Trojan.Agent refers to a generic Trojan malware detection. It is used for detections that are either associated with no specific malware families or not enough information is available to pinpoint the malware family.
This is the generic detection for Trojans that listen on a local port and act as a proxy.
Malwarebytes can remove Trojan.ProxyAgent without further user interaction, but sometimes this is used as part of a rootkit that actively blocks Malwarebytes from running. In this case, Malwarebytes Anti-Rootkit beta may help.