I very rarely withdraw. One of the only times I have was when in my Pontos campaign I happened to spot Antiochus II of Seleuceia just strolling through my lands without any other units. I sent three or four units (including an FM) to kill him. Unfortunately, when I attacked him, a second, larger army appeared out of nowhere. So I went in, killed Antiochus and then withdrew to avoid the other army.
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