Thanks C19fan. This should get some blood circulating.
My money is on Julius Caesar. Never defeated which is more than Napoleon can say.
And his generalship at Alesia where he build a double wall to keep the Gauls on the mountaintop besieged while fighting off a numerically superior force on the outer wall at the same time has NEVER been done before or since. Not to mention, he personally rode to the rescue his troops at a point in the battle where his legions were endanger of breaking.