my question is, how much coins you keep in wallet and how much on exchanges?
Is it like 50/50 or more like 90/10?
I can think of only one benefit of storing your coins on an exchange over storing them in your own wallet:
Many people believe that storing them on an exchange is more convenient than storing them in your own wallet, but that is not true. Just try a wallet like airbitz and see for yourself.
If you aren't trading, then storing your bitcoins on an exchange is a bad idea. There are no advantages and many disadvantages.