Try combining different ways and find what works for you better.

When I used to learn English, I always listened using English subtitles, but it did nothing for me, because my reading speed was so much faster. I've just read the English word and thought "Ok, that's what I hear". Then when I switched the subs off, I suddenly couldn't recognise the same words anymore.

In contrast, when I was learning Japanese later, I used mostly subtitles in my native language (because I was too slow reading characters and listening in the same time) and tried to "guess" what words I hear from translation. It turned to be more effective than people tend to believe.

Listening without subtitles is the best, but only if you can do it with a high level of comprehension. And you need to reach this level first somehow. Before that, you'd better use subtitles, and then listen once again without them. 

It depends on your level 

but I would watch it with target language subtitles and do some separate pure listening so you can train only your listening skills, not that you’re not practicing whilst reading at the same time( of course you are) , but you want to listen purely as well without captions 🫶