Based on the diffraction theory the paper analyzes non-modulation Pyramid wavefront sensor (PWFS, namely, four-sided pyramid) and two-sided pyramid wavefront sensor (TSPWFS), and expresses the detected signals as a function of the measured wavefront. The expressions of the detected signals show that non-modulation PWFS and TSPWFS hold the same properties of both slope and direct phase sensors. We compare both sensors working in slope and phase sensing by theory and numerical simulations. The results demonstrate that the performance of TSPWFS excels that of PWFS. Additionally, the influence of interference between adjacent pupils is discussed.