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/tests/test_api.py

@@ -62,6 +62,32 @@ def test_backtest_endpoint(runtime: Runtime, market: FakeMarketData) -> None:
         assert data["metrics"]["num_trades"] >= 1
 
 
+def test_sweep_endpoint(runtime: Runtime, market: FakeMarketData) -> None:
+    market.candles = FakeMarketData.sine_wave(200).candles
+    app = create_app(runtime.settings, runtime)
+    with TestClient(app) as client:
+        response = client.post(
+            "/api/sweep",
+            json={
+                "strategy_key": "sma_cross",
+                "grid": {"fast": [3, 5], "slow": [10, 20]},
+                "limit": 200,
+            },
+        )
+        assert response.status_code == 200
+        data = response.json()
+        assert data["combinations"] == 4
+        assert 1 <= len(data["rows"]) <= 4
+        assert "total_return_pct" in data["rows"][0]["metrics"]
+
+
+def test_sweep_unknown_strategy_404(runtime: Runtime) -> None:
+    app = create_app(runtime.settings, runtime)
+    with TestClient(app) as client:
+        response = client.post("/api/sweep", json={"strategy_key": "nope"})
+        assert response.status_code == 404
+
+
 def test_backtest_unknown_strategy_404(runtime: Runtime) -> None:
     app = create_app(runtime.settings, runtime)
     with TestClient(app) as client: