There is a chant that Atlético Madrid fans have launched into a lot in recent years, dug up again as the rivalry with Real Madrid was resuscitated, leaving behind its status as a virtual irrelevance to become arguably the best derby on the planet. “Players, players,” it implores, “we’ve come here to win, let those Vikings know who rules in the capital.” The Vikings are Real, and increasingly the answer was “us” – which is why they sang it of course.

“Over the last four or five years especially, they have made it very difficult for us,” Zinedine Zidane said on Monday. That was quite the understatement. They sang it when Atlético won the Copa del Rey, beating Real at the Bernabéu in 2013; when Atlético won the league the following season; and when they hammered Real 4-0 in the league the season after that. They sang it recently when Antoine Griezmann’s late goal denied Real a derby victory and, Atlético briefly hoped, the title. For the fourth consecutive league season, Diego Simeone’s side left the Bernabéu unbeaten, having won the previous three – something no team had ever done.

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They were entitled to sing it, for sure. Over the last four seasons, Atlético have been better than Real. One Copa del Rey, one league title and a Spanish Super Cup versus a Spanish Super Cup and a Copa del Rey, plus a Cup knockout and just one defeat in the past eight league meetings. Domestically, they have been better, anyway. But if Atlético fans have sung it a lot, Sergio Ramos belted out Real’s own version of the same song after they claimed their 10th European Cup in Lisbon in 2014 – and that’s the thing. “Let those Indians know who rules in the capital,” Ramos sang and the “Indians” knew; how could they not? Losing in Lisbon hurt; defeat in Milan two years later was agony. Juanfran Torres, who missed the vital penalty, wrote an open letter to the fans vowing to return: he would see the captain, Gabi Fernández, lift that trophy. “I hope he’s right,”? Gabi said here, two games from a third final in four years. “That is a feeling we all have, but you can’t do it just with your heart. We’re on the right path [but] we need to produce an almost perfect game.”

They have done so before, just not yet on this stage. It is one thing ruling in the capital, it is another on the continent, even if it is played out in the same city. Europe has been Real’s elixir and Atlético’s Kryptonite, and much of the build‑up to this game focused on memory and pressure, the Real full-back Dani Carvajal saying: “If the past has to weigh on someone, let it be them.”

“We have forgotten previous years, we start again each season: tomorrow we just want to be in Cardiff,” Carvajal continued and, asked if Atlético might be driven by anger, the desire for revenge he said: “No, with their weapons. They will forget the past: it’s a new season, a new Champions League.” Zidane, too, evaded suggestions that Real have a mental advantage. “You can’t live off the past,” he said. “What happened, happened. This is totally different. They’ll do everything to go through.”

The past is there, though: so recent, so inescapable, so absolute. This is the fourth season in a row they have met in the Champions League, after all, and until now Real have won them all, including a quarter-final in 2015. No team have eliminated Simeone’s Atlético from Europe but their greatest rivals. Asked what would be different this time Gabi said: “We hope the result will be.”

Facebook Twitter Pinterest Saúl Ñíguez, left, and Gabi after losing the 2016 Champions League final. Photograph: VI-Images via Getty Images

The European Cup has treated these clubs very differently. Real are on course for a first domestic and European double since 1958. They have won eight European Cups since then, the continental crown eclipsing all else, amply compensating for not winning the domestic title. Real embraced this competition, forging their identity through the first five successes, which created an obsession.

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Atlético feel that obsession too now, for very different reasons, although Gabi preferred to call it a hope. Part of their identity also had its roots in Europe, albeit this was an identity they sought to shake off. Atlético have reached three finals but never won. Bayern Munich’s Hans-Georg Schwarzenbeck denied them the title in 1974, prompting Vicente Calderón to coin the term el pupas, the jinxed one – an identity that accompanied them back to Spain, and to the capital especially. Atlético knew who they were, and who they were not. El pupas was a bit of myth at times but it lived on, especially in the derbies from 1999, when Atlético suffered the only relegation in their history. Fifteen years they went without beating Real: 25 games, not one victory, each defeat seemingly more cruel than the last. Simeone ended that with a cup and the league, but in Europe its hold was strong. Three meetings, three defeats: an equaliser three minutes into injury time and a penalty shoot-out in the finals, plus an 88th-minute goal from Javier Hernández in the quarter-final here.

Milan had been the game of their lives, Fernando Torres said, and they lost again. Simeone likened the weeks after to a period of mourning. El pupas rose again; now they have the opportunity to bury him for good, but standing before them are those Vikings. They will not back down, but nor will Real.

“Atlético never give in, they always fight, battle, and use their weapons in the best way,” Zidane said. “What happened is history but you learn a lot from defeat,” Diego Godín insisted. “They are different games, a different scenario.”

Sure, but they are there. “We have to control our emotions,” Gabi said. “We have that desire, that longing for the Champions League.”