Our Destiny is an unreleased track, recorded during Prince and the Revolution's concert on 7 June 1984 at First Avenue in Minneapolis, MN, USA, during the same show where the basic tracks for Roadhouse Garden and All Day, All Night were also recorded (since no full studio version is known the exist, this live version is listed in the unreleased versions section).
The track segued directly into Roadhouse Garden. Wendy Melvoin and Lisa Coleman worked on the track further for three days, from 27-29 September 1984 at Sunset Sound, Hollywood, CA, USA (during the same sessions where they recorded string overdubs for Pop Life). They added a string section to the track which Prince later reused for the opening of The Ladder, recorded a few months later.
Our Destiny is not known to have been considered for inclusion on Prince's next album, Around The World In A Day, or any other project at the time. It is likely that it was planned for inclusion on the Prince and the Revolution album Roadhouse Garden album worked on in 1998-9, but the album, and the song, remain unreleased.