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/backtester.py

@@ -7,6 +7,7 @@ from app.broker.paper import PaperBroker
 from app.engine.portfolio import (
     OpenPosition,
     account_equity,
+    advance_trailing_stop,
     apply_close,
     apply_open,
     order_qty,
@@ -91,6 +92,14 @@ class Backtester:
             for i, candle in enumerate(candles):
                 mark = candle.close
                 if position is not None:
+                    if position.trailing_stop_pct > 0:
+                        position.stop_loss = advance_trailing_stop(
+                            position.side,
+                            position.stop_loss,
+                            position.trailing_stop_pct,
+                            candle.high,
+                            candle.low,
+                        )
                     hit = risk_exit(
                         position.side,
                         position.stop_loss,
@@ -130,6 +139,7 @@ class Backtester:
                             entry_fee=fill.fee,
                             stop_loss=intent.stop_loss,
                             take_profit=intent.take_profit,
+                            trailing_stop_pct=intent.trailing_stop_pct,
                             entry_ts=candle.ts,
                         )