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/store.py

@@ -33,6 +33,7 @@ class Store:
         entry_fee: float,
         stop_loss: float | None = None,
         take_profit: float | None = None,
+        trailing_stop_pct: float = 0.0,
     ) -> Position:
         with self._session_factory() as session:
             position = Position(
@@ -44,6 +45,7 @@ class Store:
                 entry_fee=entry_fee,
                 stop_loss=stop_loss,
                 take_profit=take_profit,
+                trailing_stop_pct=trailing_stop_pct,
                 status=PositionStatus.OPEN,
             )
             session.add(position)
@@ -88,6 +90,14 @@ class Store:
             session.commit()
             return len(positions)
 
+    def update_stop_loss(self, position_id: int, stop_loss: float) -> None:
+        with self._session_factory() as session:
+            position = session.get(Position, position_id)
+            if position is None:
+                return
+            position.stop_loss = stop_loss
+            session.commit()
+
     def open_position_for(self, strategy_key: str) -> Position | None:
         with self._session_factory() as session:
             return session.scalars(