On one hand, the Trolls and Bats are very dangerous and can ruin your opponent's day if they're not expecting that much hitting power. On the other hand, that's all your army has. If the Trolls die, you have no way of winning. Balin and two Khazad Guard will almost always kill a Troll in one turn.
With that army, you have to protect your Trolls. It becomes a game of whether or not you can put a Troll and a Bat on Balin before he can kill your Trolls. Also depends who the other hero(es) in the army is/are. If there's a Gimli in there, Gimli is a lot like Balin, he and two Khazad Guard will take down a Troll in one turn. The main things that worry me about your army are 1) low Might and 2) low numbers. You only have 4 Might in the army, Balin can influence Priority, I can see this game depending heavily on who wins the first Heroic Move.
Still, that army can do really well. The entire game would hinge on whether or not your Trolls can kill your opponent's heroes first or vice versa. Whoever gets the advantage in the first few turns will win the game easily.
As for thinking Goblin Captains are useless, I strongly disagree. I assume you're talking about any of the mid to lower tier heroes, so I'll cover them all:
Durburz: 12" stand fast, 3 Might with lots of options for how to use it, and the best non-monster Fight Value in the army, which the army bonus and Groblog can boost even more. If I'm taking Moria, I'm taking Durburz, he's that good at leading Goblins. Only exception is if I'm using the Balrog, then I don't feel like I NEED Durburz as badly.
Groblog: Can boost FV. That's huge for a low FV horde.
No-name Captains: Whether it's a regular Captain or Blackshield, they're really cheap heroes who give you Heroic March. Goblins are slow, this gets them moving 8" in a turn, and the Captains are cheap enough that you can do this often.
The strength of Moria is that it can take some of the most powerful monsters in the game and still have a big army. Its smaller heroes are a big part of that.
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