How to Select a Profitable Portfolio of Trading Systems

I don't know how this community will organize itself. But most likely it will have to start with someone suggesting a topic for the others to join or share their thoughts. If that's how it works (Rene, please comment), then I'll give the community some food for thought from my personal area of interest:

Imagine you have a portfolio of, say, 50 automated trading systems running on a demo account. If you look at the equity curves of these systems (e.g. on myfxbook), you find that some systems perform well and others do not. Our goal now is to select the systems you want to include in a portfolio for live trading.

What will you base your decision on? What performance parameters will you look for? How will you deal with the fact that you will need to replace systems from time to time?

Of course, I have some ideas about this, but let me let this sink in first. Does this problem occur to some of you as well? Have you had similar thoughts? How do you think the problem can be solved?

I look forward to reading some comments!

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