Table 6. Comparison of out-of-sample profit of trading strategies based on five different models.

Data	Model	Profit
Stock time series	Naive	0.1548
Stock time series	Buy and Hold	0.0309
Candle	SC-CNN	0.1559
Candlebar	SC-CNN	0.1589
Stock time series	ST-LSTM	0.1631
Candlebar and stock time series	Feature fusion LSTM-CNN	0.1738