Ultimately, weight loss is down to calories consumed vs. calories burnt. The different training modalities allow you to lose weight by burning either fat or carbs (hopefully, not muscle).
You read that right. Having your entrails coming out of your mouth with exhaustion and deadly pain in your muscles doesn’t mean that you’re burning the calories of your life (while exercising, that is), although it may seem to you that you’re dying 🙂 In fitness terms we call this RPE (rate of perceived exertion) vs. HR (heart rate, i.e. how fast your heart is beating, meaning you’ll need more oxygen the faster it beats).