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/schemas.py

@@ -206,3 +206,30 @@ class BacktestResult(BaseModel):
     equity_curve: list[BacktestPointOut]
     trades: list[BacktestTradeOut]
     error: str | None = None
+
+
+class SweepRequest(BaseModel):
+    strategy_key: str
+    base_params: dict[str, Any] = Field(default_factory=dict)
+    # param name -> list of candidate values (cartesian product)
+    grid: dict[str, list[Any]] = Field(default_factory=dict)
+    symbol: str | None = None
+    timeframe: str | None = None
+    limit: int = Field(default=500, ge=20, le=1000)
+    starting_balance: float | None = None
+    top_n: int = Field(default=20, ge=1, le=100)
+
+
+class SweepRowOut(BaseModel):
+    params: dict[str, Any]
+    metrics: BacktestMetricsOut
+
+
+class SweepResult(BaseModel):
+    strategy_key: str
+    strategy_name: str
+    symbol: str
+    timeframe: str
+    combinations: int
+    rows: list[SweepRowOut]
+    error: str | None = None