ENH: Expose long and short trade counts

[AtomicGlance]

Summary

Fixes #1309.

Adds # Long Trades and # Short Trades to an optional _extended_stats entry in the result series. This keeps the default report compact while making the counts available as stats['_extended_stats']['# Long Trades'] (or through the convenient stats['# Long Trades'] lookup).

Counts are derived from the signed Size column of completed trades. Zero-size records are excluded, and open trades are not counted until they are finalized. No ratio is added because its zero-long-trade behavior needs a separate API decision.

This follows the extended-statistics direction suggested in the discussion on the earlier attempts at this issue.

Tests

• long-only, short-only, mixed/reversed, and no-trade strategies
• open trades excluded without finalize_trades=True
• stable nested key ordering and dictionary serialization
• full backtesting/test/_test.py suite: 81 passed, 1 skipped

[AtomicGlance]

I reran the full backtesting.py test module on this branch (81 passed, 1 skipped). The change reports completed long and short trade counts while leaving the existing statistics unchanged. Before I add any ratio, could you confirm the preferred zero-denominator semantics (omit it, return NaN, or expose a separately documented ratio)? I have deliberately not introduced an arbitrary epsilon.