I reset when i get 10x multiplier. Thats my own preference, but after a while, when it takes 3 days for the skill to level, its time to restart.
You obviously want to keep going if your close to another pose from the girls.
As for the challenge, its really easy. Train the one that costs 10. You gain like a few thousand in that stat. Also, like someone else said, you win automatically if the one your against doesnt have the same stats. The other stats dont have much of an effect unless your first stat is too close to theirs. OR if your first stat is double theirs, but their 2nd stat is double yours. Because if they attack twice as fast, even at half power, will equal the same attack power