I would keep watching things without subtitles like you are doing, using them only to go back and check what you couldn't understand. I would also suggest challenging yourself with English podcasts or audiobooks, or audio things in general, as they don't have subtitles. And speaking with people.

Hello! how are you? what you're asking depends on what you wish to learn. The more media you consume without subtitles, the more you will train "your ears" to different types of accents. However, the type of media we are usually exposed is from USA. Unfortunately, most of it lacks in "academic" English, therefore, you might not be getting enough training on "proper" English. All in all, I strongly suggest you to watch media without subtitles complementing it with written media (such as magazines, books, etc). In addition, never quit your English Lessons. Best Regards! Jesús.