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/db.py

@@ -18,6 +18,7 @@ _settings = get_settings()
 # added here as (table, column, DDL type) tuples.
 _ADDITIVE_COLUMNS: list[tuple[str, str, str]] = [
     ("strategy_configs", "name", "VARCHAR(80) DEFAULT ''"),
+    ("positions", "trailing_stop_pct", "FLOAT DEFAULT 0"),
 ]