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/runtime.py

@@ -6,7 +6,7 @@ from collections.abc import Callable
 from contextlib import suppress
 from typing import Any
 
-from app.backtest import Backtester
+from app.backtest import Backtester, run_sweep
 from app.broker import build_broker
 from app.broker.base import Broker
 from app.config import Settings
@@ -15,7 +15,14 @@ from app.engine.strategies import get_strategy
 from app.market import build_market_data
 from app.market.base import MarketData
 from app.notify import Notifier, build_notifier
-from app.schemas import BacktestRequest, BacktestResult, StatusOut
+from app.schemas import (
+    BacktestRequest,
+    BacktestResult,
+    StatusOut,
+    SweepRequest,
+    SweepResult,
+    SweepRowOut,
+)
 from app.store import Store
 
 logger = logging.getLogger(__name__)
@@ -139,6 +146,41 @@ class Runtime:
         )
         return backtester.run(candles, strategy, symbol, timeframe)
 
+    async def run_sweep(self, request: SweepRequest) -> SweepResult:
+        symbol = request.symbol or self.settings.symbol
+        timeframe = request.timeframe or self.settings.timeframe
+        strategy_cls = get_strategy(request.strategy_key)
+
+        feed = self._feed_factory(self.settings)
+        try:
+            candles = await feed.fetch_candles(symbol, timeframe, request.limit)
+        finally:
+            await feed.close()
+
+        rows = run_sweep(
+            request.strategy_key,
+            request.base_params,
+            request.grid,
+            candles,
+            symbol,
+            timeframe,
+            fee_bps=self.settings.fee_bps,
+            slippage_bps=self.settings.slippage_bps,
+            starting_balance=request.starting_balance or self.settings.starting_balance,
+            top_n=request.top_n,
+        )
+        combinations = 1
+        for values in request.grid.values():
+            combinations *= max(1, len(values))
+        return SweepResult(
+            strategy_key=request.strategy_key,
+            strategy_name=strategy_cls.name or request.strategy_key,
+            symbol=symbol,
+            timeframe=timeframe,
+            combinations=combinations,
+            rows=[SweepRowOut(params=row.params, metrics=row.metrics) for row in rows],
+        )
+
     async def shutdown(self) -> None:
         if self.engine is not None:
             await self.engine.shutdown()