[Olorin_TLA]

When Tolkien was writing about Elven genders and jobs, (In HoMe X I think) it would seem that Elven women would fight too. Maybe not as many, but they would. Galadriel went to Dol Guldur and threw down its walls. She was also mentioned as refraining formentering the kinslaying, meaning the other women there must have taken part (in they hadn't then surely the women of the Host of Feanor would have been on good terms with the Sindar).
Lúthien not only battles monsters, she saves Beren quite a few times. Yes, she uses her wits to doso, but frankly when faced witht he enemies she fought anyone who just went for a straight-out fight would have died.

The folk of Haleth were an Amazon culture (women were the main source of their warroirs). And the female Valar fought Morgoth and his servants.

So in short, Xena-Schmena.