The King of Fighters Collection: The Orochi Saga

To obtain this trophy, beat all 5 games with the Psycho Soldier team (Athena, Kensou and Chin). You can use other teams to reach the final boss of each game, and then allow yourself to be defeated, then continue and selecting the proper team members according to the game. The trophy pops as soon as you beat all 5 games with the Psycho Soldier team. Difficult setting doesn't matter so you can play on level 1.