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/backtest/__init__.py

@@ -2,5 +2,14 @@ from __future__ import annotations
 
 from app.backtest.backtester import Backtester
 from app.backtest.metrics import compute_metrics, max_drawdown_pct, sharpe_ratio
+from app.backtest.sweep import SweepRow, expand_grid, run_sweep
 
-__all__ = ["Backtester", "compute_metrics", "max_drawdown_pct", "sharpe_ratio"]
+__all__ = [
+    "Backtester",
+    "SweepRow",
+    "compute_metrics",
+    "expand_grid",
+    "max_drawdown_pct",
+    "run_sweep",
+    "sharpe_ratio",
+]