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I have beaten the game with Prussia on the very hardest difficulty levels. Does anyone know what the hardest country is? Prussia was pretty hard to play as... but I want to try my hand with different strategies.
Ah, Tripolitania is the most fun to play, in terms of adversity.
Georgia is great, too.
For Xtra fun, play as Kurland and see if you can actually expand commercially and militarily instead of getting gobbled up by Poland in a decade or two.