Midnight Fight Express

Challenges in this game are a series of three bonus objectives within each level for a total of 120 challenges. Each level has a different series of challenges, although some types of challenges will repeat like not dying in the level or defeat x enemies with y weapon. The challenge must be completed in an attempt of the level, progress does not stack in multiple attempts.

Challenges can only be completed within a level that does not have a cheat activated, so no abusing invincibility if you have it. They also cannot be obtained during your first playthrough of that level. The good news is that you don't have to get every challenge in one go and a lot of the challenges if not all of them will keep track of your progress if you die during the attempt.