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.
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Rootkit and ransomware protection. Lock down and protect system files.
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Firewall. Stop software from calling home (and possibly invalidating my forged license) and to stop malware from reaching out to command and control systems.
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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.