Add trailing stops and parameter sweeps

Trailing stops: strategies can pass trailing_stop_pct to enter_long/enter_short.
advance_trailing_stop in app/engine/portfolio.py ratchets the stop with the price
(up for longs, down for shorts) and never loosens; the engine persists the
ratcheted level and the backtester applies the same logic. Position gains a
trailing_stop_pct column (additive migration). momentum exposes it as a param.

Parameter sweeps: app/backtest/sweep.py runs a cartesian grid through the same
backtester and ranks by return minus max drawdown. POST /api/sweep plus a
dashboard Parameter sweep panel.

backend/app/api/routes.py

@@ -25,6 +25,8 @@ from app.schemas import (
     StrategyConfigIn,
     StrategyConfigOut,
     StrategyOut,
+    SweepRequest,
+    SweepResult,
 )
 
 router = APIRouter(prefix="/api")
@@ -139,6 +141,18 @@ def delete_preset(config_id: int, runtime: GuardedRuntimeDep) -> dict[str, bool]
     return {"deleted": True}
 
 
+@router.post("/sweep", response_model=SweepResult)
+async def run_sweep_endpoint(payload: SweepRequest, runtime: GuardedRuntimeDep) -> SweepResult:
+    try:
+        return await runtime.run_sweep(payload)
+    except KeyError as exc:
+        raise HTTPException(status_code=404, detail=str(exc)) from exc
+    except ValueError as exc:
+        raise HTTPException(status_code=400, detail=str(exc)) from exc
+    except httpx.HTTPError as exc:
+        raise HTTPException(status_code=502, detail=f"market data error: {exc}") from exc
+
+
 def _position_out(position: Position, price: float | None) -> PositionOut:
     out = PositionOut.model_validate(position)
     if position.status == PositionStatus.OPEN and price is not None: