0.6.0 — TradingView strategy report metrics parity

Added

• computeStrategyMetrics gains the rest of TradingView's Strategy Report
  ratios, closing most of the gap documented in
  docs/tradingview-strategy-report-metrics.md: avgWinLossRatio,
  largestWinPercentOfGrossProfit, largestLossPercentOfGrossLoss,
  netProfitPercentOfLargestLoss, avgBarsInWinners/avgBarsInLosers,
  returnOnInitialCapitalPercent, buyHoldPnL, and
  maxRunupPercentOfInitialCapital/maxDrawdownPercentOfInitialCapital.
• Close-to-close run-up/drawdown family: maxRunupCloseToClose,
  maxDrawdownCloseToClose, avgRunupCloseToClose, avgDrawdownCloseToClose,
  avgRunupDurationDays, avgDrawdownDurationDays — computed from the
  bar-close equity curve, distinct from the existing intrabar max_runup/
  max_drawdown Pine builtins.
• StrategyReport now also reports maxRunup/maxRunupPercent (the broker
  already tracked them; only maxDrawdown was previously exposed).

Changed

• buyHoldReturnPercent/buyHoldPnL/outperformance now enter at the
  first closed trade's entry fill, matching TradingView's stated basis
  ("from when the strategy's first position was opened"), instead of always
  the second bar's open. Runs with no closed trades keep the old fallback.