Hey Simon,
I am impressed with the work you are doing, and I like that you have your algo trading plan. This is how things go in the right direction.
I like your acceptance criteria… I would look for a higher number of trades.
Regarding the strategies with our without SL and TP, give it a try, but analyze which one works best for you. If you see that having no SL brings you more significant losses, do not keep it as a method to diversify more the risk. You have many other things to diversify the risk with.
Also, the strategies that do not meet your rule in the Demo account for two weeks might meed them a bit later. Do not hurry to delete them. Think of how you can improve them and what made them lose. Look closer to the statistics there.