There are many paintings of women playing sport in the 17th/18th century, especially in the Deccan and Rajasthan. The women are upper class and aristocratic I would assume.
Polo was commonly played at this point in time (X) - both equestrian and elephant polo are portrayed in paintings.
Today’s paintings: Women playing polo, 17th century, Jaipur; Chand Bibi playing polo (early 18th century) and a princess playing polo, Udaipur, 1800. Late medieval costumes appear to be made with very light fabrics and look quite practical. Normally the costume is a bodice, divided dhoti/turkish trousers and a translucent overcoat. And of course caps or headwear. To this could be added (sometimes to replace the overcoat) light dupattas and on occasion an enveloping shawl or cloak.
Ghagras are also worn in this period but the paintings often have religious or romantic themes.