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Well it looks like links from Pinterest are nofollowed so I would link to the place that got me the highest conversion. If you are not capturing any sort of email or running a retargeting campaign then I'd send the traffic from pinterest straight to the affiliate link. But if you are building a retargeting list from people that land on your site and trying to collect email addresses by offering them something AND you are getting more sales because of your retargeting efforts and email blasts then I'd send the traffic from Pinterest to your website.