But if there's one player with a track record of downing their hopes, it's Harmanpreet.
On Sunday, India will no doubt be looking to release their not-so-secret weapon once again.
But regardless of whether or not she lifts the trophy on her 31st birthday, the India captain knows the occasion will be one to savour forever.
Kaur is on the brink of making history. When she leads India onto the Melbourne Cricket Ground (MCG) on Sunday, she will become the first woman to ever captain India in a T20 World Cup final.
It's not just her country's first appearance in the showpiece, but also one that could break history in setting a world record attendance for a women's sporting event.
But it's not just about the history books, either. Sunday will be a special day for the skipper in more ways than one with her parents travelling from Moga to see her in action -- her mother due to watch her play cricket for the first time.
If she was to mark the celebration with a win with them on International Women's Day, it would be the most fitting of moments for a player who has revolutionised women's cricket in her country.
As a kid, Kaur used to get teased for saying she wanted to be a cricketer when she grew up. But that clearly only fuelled her with more motivation to achieve new levels of greatness.
She featured in the inaugural T20 World Cup in 2009, but it took a while, and plenty of patience fine-tuning her game as a go-to batter and off-spinner, for Kaur to establish herself as a name in the side.
In the wake of a disappointing home World Cup, where India won just one game in the group stages, Kaur was handed the captaincy reigns in 2016 -- and that's where it all changed.
Kaur's innings of an unbeaten 171 to flatten Australia in the 2017 World Cup semi-final sparked a new triumph for women's cricket in India.
It did more than take them to the sold-out final at Lord's. #Harmanpreet was trending on Twitter and suddenly she was the leading voice to take women's cricket to the next level, both at elite and grassroots level.
When it comes to career milestones, Kaur's got them aplenty.
In 2016, she became the first Indian woman to sign an overseas T20 contract when she signed for inaugural Women's Big Bash League champions Sydney Thunder.
In her debut season, her aggressiveness saw her win plenty of games while finishing as the Thunder's lead run-scorer, also offering an all-round show with the ball.
And later that year, she led India to their sixth straight Asia Cup crown.
In 113 T20I innings, she has shone on all fronts, scoring 2,182 runs and taking 29 wickets since her debut against England in 2009.
She may have been outshone on the batting front by the likes of Shafali Verma in the run-up to this year's final, but there's no doubting Kaur is capable of stepping up in the middle.
With 183 runs at the 2018 T20 World Cup, the captain has scored the second-highest number of runs for India at the tournament, 32 behind Mithali Raj's 208 in 2014.
Kaur has only hit double-digits once in India's four wins Down Under, but she will definitely want to finish off on a high as she is a big-stage player and knows exactly how important it is to step up in what will be the mother of all clashes.