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_backtest.py

@@ -82,6 +82,36 @@ def test_stop_loss_is_honoured() -> None:
     assert result.metrics.final_equity < 10_000
 
 
+class TrailStrategy(Strategy):
+    key: ClassVar[str] = "test_trail"
+    name: ClassVar[str] = "Test Trail"
+    default_params: ClassVar[dict] = {}
+
+    def on_candle(self, ctx: StrategyContext) -> None:
+        if ctx.is_flat and not getattr(self, "_entered", False):
+            self._entered = True
+            ctx.enter_long(size=1.0, trailing_stop_pct=0.10)
+
+
+def test_trailing_stop_locks_in_profit() -> None:
+    # Entry at 100, rise to 150, then a reversal. A 10% trail should exit near
+    # 135 (150 * 0.9) instead of round-tripping to the entry.
+    backtester = Backtester(fee_bps=0, slippage_bps=0, starting_balance=10_000)
+    candles = candles_from_closes([100, 120, 150, 130, 125, 120])
+    candles[2] = Candle(ts=2, open=120, high=150, low=120, close=150, volume=1.0)
+    candles[3] = Candle(ts=3, open=150, high=150, low=130, close=130, volume=1.0)
+    candles[4] = Candle(ts=4, open=130, high=132, low=125, close=125, volume=1.0)
+    candles[5] = Candle(ts=5, open=125, high=128, low=120, close=120, volume=1.0)
+    result = backtester.run(candles, TrailStrategy(), "BTC/USDT", "1h")
+
+    assert result.metrics.num_trades == 1
+    trade = result.trades[0]
+    assert "stop loss" in trade.reason
+    # 99 units, exit at the trailing stop (135), well above entry 100.
+    assert trade.exit_price == pytest.approx(135.0)
+    assert result.metrics.final_equity > 10_000
+
+
 def test_strategy_error_is_surfaced() -> None:
     class Boom(Strategy):
         key = "test_boom"