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Captains are much stronger than grunts. Tracking and defeating them grants Experience Points (XP) and gear.
Captains can be basic/normal, or Epic, and the most powerful ones, are classified as Legendary. Basic Captains will have no "Epic Traits", while Epic Captains will have some, and Legendary Captains even more. Epic orcs have an orange highlight under their feet. Legendary have a purple highlight.
If a basic Captain kills you, he will become Epic