"I'm no historian, but I recall reading about a very early Grant-led engagement (Belmont?) in which he escaped the scene by fancy footwork on his horse's part.
That doesn't seem like a victory to me." Maybe you're thinking of the Mexican War in 1846?
At the battle of Monterey, Mexico, under the command of future President, Zachary Taylor:
"Locked in fierce street by street fighting, Grant was forward with several companies when ammunition was nearly gone.
He mounted a horse, kicked a leg over the saddle and hung low on the horse's neck and flank, then raced the animal to the rear.
Then after gaining help and ammunition, he returned under intense fire again, being fired at street by street, and amazingly arrived to resupply his regiment unharmed."
Then there was Shiloh, where Grant lost the first day's fighting but came back to win on day two?