| Model | Max Drawdown | Return | Volatility | SP Ratio | Average Value | Incresed with SSE50 |
| ARIMA-XGBoost | 17.73% | 25.06% | 62.81% | 0.36 | 1110974.98 | 20.95% |
| LSTM-XGBoost | 20.89% | 19.24% | 60.37% | 0.28 | 1059743.95 | 15.37% |
| Informer-XGBoost | 21.03% | 23.56% | 65.35% | 0.32 | 1144004.66 | 24.54% |
| iTransformer-XGBoost | 21.99% | 24.37% | 68.67% | 0.32 | 1120412.9 | 21.97% |
| ARIMA | 18.76% | 12.78% | 56.63% | 0.18 | 1049432.63 | 14.25% |
| LSTM | 18.8% | 22.94% | 58.6% | 0.35 | 1104860.97 | 20.28% |
| Informer | 17.93% | 7.9% | 53.91% | 0.1 | 1030419.53 | 12.18% |
| iTransformer | 17.58% | 16.37% | 59.06% | 0.23 | 1077541.91 | 17.31% |
| XGBoost | 19.73% | 4.86% | 58.56% | 0.04 | 1036380.37 | 12.83% |
| SSE 50 | 26.84% | −8.7% | 55.3% | −0.2 | 918562.74 |
|