[BUG] Trade-analysis metrics in reports are wrong (computed from returns)

QuantStats currently takes a returns/equity series only. Properly supporting trade metrics would require accepting trade-level input alongside returns, which is a bigger change.

Until QuantStats handles trade data alongside returns, any metric that assumes trade data should not be used in reports/metrics because the results are totally wrong.

A returns series cannot reconstruct trade win/loss distribution, streaks, payoff, profit factor, etc.

Please remove these metrics from reports.py / report.html (returns-only context):

• Max Consecutive Wins / Losses
• Gain/Pain Ratio, Gain/Pain (1M)
• Payoff Ratio
• Profit Factor
• Common Sense Ratio
• CPC Index
• Tail Ratio
• Outlier Win Ratio / Outlier Loss Ratio

And remove dependent metrics too:

• Kelly Criterion
• Risk of Ruin

(For reference: a fork, quantstats_lumi, already removed these trade-assuming metrics, which matches the returns-only limitation.)

Chris