A systematic trader specifies entries, exits and sizing in advance and follows them. A discretionary trader uses a framework but makes judgement calls about context. Most real trading sits somewhere between, which is fine as long as you know where.
Each has a characteristic failure. Systematic approaches break when the market regime changes in a way the rules never encountered, and they are vulnerable to overfitting during development. Discretionary approaches break under pressure, drift without the trader noticing, and are almost impossible to evaluate because the rules change silently.
The practical middle ground is to write down the parts that can be written down, especially position-sizing and invalidation-level, and to record the judgement calls in a trading-journal so they can be reviewed like anything else.
Related: setup, overfitting, trading-journal, position-sizing, trading-plan