feat: take-profit exit sweep in the backtest (alongside target-vs-stop)

The target-vs-stop model counts a near-miss of a far S/R target as a full loss
and ignores the partial gains you actually bank — so it measures a different
strategy than "scalp the early pop, take +8%". Add a realistic take-profit exit
model next to it (original untouched).

Per setup the replay now also records risk%, whether the stop was hit, the
favourable excursion reachable before the stop (MFE), and the horizon-close move.
From those a fixed-take-profit sweep (4/6/8/10/12/15%) is scored in R: bank +X%
if reached before the stop, else -1R, else the horizon close. Hit rate = how
often +X% was banked (the MFE CDF), so you can pick the EV-optimal TP without
top-ticking fantasy. Shown as a new table in the Backtest panel; the IC,
calibration and momentum sweep are unchanged.

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

frontend/src/lib/types.ts

@@ -230,6 +230,15 @@ export interface BacktestSweepRow extends BacktestBucket {
   min_momentum_percentile: number;
 }
 
+export interface BacktestTakeProfitRow {
+  tp_pct: number;
+  total: number;
+  wins: number;
+  hit_rate: number | null;
+  avg_r: number | null;
+  total_r: number | null;
+}
+
 export interface BacktestSignalEvalRow {
   signal: string;
   weeks: number;
@@ -252,6 +261,7 @@ export interface BacktestReport {
   by_direction: Record<string, BacktestBucket>;
   min_momentum_percentile: number;
   sweep: BacktestSweepRow[];
+  take_profit_sweep?: BacktestTakeProfitRow[];
   calibration: BacktestCalibrationRow[];
   signal_eval?: BacktestSignalEvalRow[];
   signal_eval_note?: string;