For ancient history, Alexander retired the trophy. For modern history, Nathan Bedford Forrest would be my pick.
Forrest was the leader with the most sense about battle and leadership. He led his men in battle and suffered their fates with them. He never was allowed to fight as he wished due to his superiors ignoring his recommendations. Forrest never was allowed to reach his full potential due to his superiors and the sheer situation of the Confederacy. The British honored Forrest with the statue in Memphis, recognizing his ability as a fighter and leader.