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/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;