I've never done a "challenge" but when I played I kept a spreadsheet of every session I ever played. So keep good stats. Note game levels. Separate bonuses from game profits. Some people like to track particular days as well as time of day but just the basics should be good.
As far as making money, I would say to stick to juicy games.
As far as bankroll management, I would never switch up until I had at least 300BB of the new level and I was consistently beating the current level.
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