I could've sworn women tennis played 5 sets before...
Oh right, the year end championship in the 80s and 90s
I found this one: Steffi Graf
Singles: 6 finals (5 titles, 1 runner-up) Outcome Year Location Surface Opponent Score
Runner-up1986 New York Carpet Martina Navratilova 7–6(10–8), 6–3, 6–2
Winner 1987 New York Carpet Gabriela Sabatini 4–6, 6–4, 6–0, 6–4
Winner 1989 New York Carpet Martina Navratilova 6–4, 7–5, 2–6, 6–2
Winner 1993 New York Carpet Arantxa Sánchez Vicario 6–1, 6–4, 3–6, 6–1
Winner 1995 New York Carpet Anke Huber 6–1, 2–6, 6–1, 4–6, 6–3
Winner 1996 New York Carpet Martina Hingis 6–3, 4–6, 6–0, 4–6, 6–0