England are looking to claim their second successive global title after last summer’s dramatic victory over India in the World Cup final, and captain Knight hopes that experience can prove valuable.
She said: “It gives you confidence that you can handle that sort of occasion and the pressure that goes with global finals. Hopefully there’ll be another good crowd as there was for the semi-finals.
“It’s a completely different format, different team, but the chance to be double world champions is very special.
“The team did it in 2009, so it’s a chance for us to write our names in the history books.”
The 2009 edition was the tournament’s first, and England have reached two further finals, losing to Australia in 2012 and 2014.
They go into the final buoyed by a fine performance in the semi-finals on Thursday night when they dominated to win by eight wickets against an India side that had won all their group matches.
England bowled out India for 112 and chased down the runs comfortably, with Amy Jones and Natalie Sciver both scoring half-centuries.
Australia lost to India in their final group game, but convincingly defeated hosts the West Indies to reach another final, and there will be no secrets between the sides.
Knight is taking confidence from England winning the Twenty20 part of last winter’s Ashes to tie the series.
“It’s a team we know very well,” she said. “It’s the old rivalry, isn’t it, and historically probably the two best teams in women’s cricket. I think it’s going to be a great final.”
“They’re very strong, as are we. They’ve obviously got a very strong batting line-up, they bat deep, and our bowlers have been a real standout in this tournament.
“Our spinners in particular were outstanding last night so it’s about trying to keep them quiet and just being smart.
“It’s about holding our nerve and also showing that fight and grit that’s been a really strong suit of ours. We know we’re never out of a game and in finals that’s really important.”