================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 MINI SP 500 1561 Trading days from 190102 to 250314 Running .DAT file ESN001.DAT Last trading day was 250314 Closing price was 5692.2500 Current V value is 115.000000 (460 ticks) K1 value is 0.57 V*K1 for tomorrow is 65.550000 (262 ticks) BuyStop for tomorrow is 5757.7500 SellStop is 5626.7500 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 1561 Trading days from 190102 to 250314 Running .DAT file ESM300.DAT Last trading day was 250314 Closing price was 5692.2500 Current V value is 270.000000 (1080 ticks) K1 value is 0.48 V*K1 for tomorrow is 129.600000 (518 ticks) BuyStop for tomorrow is 5790.5000 SellStop is 5531.2500 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 827.50 From 190102 total profit is 21032.50 current drawdown is -1757.50 maximum drawdown was -2593.75 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 MINI NASDAQ 100 1561 Trading days from 190102 to 250314 Running .DAT file NQN012.DAT Last trading day was 250314 Closing price was 19919.5000 Current V value is 916.500000 (3666 ticks) K1 value is 0.37 V*K1 for tomorrow is 339.105000 (1356 ticks) BuyStop for tomorrow is 20130.0000 SellStop is 19451.7500 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 510125.00 current drawdown is 0.00 maximum drawdown was -28215.00 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 MICRO NASDAQ 100 1561 Trading days from 190102 to 250314 Running .DAT file NQM300.DAT Last trading day was 250314 Closing price was 19919.5000 Current V value is 916.500000 (3666 ticks) K1 value is 0.37 V*K1 for tomorrow is 339.105000 (1356 ticks) BuyStop for tomorrow is 20130.0000 SellStop is 19451.7500 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 34992.50 current drawdown is 0.00 maximum drawdown was -4941.50 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 DOW FUTURES 1561 Trading days from 190102 to 250314 Running .DAT file YMN001.DAT Last trading day was 250314 Closing price was 41850.0000 Current V value is 2260.000000 (2260 ticks) K1 value is 0.43 V*K1 for tomorrow is 971.800000 (972 ticks) BuyStop for tomorrow is 42535.0000 SellStop is 40592.0000 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 1560 Trading days from 190102 to 250314 Running .DAT file GC1004.DAT Last trading day was 250314 Closing price was 3028.8999 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 3077.0500 SellStop is 2983.5500 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 1560 Trading days from 190102 to 250314 Running .DAT file GC2006.DAT Last trading day was 250314 Closing price was 3028.8999 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 3077.0500 SellStop is 2983.5500 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 1560 Trading days from 190102 to 250314 Running .DAT file GC3002.DAT Last trading day was 250314 Closing price was 3028.8999 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 3086.6500 SellStop is 2975.3500 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 1560 Trading days from 190102 to 250314 Running .DAT file SI1009.DAT Last trading day was 250314 Closing price was 34.4330 Current V value is 0.877665 (878 ticks) K1 value is 0.50 V*K1 for tomorrow is 0.438833 (439 ticks) BuyStop and SellStop computation requires tomorrow's Open Protective stop price is 33.6980 Profit objective price is 35.4210 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 32.8210 Open trade equity is 8059.99 From 190102 total profit is 386079.99 current drawdown is -2265.01 maximum drawdown was -20734.99 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 2500 COMEX SILVER 1560 Trading days from 190102 to 250314 Running .DAT file SI2019.DAT Last trading day was 250314 Closing price was 34.4330 Current V value is 0.878871 (879 ticks) K1 value is 0.42 V*K1 for tomorrow is 0.369126 (369 ticks) BuyStop and SellStop computation requires tomorrow's Open Protective stop price is 33.2030 Profit objective price is 35.4720 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 long 1 contract(s) at 32.7920 Open trade equity is 4102.50 From 190102 total profit is 180177.50 current drawdown is 0.00 maximum drawdown was -9987.50 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 1000 COMEX SILVER 1560 Trading days from 190102 to 250314 Running .DAT file SI3013.DAT Last trading day was 250314 Closing price was 34.4330 Current V value is 0.878871 (879 ticks) K1 value is 0.42 V*K1 for tomorrow is 0.369126 (369 ticks) BuyStop and SellStop computation requires tomorrow's Open Protective stop price is 33.2080 Profit objective price is 35.4920 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 long 1 contract(s) at 32.7920 Open trade equity is 1641.00 From 190102 total profit is 57896.00 current drawdown is -235.00 maximum drawdown was -4325.00 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 COPPER 25000 1560 Trading days from 190102 to 250314 Running .DAT file HG1001.DAT Last trading day was 250314 Closing price was 4.8960 Current V value is 0.379000 (7580 ticks) K1 value is 0.30 V*K1 for tomorrow is 0.113700 (2274 ticks) BuyStop for tomorrow is 5.0097 SellStop is 4.7823 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 1560 Trading days from 190102 to 250314 Running .DAT file HG2001.DAT Last trading day was 250314 Closing price was 4.8960 Current V value is 0.379000 (7580 ticks) K1 value is 0.30 V*K1 for tomorrow is 0.113700 (2274 ticks) BuyStop for tomorrow is 5.0097 SellStop is 4.7823 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 1560 Trading days from 190102 to 250314 Running .DAT file CL1004.DAT Last trading day was 250314 Closing price was 67.1800 Current V value is 1.544945 (154 ticks) K1 value is 0.84 V*K1 for tomorrow is 1.297754 (130 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 -840.00 From 190102 total profit is 164630.00 current drawdown is -4040.00 maximum drawdown was -19480.00 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 500 CRUDE OIL 1560 Trading days from 190102 to 250314 Running .DAT file CL2009.DAT Last trading day was 250314 Closing price was 67.1800 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 68.6200 SellStop is 65.7400 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 -310.00 From 190102 total profit is 91190.01 current drawdown is -515.00 maximum drawdown was -9000.00 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 42000 GASLOINE 1560 Trading days from 190102 to 250314 Running .DAT file RBN001.DAT Last trading day was 250314 Closing price was 2.1418 Current V value is 0.084500 (845 ticks) K1 value is 0.53 V*K1 for tomorrow is 0.044785 (448 ticks) BuyStop for tomorrow is 2.1866 SellStop is 2.0970 Protective stop price is 0.9580 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 -281.40 From 190102 total profit is 173951.61 current drawdown is -129.40 maximum drawdown was -17425.20 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 MICRO BITCOIN 1561 Trading days from 190102 to 250314 Running .DAT file BTC009.DAT Last trading day was 250314 Closing price was 84840.0000 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 89019.0000 SellStop is 77277.0000 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 1561 Trading days from 190102 to 250314 Running .DAT file J6N105.DAT Last trading day was 250314 Closing price was 0.6733 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 0.6798 SellStop is 0.6676 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 -325.00 From 190102 total profit is 67168.75 current drawdown is -3875.00 maximum drawdown was -6356.25 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 625000 YEN 1561 Trading days from 190102 to 250314 Running .DAT file J7M205.DAT Last trading day was 250314 Closing price was 0.6733 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 0.6798 SellStop is 0.6676 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 -162.50 From 190102 total profit is 31059.38 current drawdown is -2012.50 maximum drawdown was -3318.75 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 DOLLAR INDEX 1595 Trading days from 190102 to 250314 Running .DAT file DXX006.DAT Last trading day was 250314 Closing price was 103.7050 Current V value is 0.790779 (7908 ticks) K1 value is 0.54 V*K1 for tomorrow is 0.427021 (4270 ticks) BuyStop for tomorrow is 104.6370 SellStop is 103.1330 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 1561 Trading days from 190102 to 250314 Running .DAT file E6N010.DAT Last trading day was 250314 Closing price was 1.0882 Current V value is 0.057550 (575 ticks) K1 value is 0.30 V*K1 for tomorrow is 0.017265 (173 ticks) BuyStop for tomorrow is 1.1054 SellStop is 1.0709 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 1561 Trading days from 190102 to 250314 Running .DAT file E7M008.DAT Last trading day was 250314 Closing price was 1.0882 Current V value is 0.057550 (575 ticks) K1 value is 0.42 V*K1 for tomorrow is 0.024171 (242 ticks) BuyStop for tomorrow is 1.1123 SellStop is 1.0640 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 1562 Trading days from 190102 to 250314 Running .DAT file S6N004.DAT Last trading day was 250314 Closing price was 1.1300 Current V value is 0.018100 (181 ticks) K1 value is 0.70 V*K1 for tomorrow is 0.012670 (127 ticks) BuyStop for tomorrow is 1.1436 SellStop is 1.1182 Protective stop price is 1.1036 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 2350.00 From 190102 total profit is 68874.99 current drawdown is 0.00 maximum drawdown was -9112.50 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 100000 CANADIAN 1560 Trading days from 190102 to 250314 Running .DAT file D6N001.DAT Last trading day was 250314 Closing price was 0.6957 Current V value is 0.004450 (45 ticks) K1 value is 1.21 V*K1 for tomorrow is 0.005385 (54 ticks) BuyStop for tomorrow is 0.7000 SellStop is 0.6892 Protective stop price is 0.7121 Profit objective price is 0.6837 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 0.6937 Open trade equity is -205.00 From 190102 total profit is 22205.00 current drawdown is -2895.00 maximum drawdown was -4765.00 ================================================================