Trojan.ProxyAgent is Malwarebytes’ generic detection name for Trojans that listen on a local port and act as a proxy.
Malwarebytes protects users from Trojan.ProxyAgent by using real-time protection.
Malwarebytes can detect and remove Trojan.ProxyAgent without further user interaction.
Sometimes the presence of Trojan.ProxyAgent indicates the presence of a rootkit that actively blocks Malwarebytes from running. If you notice this is the case, Malwarebytes Anti-Rootkit beta should help.