Boosting sales of e-commerce services is guaranteed once users find more matching items to their interests in a short time. Consequently, recommendation systems have become a crucial part of any successful e-commerce services. Although various recommendation techniques could be used in e-commerce, a considerable amount of attention has been drawn to session-based recommendation systems during the recent few years. This growing interest is due to the security concerns in collecting personalized user behavior data, especially after the recent general data protection regulations. In this work, we present a comprehensive evaluation of the state-of-the-art deep learning approaches used in the session-based recommendation. In session-based recommendation, a recommendation system counts on the sequence of events made by a user within the same session to predict and endorse other items that are more likely to correlate with his/her preferences. Our extensive experiments investigate baseline techniques (\textit{e.g.,} nearest neighbors and pattern mining algorithms) and deep learning approaches (\textit{e.g.,} recurrent neural networks, graph neural networks, and attention-based networks). Our evaluations show that advanced neural-based models and session-based nearest neighbor algorithms outperform the baseline techniques in most of the scenarios. However, we found that these models suffer more in case of long sessions when there exists drift in user interests, and when there is no enough data to model different items correctly during training. Our study suggests that using hybrid models of different approaches combined with baseline algorithms could lead to substantial results in session-based recommendations based on dataset characteristics. We also discuss the drawbacks of current session-based recommendation algorithms and further open research directions in this field.