feat: net-of-cost backtest, gate ablation + time-exit sweeps, longer tails

Phase 1 of the strategy-measurement plan — report-only, no production
trading behavior changes:

- Cost haircut: every bucket/sweep now reports net_avg_r/net_total_r
  alongside gross (COST_PER_SIDE=0.1% of notional, converted to R via
  each setup's stop distance); params carry cost_per_side_pct.
- Gate ablation table: re-qualifies candidates at the current momentum
  cutoff with one floor removed per row (confidence / R:R / NEUTRAL /
  momentum-only) to show which floors earn their keep.
- Time-based exit sweep: hold 5/10/21/30 days with the initial ATR stop,
  exit at the day-N close — the classic momentum implementation, to
  disambiguate the wide-trailing result.
- TP sweep extended to +40/+50%, trailing to 25/30% so the optima are
  interior instead of starred at the sweep edge.
- BacktestPanel: Net Avg R columns everywhere, gate-ablation and
  time-exit tables, stars now mark best net avg R; stale cached reports
  still render (all new fields optional/guarded).

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

frontend/src/lib/types.ts

@@ -229,6 +229,9 @@ export interface BacktestBucket {
   hit_rate: number | null;
   avg_r: number | null;
   total_r: number | null;
+  // Net of transaction costs — optional so a stale cached report still renders.
+  net_avg_r?: number | null;
+  net_total_r?: number | null;
 }
 
 export interface BacktestCalibrationRow {
@@ -249,6 +252,8 @@ export interface BacktestTakeProfitRow {
   hit_rate: number | null;
   avg_r: number | null;
   total_r: number | null;
+  net_avg_r?: number | null;
+  net_total_r?: number | null;
 }
 
 export interface BacktestTrailingRow {
@@ -258,6 +263,23 @@ export interface BacktestTrailingRow {
   win_rate: number | null;
   avg_r: number | null;
   total_r: number | null;
+  net_avg_r?: number | null;
+  net_total_r?: number | null;
+}
+
+export interface BacktestTimeExitRow {
+  hold_days: number;
+  total: number;
+  wins: number;
+  win_rate: number | null;
+  avg_r: number | null;
+  total_r: number | null;
+  net_avg_r?: number | null;
+  net_total_r?: number | null;
+}
+
+export interface BacktestGateAblationRow extends BacktestBucket {
+  variant: string;
 }
 
 export interface BacktestSignalEvalRow {
@@ -276,14 +298,22 @@ export interface BacktestReport {
   tickers: number;
   candidates: number;
   qualified: number;
-  params: { step_days: number; horizon_days: number; min_lookback: number };
+  params: {
+    step_days: number;
+    horizon_days: number;
+    min_lookback: number;
+    cost_per_side_pct?: number;
+  };
   overall_qualified: BacktestBucket;
   overall_all: BacktestBucket;
   by_direction: Record<string, BacktestBucket>;
   min_momentum_percentile: number;
   sweep: BacktestSweepRow[];
+  gate_ablation?: BacktestGateAblationRow[];
+  gate_ablation_note?: string;
   take_profit_sweep?: BacktestTakeProfitRow[];
   trailing_sweep?: BacktestTrailingRow[];
+  time_exit_sweep?: BacktestTimeExitRow[];
   calibration: BacktestCalibrationRow[];
   signal_eval?: BacktestSignalEvalRow[];
   signal_eval_note?: string;