Switching from the healthy stage to the uncontrolled development of tumors relies on complicated mechanisms and the activation of antagonistic immune responses, that can ultimately favor the tumor growth. We introduce here a mathematical model intended to describe the interactions between the immune system and tumors. The model is based on partial differential equations, describing the displacement of immune cells subjected to both diffusion and chemotactic mechanisms, the strength of which is driven by the development of the tumors. The model takes into account the dual nature of the immune response, with the activation of both antitumor and protumor mechanisms. The competition between these antagonistic effects leads to either equilibrium or escape phases, which reproduces features of tumor development observed in experimental and clinical settings. Next, we consider on numerical grounds the efficacy of treatments: the numerical study brings out interesting hints on immunotherapy strategies, concerning the role of the administered dose, the role of the administration time and the interest in combining treatments acting on different aspects of the immune response. Such mathematical model can shed light on the conditions where the tumor can be maintained in a viable state and also provide useful hints for personalized, efficient, therapeutic strategies, boosting the antitumor immune response, and reducing the protumor actions.