989 Current V value is 0.038750 (387 ticks) K1 value is 0.42 V*K1 for tomorrow is 0.016275 (163 ticks) BuyStop for tomorrow is 1.1151 SellStop is 1.0826 Protective stop price is 1.0802 Profit objective price is 1.1292 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 long 1 contract(s) at 1.0924 Open trade equity is 403.13 From 190102 total profit is 25721.88 current drawdown is 0.00 maximum drawdown was -3881.25 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 125000 SWISS FRANC 1577 Trading days from 190102 to 250404 Running .DAT file S6N004.DAT Last trading day was 250404 Closing price was 1.1721 Current V value is 0.048800 (488 ticks) K1 value is 0.70 V*K1 for tomorrow is 0.034160 (342 ticks) BuyStop for tomorrow is 1.2110 SellStop is 1.1427 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 1575 Trading days from 190102 to 250404 Running .DAT file D6N001.DAT Last trading day was 250404 Closing price was 0.7049 Current V value is 0.014700 (147 ticks) K1 value is 1.21 V*K1 for tomorrow is 0.017787 (178 ticks) BuyStop for tomorrow is 0.7267 SellStop is 0.6912 Protective stop price is 0.6908 Profit objective price is 0.7207 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 0.7107 Open trade equity is -575.00 From 190102 total profit is 20875.00 current drawdown is -3855.00 maximum drawdown was -4765.00 ================================================================