feat: add Portfolio Value, Option Value, and Contracts columns to daily results

- Add option_contracts field to BacktestDailyPoint (number of contracts held)
- Update engine to calculate total option contracts from positions
- Update job serialization to include underlying_value, option_market_value, net_portfolio_value, option_contracts
- Update both render_result and render_job_result tables to show:
  - Low, High, Close (from previous commit)
  - Portfolio value (net_portfolio_value)
  - Option value (option_market_value)
  - Contracts (option_contracts)
  - LTV hedged
  - Margin call status

app/backtesting/engine.py

@@ -87,6 +87,9 @@ class SyntheticBacktestEngine:
             ltv_unhedged_worst = scenario.initial_portfolio.loan_amount / underlying_value_worst
             ltv_hedged_worst = scenario.initial_portfolio.loan_amount / net_portfolio_value_worst
 
+            # Total option contracts held
+            option_contracts = sum(p.quantity for p in open_positions)
+
             daily_points.append(
                 BacktestDailyPoint(
                     date=day.date,
@@ -103,6 +106,7 @@ class SyntheticBacktestEngine:
                     ltv_hedged=ltv_hedged,
                     margin_call_unhedged=ltv_unhedged_worst >= scenario.initial_portfolio.margin_call_ltv,
                     margin_call_hedged=ltv_hedged_worst >= scenario.initial_portfolio.margin_call_ltv,
+                    option_contracts=option_contracts,
                     active_position_ids=tuple(active_position_ids),
                 )
             )