My question was different. I understand what you mean, but how technically you will keep looking at the last 5 trades? In FXBlue you have time filter, which will not work for you. Even you exclude the first day or two for some of the strategies and see just the last 5 trades, this won’t work for the rest.
Simple words, what will you do with your statistics in order to see always the last 5 trades for each strategy?