High-entropy alloys (HEAs) have great potential for application in various fields due to their excellent performance. However, there are few reports on wire arc additive manufacturing of HEAs. In this study, CoCrFeNiMo0.2 HEA solid wire was prepared and used for WAAM based on cold metal transfer for the first time. Different deposition strategies (namely single-pass (SP), oscillation (OS), and multi-parallel pass (MPP)) were used to prepare metal wall samples of different thicknesses. The HEA samples' microstructure with different deposition strategies were explored by optical and scanning electron microscopy, as well as the electron backscatter diffraction method. Microhardness and tensile tests were used to evaluate the mechanical properties of different samples. The results prove that SP and MPP samples exhibit rougher surfaces due to heat accumulation. The OS sample has the best molding and an effective deposition ratio of up to 91.5 %. The composition of columnar grain grown along the deposition direction with strong {100}<001> cubic texture in both SP and OS samples. Therefore, these two samples have similar mechanical properties, and the mechanical performance in the vertical direction is better than that in the horizontal direction. Due to the complex internal thermal effects and remelting effects between welds, the internal structure of the MPP sample exhibits no obvious preferred orientation. Therefore, the anisotropy of mechanical properties is significantly alleviated.