feat: trailing-stop exit sweep in the backtest

Third exit model alongside target-vs-stop and the fixed take-profit. The TP sweep
showed the edge lives in the fat tail (avg R keeps rising as you let winners run),
but a fixed wide target is win-rate-brutal and gives everything back on a reversal.
A trailing stop harvests the tail while protecting gains.

Per setup the replay computes the realized R for several trail widths (3/5/7/10/
15/20%) in a single conservative pass — stop ratchets up via max(initial_stop,
peak*(1-trail)), exit on the pullback or at the horizon close, R vs the initial
risk. Aggregated into a trailing sweep (win rate = share closed in profit, avg R,
total R) over the qualified set and shown as a new table in the Backtest panel.

Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>

frontend/src/components/signals/BacktestPanel.tsx

@@ -89,6 +89,10 @@ export function BacktestPanel() {
     report?.take_profit_sweep && report.take_profit_sweep.length > 0
       ? Math.max(...report.take_profit_sweep.map((r) => r.avg_r ?? -Infinity))
       : null;
+  const bestTrailAvgR =
+    report?.trailing_sweep && report.trailing_sweep.length > 0
+      ? Math.max(...report.trailing_sweep.map((r) => r.avg_r ?? -Infinity))
+      : null;
 
   const run = useMutation({
     mutationFn: () => triggerJob('backtest'),
@@ -286,6 +290,52 @@ export function BacktestPanel() {
               </div>
             )}
 
+            {report.trailing_sweep && report.trailing_sweep.length > 0 && (
+              <div>
+                <p className="mb-2 text-xs font-medium uppercase tracking-widest text-gray-500">
+                  Trailing-stop exit
+                </p>
+                <p className="mb-2 text-[11px] text-gray-500">
+                  Let it run, but exit when price gives back <span className="text-gray-300">X% from its
+                  peak</span> (the stop only ratchets up, never below the initial stop). Captures the tail
+                  without the fixed take-profit's all-or-nothing miss, and protects gains. In R vs the initial
+                  risk. <span className="text-gray-300">Win Rate = share closed in profit.</span> ★ = best avg R.
+                </p>
+                <div className="glass overflow-x-auto">
+                  <table className="w-full text-sm">
+                    <thead>
+                      <tr className="border-b border-white/[0.06] text-left text-xs uppercase tracking-wider text-gray-500">
+                        <th className="px-4 py-2.5">Trail</th>
+                        <th className="px-4 py-2.5 text-right">Setups</th>
+                        <th className="px-4 py-2.5 text-right">Profitable</th>
+                        <th className="px-4 py-2.5 text-right">Win Rate</th>
+                        <th className="px-4 py-2.5 text-right">Avg R</th>
+                        <th className="px-4 py-2.5 text-right">Total R</th>
+                      </tr>
+                    </thead>
+                    <tbody>
+                      {report.trailing_sweep.map((row) => {
+                        const best = row.avg_r != null && row.avg_r === bestTrailAvgR;
+                        return (
+                          <tr key={row.trail_pct} className={`border-b border-white/[0.04] ${best ? 'bg-emerald-400/[0.06]' : ''}`}>
+                            <td className="num px-4 py-2.5 text-gray-200">
+                              {best && <span className="mr-1 text-emerald-300">★</span>}
+                              {row.trail_pct}%
+                            </td>
+                            <td className="num px-4 py-2.5 text-right text-gray-200">{row.total}</td>
+                            <td className="num px-4 py-2.5 text-right text-emerald-400">{row.wins}</td>
+                            <td className="num px-4 py-2.5 text-right text-gray-200">{fmtPct(row.win_rate)}</td>
+                            <td className={`num px-4 py-2.5 text-right font-semibold ${rColor(row.avg_r)}`}>{fmtR(row.avg_r)}</td>
+                            <td className={`num px-4 py-2.5 text-right ${rColor(row.total_r)}`}>{fmtR(row.total_r)}</td>
+                          </tr>
+                        );
+                      })}
+                    </tbody>
+                  </table>
+                </div>
+              </div>
+            )}
+
             <div>
               <p className="mb-2 text-xs font-medium uppercase tracking-widest text-gray-500">
                 Probability calibration

frontend/src/lib/types.ts

@@ -239,6 +239,15 @@ export interface BacktestTakeProfitRow {
   total_r: number | null;
 }
 
+export interface BacktestTrailingRow {
+  trail_pct: number;
+  total: number;
+  wins: number;
+  win_rate: number | null;
+  avg_r: number | null;
+  total_r: number | null;
+}
+
 export interface BacktestSignalEvalRow {
   signal: string;
   weeks: number;
@@ -262,6 +271,7 @@ export interface BacktestReport {
   min_momentum_percentile: number;
   sweep: BacktestSweepRow[];
   take_profit_sweep?: BacktestTakeProfitRow[];
+  trailing_sweep?: BacktestTrailingRow[];
   calibration: BacktestCalibrationRow[];
   signal_eval?: BacktestSignalEvalRow[];
   signal_eval_note?: string;