I don’t really use Windows except for playing games, so someone else may have a better answer.
For me, I want 3 types of protection, priority order.
Rootkit and ransomware protection. Lock down and protect system files.
Firewall. Stop software from calling home (and possibly invalidating my forged license) and to stop malware from reaching out to command and control systems.
Malware scanning and suspect execution detection. Most antivirus software detections will be in only one of a couple categories: keygen, generic trojan, or obfuscated executable. If I encounter this, I go to VirusTotal.com and drop the offending file(s) for it to scan. If I’m still concerned I will use an online sandbox execution recorder that tells you what the exe does such as outbound comms, file modifications, registry read/writes, etc.
Windows Defender accomplishes these requirements. Although it is a bit clunky and other mainstream antivirus (paid or free) accomplish the same in a much cleaner interface.
I cannot stress enough the importance of downloading pirated software from a trusted source.