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/engine/portfolio.py

@@ -18,9 +18,33 @@ class OpenPosition:
     entry_fee: float = 0.0
     stop_loss: float | None = None
     take_profit: float | None = None
+    # Distance to trail the stop below the high (long) / above the low (short),
+    # as a fraction of price (0.02 = 2%). 0 disables trailing.
+    trailing_stop_pct: float = 0.0
     entry_ts: int = 0
 
 
+def advance_trailing_stop(
+    side: PositionSide,
+    stop_loss: float | None,
+    trailing_stop_pct: float,
+    high: float,
+    low: float,
+) -> float | None:
+    """Ratchet a trailing stop toward the price; never loosens.
+
+    For a long the stop trails ``pct`` below the running high; for a short it
+    trails ``pct`` above the running low. Returns the (possibly unchanged) stop.
+    """
+    if trailing_stop_pct <= 0:
+        return stop_loss
+    if side == PositionSide.LONG:
+        candidate = high * (1 - trailing_stop_pct)
+        return candidate if stop_loss is None else max(stop_loss, candidate)
+    candidate = low * (1 + trailing_stop_pct)
+    return candidate if stop_loss is None else min(stop_loss, candidate)
+
+
 def apply_open(cash: float, side: PositionSide, qty: float, price: float, fee: float) -> float:
     """Cash after opening a position (buying long / selling short)."""
     notional = qty * price