Immediately 'Cancel' the subscription after the fifth payment retry

eg_my_custom_retry_rules.php

<?php

function eg_my_custom_retry_rules( $default_retry_rules_array ) {
    return array(
            array(
                'retry_after_interval'            => 3 * DAY_IN_SECONDS,
                'email_template_customer'         => '',
                'email_template_admin'            => 'WCS_Email_Payment_Retry',
                'status_to_apply_to_order'        => 'pending',
                'status_to_apply_to_subscription' => 'on-hold',
            ),
            array(
                'retry_after_interval'            => 4 * DAY_IN_SECONDS,
                'email_template_customer'         => 'EG_Email_Customer_Payment_Retry_First_Nag', // custom email
                'email_template_admin'            => '',
                'status_to_apply_to_order'        => 'pending',
                'status_to_apply_to_subscription' => 'on-hold',
            ),
            array(
                'retry_after_interval'            => WEEK_IN_SECONDS,
                'email_template_customer'         => '', // avoid spamming the customer by not sending them an email this time either
                'email_template_admin'            => '',
                'status_to_apply_to_order'        => 'pending',
                'status_to_apply_to_subscription' => 'on-hold',
            ),
            array(
                'retry_after_interval'            => WEEK_IN_SECONDS,
                'email_template_customer'         => 'EG_Email_Customer_Payment_Retry_Second_Nag', // custom email
                'email_template_admin'            => '',
                'status_to_apply_to_order'        => 'pending',
                'status_to_apply_to_subscription' => 'on-hold',
            ),
            array(
                'retry_after_interval'            => WEEK_IN_SECONDS,
                'email_template_customer'         => 'EG_Email_Customer_Payment_Retry_Final_Nag', // custom email
                'email_template_admin'            => 'WCS_Email_Payment_Retry',
                'status_to_apply_to_order'        => 'failed',
                'status_to_apply_to_subscription' => 'cancelled',
            ),
        );
}
add_filter( 'wcs_default_retry_rules', 'eg_my_custom_retry_rules' );