Weapons boost the Attack stats. Armour boost the Defense stats. Amulets boost the Magic stats. When you own all three equipment items of the same type you get an extra boost. You can see all these now, on their own pages as well as here.
As of the March 2020 and April 2020 updates new Ores and new Equipment were added.
You can now find these on their own pages with more details.
Stage I Equipment
Also known as Common Equipment are the following sets :
Stage II Equipment
Also known as Rare Equipment are the following sets :
Stage III Equipment
Also known as Epic Equipment are the following sets :
Stage IV Equipment
Also known as Legendary Equipment are the following sets :
^ However Darksteel and Bloodsteel are both Magical Equipment, but they are part of the Stage IV Equipment set.
Stage V Equipment
Also known as Mythical Equipment are the following sets :
Stage VI Equipment
Also known as Magical are the following sets :