Thanks for your reply.
According to the document,

individual plots are updated with legends corresponding to “x_name” where  x  is a number corresponding with the compare legend pane and  name  is the original name in the legend.

That is, if I want to compare two curves from different models, the curve will be named 1_curvename and 2_curvename, but what I want to display is model1_curvename and model2_curvename and I do not find a proper way to modify prefix in compare legend pane.
Of course, using windows name is a much more convenient and flexible way.