MTx Backtesting with Virtual Trades?

I have an MT4 EA that uses virtual trades as part of it's method, before following those by opening real trades, and have been told by the developer that this makes it impossible to run backtests.
So, this got me wondering, firstly if this is actually always the case or if it is just a matter of coding the virtual trades differently so they can work with the MTx Backtest engine?
Also, does MT5 have any better support for this than MT4?

To give an idea of this EA's core trading, if you imagine a grid system that initially counts virtual trades for it's 1st, 2nd, 3rd,... instances where conditions are met, then only places real trades once a pre-defined number of virtual trades are passed.

If there is no way to code for backtesting virtual trades with MTx, are there any alternate ways this might be made compatible with backtesting.
e.g. One idea I had was the the EA could have a Backtest Mode where instead of executing it's virtual trades it would place 2x 0.01 real hedged trades, thus having minimal impact on the final outcome, to enable the virtual trade counters to trigger and work it's way towards placing it's real trades.

Anyone got any experience with coding these sort of things or work-around solutions?

In general and by principe there is never ever a need for virtual trades, so the EA's coding is just ... suboptimal. Every trading condition can be defined and checked without actually sending a real or virtual trade request.

Yeah, I get where you're coming from. It's a commercial product that has been around for years and had multiple updates released, so I guess there might be reluctance to make wholesale changes to their long-established code.
Anyways, I just thought I'd try and get some understanding if there's any reasons why it wouldn't be possible for them to make it work, and maybe gather some info resources for them to look at..