The different two authentication methods are mainly focused on trusting connections and untrusted connections.
Windows authentication is more secure relative to mixed mode, and SQL does not infer Sapassword when using this connection mode. Instead of authenticating based on the user's Windows permissions, we are called "Trusted connections." However, when the remote connection will be due to ntml authentication (NT system a method of authentication), unable to login.
Mixed-mode validation is a relatively simple way to establish a trust connection with Windows authentication when a local user visits SQL. A "non-trusted Connection" is established when a remote user visits a SQL Server authentication (a user with SA is also able to log in to SQL) because it is not authenticated by Windows. This allows remote users to log on as well.
More straightforward is Windows authentication. Do not validate Sapassword, assuming that Windows logon password is not correct, you cannot access SQL. Mixed mode can be used to log on with Windows authentication. There is the ability to log on remotely using Sapassword.
Accurately, hybrid authentication mode, which is based on Windows authentication and SQL Server identity hybrid authentication. In this mode, the system will infer whether the account is trustworthy under the Windows operating system. For trusted connections, the system directly uses the Windows authentication mechanism. Instead of a trusted connection, this connection includes not only the remote user but also the local user, and SQL Server will proactively authenticate itself through the existence of the account and the matching of the password. For example, when a SQL Server instance executes on Windows 98, you must use Mixed mode because Windows Authentication mode is not supported on Windows 98.
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Differences between Windows authentication and hybrid authentication