I've just seen there is more info in the poll question.
System A has a profit factor of 1.7 while system B's is 2.1. If they both have the same number of trades per a given time period and trade the same instrument then B is better. It will give lesser draw down levels so trade sizing can be geared up for the same amount of DD risk (but this will lead to greater market exposure risk). (NB: This conclusion may not hold true if system B's spread of returns from each trade are much more variable than system A's)
I can't deduce anything from the yield figures as their results will be mainly due to the money manamgent applied to the individual trades.