The Baptist church is actually not protestant, as it originated with Christ's ministry here on earth. It wasn't called Baptist, but, simply 'Christianity'. Christ did not come to 'protest' anything, but, to 'seek and to save' sinful mankind by His death, burial and resurrection. Justice requires punishment, yet, by His grace He took the punishment for everyone who comes to Him seeking salvation. It is gift and cannot be earned.
Most denominations were started by certain identified people, at a specific time in a specific location, such as Charles and John Wesley (The Methodist church) at Oxford, England in 1727.
Christ called the twelve Apostles, was baptized by His first cousin John the Baptist,confronted Saul (later Paul) on the Damascus Road, turned the water into wine, and raised Lazarus from the dead. That is where and when the church which is now known as Baptist began, with Jesus Christ Himself.