Simple a Baptist is a type of protestant.
Protestanism is a sect of Christinianity which is neither Orthodox nor Catholic.
It started in the 16Th century when Marin Luther was questioning the Catholic doctrines of purgatory and indulgence he tossed out those doctrines plus others he could not see outside of the Roman Catholic paradigm. Such as prayer fro the dead and the intersession of the saints. Latter John Calivn came up with the once saved always saved doctrine and others declared Baptism was a hollow symbol which had to for some reason be performed only by emersion. (Any Greek speaking Orthodox Chrisitan will tell you the word meand emersion) The Baptist combine the Baptism is worthless and OSAS pluss what ever else they want to read into the Bible.
Protestantism is basically a set of Churches that were created in Europe as antagonists of the Catholic Church, the Baptist Church comes from this Protestant Reform in the 17Th Century, though it was later fragmented into other Baptist Denominations purely American.