feat: portfolio simulation + per-trade stats (gaps, hold time, best/worst)

Per-trade additions to the report:
- Gap-through-stop fills: stops now fill at the worse of the stop or the
  bar's open across every exit model (target, TP, trailing, time), so a
  loss can exceed -1R; targets never fill better than their level.
- best_r / worst_r, avg holding days, and net R per day of capital
  deployed on the summary buckets and the time-exit sweep.

Portfolio simulation (the stats a per-setup replay cannot give):
- One capital-constrained book over the qualified setups: 10k start, max
  10 concurrent positions (one per ticker, best momentum first), 1%
  fixed-fractional risk with a 20% no-leverage notional cap, entries at
  the detection close, 0.1%/side costs, daily mark-to-market.
- Two exit policies compared: S/R target race vs hold-to-horizon.
- Equity-curve stats: final equity, total return, CAGR, max drawdown,
  annualized daily Sharpe, win rate, avg P&L, best/worst trade, avg
  hold, entries skipped on a full book, and SPY price return over the
  same window (benchmark history refreshed to cover the replay span).

Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>

frontend/src/lib/types.ts

@@ -232,6 +232,10 @@ export interface BacktestBucket {
   // Net of transaction costs — optional so a stale cached report still renders.
   net_avg_r?: number | null;
   net_total_r?: number | null;
+  best_r?: number | null;
+  worst_r?: number | null;
+  avg_hold_days?: number | null;
+  net_r_per_day?: number | null;
 }
 
 export interface BacktestCalibrationRow {
@@ -276,6 +280,45 @@ export interface BacktestTimeExitRow {
   total_r: number | null;
   net_avg_r?: number | null;
   net_total_r?: number | null;
+  best_r?: number | null;
+  worst_r?: number | null;
+  avg_hold_days?: number | null;
+  net_r_per_day?: number | null;
+}
+
+export interface BacktestPortfolioPolicy {
+  policy: string;
+  starting_capital: number;
+  final_equity: number;
+  total_return_pct: number;
+  cagr_pct: number | null;
+  max_drawdown_pct: number;
+  sharpe: number | null;
+  trades: number;
+  win_rate: number | null;
+  avg_trade_pnl: number | null;
+  best_trade_r: number | null;
+  worst_trade_r: number | null;
+  best_trade_pnl: number | null;
+  worst_trade_pnl: number | null;
+  avg_hold_days: number | null;
+  skipped_book_full: number;
+  spy_return_pct: number | null;
+  start_date: string;
+  end_date: string;
+}
+
+export interface BacktestPortfolioSim {
+  params: {
+    starting_capital: number;
+    max_positions: number;
+    risk_per_trade_pct: number;
+    notional_cap_pct: number;
+    cost_per_side_pct: number;
+    hold_days: number;
+  };
+  policies: BacktestPortfolioPolicy[];
+  note?: string;
 }
 
 export interface BacktestGateAblationRow extends BacktestBucket {
@@ -319,6 +362,7 @@ export interface BacktestReport {
   take_profit_sweep?: BacktestTakeProfitRow[];
   trailing_sweep?: BacktestTrailingRow[];
   time_exit_sweep?: BacktestTimeExitRow[];
+  portfolio_sim?: BacktestPortfolioSim;
   calibration: BacktestCalibrationRow[];
   signal_eval?: BacktestSignalEvalRow[];
   signal_eval_note?: string;